27 Commits

Author SHA1 Message Date
Manuel Raimann b9f8844e60 chore: release v0.4.0 2026-02-02 17:31:35 +01:00
Manuel Raimann d1c8925fc3 refactor: remove warn_independent_sampling option from MultivariateTpeSampler 2026-02-02 17:31:25 +01:00
Manuel Raimann 4ce4311c68 Implement Multivariant TPE 2026-02-02 17:25:50 +01:00
Manuel Raimann 293b992e75 feat: implement gamma strategies for TPE sampler with examples 2026-02-02 13:40:33 +01:00
Manuel Raimann af8a9f7638 feat: add examples for async API parameter optimization and ML hyperparameter tuning 2026-01-31 11:56:50 +01:00
Manuel Raimann b9a90ebec3 Format 2026-01-31 11:56:37 +01:00
Manuel Raimann 24e921b7b9 style: format suggest method for improved readability 2026-01-31 11:45:58 +01:00
Manuel Raimann 6363540269 fix: handle end value in suggest method to avoid panic on underflow 2026-01-31 11:44:33 +01:00
Manuel Raimann 9f3c0f0d3b chore: release v0.3.1 2026-01-31 11:34:36 +01:00
Manuel Raimann 747e1928b9 feat: add tests for suggest_bool and suggest_range methods 2026-01-31 11:34:36 +01:00
Manuel Raimann 15a43d9485 feat: add SuggestableRange trait and suggest_range method for parameter suggestion from ranges 2026-01-31 11:34:36 +01:00
Manuel Raimann 1091429697 feat: add suggest_bool method for boolean parameter suggestion 2026-01-31 11:34:36 +01:00
Manuel Raimann b482d56e89 Implement grid search 2026-01-30 22:01:44 +01:00
Manuel Raimann 90bf73a39f feat: add documentation, keywords, categories, and readme to Cargo.toml 2026-01-30 19:57:21 +01:00
Manuel Raimann 473b973408 feat: add permissions for read access to contents in CI and scheduled workflows 2026-01-30 19:28:47 +01:00
Manuel Raimann d8ef4352c3 refactor: replace TpeError with Error in the optimizer library 2026-01-30 19:24:58 +01:00
Manuel Raimann eb57519506 feat: allow publishing with dirty workspace in CI 2026-01-30 19:23:32 +01:00
Manuel Raimann cb5ecf33f0 chore: release v0.3.0 2026-01-30 19:21:54 +01:00
Manuel Raimann 3898136341 Refactor 2026-01-30 19:21:54 +01:00
Manuel Raimann 6a8a938b6e feat: enhance publish step to handle already uploaded versions 2026-01-30 18:47:55 +01:00
Manuel Raimann 6912cc83d9 feat: add cross-target compilation checks in CI 2026-01-30 18:46:31 +01:00
Manuel Raimann fae57e48f3 chore: release v0.2.0 2026-01-30 18:43:45 +01:00
Manuel Raimann daab3ea202 Remove Serde 2026-01-30 18:43:45 +01:00
Manuel Raimann aaf880e1c7 fix: remove unused dependency 'ordered-float' from Cargo.toml 2026-01-30 18:43:45 +01:00
Manuel Raimann 22527b5d5f feat: add CI step for unused dependencies check with cargo-machete 2026-01-30 18:24:22 +01:00
Manuel Raimann 34d61bc544 feat: add CI step to publish to crates.io 2026-01-30 18:20:00 +01:00
Manuel Raimann 8f339a2341 feat: add default typo extension for 'Tpe' 2026-01-30 18:18:30 +01:00
29 changed files with 12746 additions and 858 deletions
+108 -2
View File
@@ -6,6 +6,9 @@ on:
pull_request:
branches: [main, master]
permissions:
contents: read
env:
CARGO_TERM_COLOR: always
@@ -42,9 +45,7 @@ jobs:
matrix:
features:
- ""
- "serde"
- "async"
- "serde,async"
steps:
- uses: actions/checkout@v6
- name: Install Rust
@@ -60,6 +61,21 @@ jobs:
cargo test --verbose --features "${{ matrix.features }}"
fi
examples:
name: Examples
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v6
- name: Install Rust
run: |
rustup override set stable
rustup update stable
- uses: Swatinem/rust-cache@v2
- name: Run sync example (ml_hyperparameter_tuning)
run: cargo run --example ml_hyperparameter_tuning
- name: Run async example (async_api_optimization)
run: cargo run --example async_api_optimization --features async
docs:
name: Docs
runs-on: ubuntu-latest
@@ -131,6 +147,19 @@ jobs:
- uses: actions/checkout@v6
- uses: EmbarkStudios/cargo-deny-action@v2
machete:
name: Unused Dependencies
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v6
- name: Install Rust
run: |
rustup override set stable
rustup update stable
- uses: Swatinem/rust-cache@v2
- name: Machete
uses: bnjbvr/cargo-machete@7959c845782fed02ee69303126d4a12d64f1db18
semver:
name: Semver Check
runs-on: ubuntu-latest
@@ -184,6 +213,27 @@ jobs:
- name: Run tests
run: cargo test --all-features
cross-targets:
name: ${{ matrix.target }}
runs-on: ubuntu-latest
strategy:
fail-fast: false
matrix:
target:
- aarch64-unknown-linux-gnu
- i686-unknown-linux-gnu
- powerpc64le-unknown-linux-gnu
- s390x-unknown-linux-gnu
steps:
- uses: actions/checkout@v6
- name: Install Rust
run: |
rustup override set stable
rustup update stable
rustup target add ${{ matrix.target }}
- uses: Swatinem/rust-cache@v2
- name: Check compilation
run: cargo check --all-features --target ${{ matrix.target }}
typos:
name: Typos
@@ -199,3 +249,59 @@ jobs:
tool: typos-cli
- name: Typos Check
run: typos src/
publish:
name: Publish to crates.io
runs-on: ubuntu-latest
if: github.event_name == 'push'
needs:
- fmt
- clippy
- test
- examples
- docs
- feature-check
- coverage
- msrv
- deny
- machete
- semver
- minimal-versions
- cross-platform
- cross-targets
- typos
steps:
- uses: actions/checkout@v6
- name: Install Rust
run: |
rustup override set stable
rustup update stable
- uses: Swatinem/rust-cache@v2
- name: Check if version already published
id: check
run: |
CARGO_VERSION=$(cargo metadata --no-deps --format-version 1 | jq -r '.packages[0].version')
echo "version=$CARGO_VERSION" >> "$GITHUB_OUTPUT"
HTTP_STATUS=$(curl -s -o /dev/null -w "%{http_code}" "https://crates.io/api/v1/crates/optimizer/$CARGO_VERSION")
if [ "$HTTP_STATUS" = "200" ]; then
echo "Version $CARGO_VERSION already exists on crates.io, skipping publish"
echo "skip=true" >> "$GITHUB_OUTPUT"
else
echo "Version $CARGO_VERSION not found on crates.io, will publish"
echo "skip=false" >> "$GITHUB_OUTPUT"
fi
- name: Publish
if: steps.check.outputs.skip == 'false'
run: |
cargo publish --allow-dirty 2>&1 | tee publish_output.txt || {
if grep -q "already uploaded" publish_output.txt; then
echo "Version already published, skipping"
exit 0
fi
exit 1
}
env:
CARGO_REGISTRY_TOKEN: ${{ secrets.CARGO_REGISTRY_TOKEN }}
-35
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@@ -1,35 +0,0 @@
name: Publish
on:
push:
tags:
- "v*"
env:
CARGO_TERM_COLOR: always
jobs:
publish:
name: Publish to crates.io
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v6
- name: Install Rust
run: |
rustup override set stable
rustup update stable
- uses: Swatinem/rust-cache@v2
- name: Verify version matches tag
run: |
CARGO_VERSION=$(cargo metadata --no-deps --format-version 1 | jq -r '.packages[0].version')
TAG_VERSION="${GITHUB_REF_NAME#v}"
if [ "$CARGO_VERSION" != "$TAG_VERSION" ]; then
echo "Error: Cargo.toml version ($CARGO_VERSION) doesn't match tag ($TAG_VERSION)"
exit 1
fi
- name: Publish
run: cargo publish
env:
CARGO_REGISTRY_TOKEN: ${{ secrets.CARGO_REGISTRY_TOKEN }}
+3
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@@ -5,6 +5,9 @@ on:
- cron: "0 6 * * *" # Daily at 6:00 UTC
workflow_dispatch: # Allow manual trigger
permissions:
contents: read
env:
CARGO_TERM_COLOR: always
+16 -7
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@@ -1,27 +1,36 @@
[package]
name = "optimizer"
version = "0.1.1"
version = "0.4.0"
edition = "2024"
rust-version = "1.88"
license = "MIT"
authors = ["Manuel Raimann <raimannma@outlook.de"]
description = "A Rust library for optimization algorithms."
repository = "https://github.com/raimannma/rust-optimizer"
documentation = "https://docs.rs/optimizer"
keywords = ["optimization", "hyperparameter", "tpe", "grid-search", "bayesian"]
categories = ["algorithm", "science", "data-structures"]
readme = "README.md"
[dependencies]
log = "0.4"
rand = "0.9"
thiserror = "2"
parking_lot = "0.12"
ordered-float = "5"
serde = { version = "1", features = ["derive"], optional = true }
tokio = { version = "1", features = ["sync", "rt-multi-thread"], optional = true }
[features]
default = []
serde = ["dep:serde", "ordered-float/serde"]
async = ["dep:tokio"]
[dev-dependencies]
serde_json = "1"
tokio = { version = "1", features = ["rt-multi-thread", "macros"] }
tokio = { version = "1", features = ["rt-multi-thread", "macros", "time"] }
[[example]]
name = "async_api_optimization"
path = "examples/async_api_optimization.rs"
required-features = ["async"]
[[example]]
name = "ml_hyperparameter_tuning"
path = "examples/ml_hyperparameter_tuning.rs"
+103 -6
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@@ -1,6 +1,6 @@
# optimizer
A Rust library for black-box optimization using Tree-Parzen Estimator (TPE).
A Rust library for black-box optimization with multiple sampling strategies.
[![Docs](https://docs.rs/optimizer/badge.svg)](https://docs.rs/optimizer)
[![Crates.io](https://img.shields.io/crates/v/optimizer.svg)](https://crates.io/crates/optimizer)
@@ -9,23 +9,27 @@ A Rust library for black-box optimization using Tree-Parzen Estimator (TPE).
## Features
- Optuna-like API for hyperparameter optimization
- Multiple sampling strategies:
- **Random Search** - Simple random sampling for baseline comparisons
- **TPE (Tree-Parzen Estimator)** - Bayesian optimization for efficient search
- **Grid Search** - Exhaustive search over a specified parameter grid
- Float, integer, and categorical parameter types
- Log-scale and stepped parameter sampling
- Sync and async optimization with parallel trial evaluation
- Serialization support for saving/loading study state
## Quick Start
```rust
use optimizer::{Direction, Study, TpeSampler};
use optimizer::{Direction, Study};
use optimizer::sampler::tpe::TpeSampler;
let sampler = TpeSampler::builder().seed(42).build();
let sampler = TpeSampler::builder().seed(42).build().unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
study
.optimize_with_sampler(20, |trial| {
let x = trial.suggest_float("x", -10.0, 10.0)?;
Ok::<_, optimizer::TpeError>(x * x)
Ok::<_, optimizer::Error>(x * x)
})
.unwrap();
@@ -33,9 +37,102 @@ let best = study.best_trial().unwrap();
println!("Best value: {} at x={:?}", best.value, best.params);
```
## Samplers
### Random Search
```rust
use optimizer::{Direction, Study};
use optimizer::sampler::random::RandomSampler;
let study: Study<f64> = Study::with_sampler(
Direction::Minimize,
RandomSampler::with_seed(42),
);
```
### TPE (Tree-Parzen Estimator)
```rust
use optimizer::{Direction, Study};
use optimizer::sampler::tpe::TpeSampler;
let sampler = TpeSampler::builder()
.gamma(0.15) // Quantile for good/bad split
.n_startup_trials(20) // Random trials before TPE kicks in
.n_ei_candidates(32) // Candidates to evaluate
.seed(42)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
```
#### Gamma Strategies
The gamma parameter controls what fraction of trials are considered "good" when building the TPE model. Instead of a fixed value, you can use adaptive strategies:
| Strategy | Description | Formula |
|----------|-------------|---------|
| `FixedGamma` | Constant value (default: 0.25) | `γ = constant` |
| `LinearGamma` | Linear interpolation over trials | `γ = γ_min + (γ_max - γ_min) * min(n/n_max, 1)` |
| `SqrtGamma` | Optuna-style inverse sqrt scaling | `γ = min(γ_max, factor/√n / n)` |
| `HyperoptGamma` | Hyperopt-style adaptive | `γ = min(γ_max, (base + 1) / n)` |
```rust
use optimizer::sampler::tpe::{TpeSampler, SqrtGamma, LinearGamma};
// Optuna-style gamma that decreases with more trials
let sampler = TpeSampler::builder()
.gamma_strategy(SqrtGamma::default())
.build()
.unwrap();
// Linear interpolation from 0.1 to 0.3 over 100 trials
let sampler = TpeSampler::builder()
.gamma_strategy(LinearGamma::new(0.1, 0.3, 100).unwrap())
.build()
.unwrap();
```
You can also implement custom strategies:
```rust
use optimizer::sampler::tpe::{TpeSampler, GammaStrategy};
#[derive(Debug, Clone)]
struct MyGamma { base: f64 }
impl GammaStrategy for MyGamma {
fn gamma(&self, n_trials: usize) -> f64 {
(self.base + 0.01 * n_trials as f64).min(0.5)
}
fn clone_box(&self) -> Box<dyn GammaStrategy> {
Box::new(self.clone())
}
}
let sampler = TpeSampler::builder()
.gamma_strategy(MyGamma { base: 0.1 })
.build()
.unwrap();
```
### Grid Search
```rust
use optimizer::{Direction, Study};
use optimizer::sampler::grid::GridSearchSampler;
let sampler = GridSearchSampler::builder()
.n_points_per_param(10) // Number of points per parameter dimension
.build();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
```
## Feature Flags
- `serde` - Enable serialization/deserialization of studies and trials
- `async` - Enable async optimization methods (requires tokio)
## Documentation
+317
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@@ -0,0 +1,317 @@
//! Async API Parameter Optimization Example
//!
//! This example shows how to use async/parallel optimization to tune
//! configuration parameters for a web service. Each evaluation simulates
//! an async operation (like deploying and load-testing a service).
//!
//! # Key Concepts Demonstrated
//!
//! - Async optimization with `optimize_parallel_with_sampler`
//! - Running multiple trials concurrently for faster optimization
//! - Boolean and categorical parameter types
//! - Measuring speedup from parallelism
//!
//! # When to Use Async Optimization
//!
//! Use async/parallel optimization when your objective function involves:
//! - Network requests (API calls, database queries)
//! - File I/O operations
//! - External service calls
//! - Any operation where you're waiting for I/O rather than computing
//!
//! With parallelism, you can evaluate multiple configurations simultaneously,
//! significantly reducing total optimization time.
//!
//! Run with: `cargo run --example async_api_optimization --features async`
use std::time::{Duration, Instant};
use optimizer::sampler::tpe::TpeSampler;
use optimizer::{Direction, ParamValue, Study, Trial};
// ============================================================================
// Configuration: Service parameters we want to tune
// ============================================================================
/// Configuration for a web service.
///
/// In a real application, these parameters would control:
/// - Memory allocation (cache sizes)
/// - Connection management (pool sizes, timeouts)
/// - Request handling (batching, compression)
/// - Protocol options (HTTP version, load balancing)
struct ServiceConfig {
cache_size_mb: i64,
connection_pool_size: i64,
request_timeout_ms: i64,
retry_count: i64,
batch_size: i64,
compression_level: i64,
use_http2: bool,
load_balancing: String,
}
// ============================================================================
// Objective Function: Evaluate a service configuration
// ============================================================================
/// Simulates deploying and load-testing a service configuration.
///
/// In a real scenario, this function might:
/// 1. Deploy the configuration to a staging environment
/// 2. Run load tests against the service
/// 3. Collect metrics (latency, throughput, error rate)
/// 4. Return a composite score
///
/// The async sleep simulates the I/O time of these operations.
/// This is where parallel execution helps - while one trial is waiting
/// for I/O, other trials can run.
#[allow(clippy::too_many_arguments)]
async fn evaluate_service(config: &ServiceConfig) -> f64 {
// Simulate async I/O (deployment, load testing, metric collection)
tokio::time::sleep(Duration::from_millis(50)).await;
// Calculate a score based on how close we are to optimal values
// Lower score = better configuration
let mut score = 0.0;
// Cache size: too small = cache misses, too large = wasted memory
// Optimal around 512MB
let cache_optimal = 512.0;
score += ((config.cache_size_mb as f64 - cache_optimal) / 256.0).powi(2);
// Connection pool: too small = contention, too large = resource waste
// Optimal around 100
let pool_optimal = 100.0;
score += ((config.connection_pool_size as f64 - pool_optimal) / 50.0).powi(2);
// Timeout: too short = false failures, too long = slow recovery
// Optimal around 5000ms
let timeout_optimal = 5000.0;
score += ((config.request_timeout_ms as f64 - timeout_optimal) / 2000.0).powi(2);
// Retries: too few = fragile, too many = amplifies failures
// Optimal around 3
let retry_optimal = 3.0;
score += ((config.retry_count as f64 - retry_optimal) / 2.0).powi(2);
// Batch size: trade-off between latency and throughput
// Optimal around 64
let batch_optimal = 64.0;
score += ((config.batch_size as f64 - batch_optimal) / 32.0).powi(2);
// Compression level: trade-off between CPU and bandwidth
// Optimal around 6
let compression_optimal = 6.0;
score += ((config.compression_level as f64 - compression_optimal) / 3.0).powi(2);
// HTTP/2 is generally better for our use case
if !config.use_http2 {
score += 0.5;
}
// Load balancing strategy affects performance
score += match config.load_balancing.as_str() {
"round_robin" => 0.0, // Best for our use case
"least_connections" => 0.1, // Good alternative
"ip_hash" => 0.2, // OK for session affinity
"random" => 0.3, // Not ideal
_ => 1.0,
};
// Add noise to simulate real-world variability
let noise = (config.cache_size_mb as f64 * 0.1).sin() * 0.05;
score + noise
}
/// The async objective function for each trial.
///
/// For async optimization, the objective function must:
/// 1. Take ownership of the Trial (not a mutable reference)
/// 2. Return a Future
/// 3. Return both the Trial and the result value as a tuple
///
/// This ownership pattern allows the trial to be used across await points.
async fn objective(mut trial: Trial) -> optimizer::Result<(Trial, f64)> {
// Sample configuration parameters
// Stepped integers: only sample multiples of the step value
let cache_size_mb = trial.suggest_int_step("cache_size_mb", 64, 1024, 64)?;
let connection_pool_size = trial.suggest_int_step("connection_pool_size", 10, 200, 10)?;
let request_timeout_ms = trial.suggest_int_step("request_timeout_ms", 1000, 10000, 500)?;
// Regular integer
let retry_count = trial.suggest_int("retry_count", 0, 5)?;
// Log-scale integer: good for parameters like batch sizes
// that might vary from 1 to 256
let batch_size = trial.suggest_int_log("batch_size", 1, 256)?;
// Regular integer for compression level
let compression_level = trial.suggest_int("compression_level", 0, 9)?;
// Boolean: internally uses categorical with [false, true]
let use_http2 = trial.suggest_bool("use_http2")?;
// Categorical: choose from a list of options
let load_balancing = trial.suggest_categorical(
"load_balancing",
&["round_robin", "least_connections", "random", "ip_hash"],
)?;
// Build configuration
let config = ServiceConfig {
cache_size_mb,
connection_pool_size,
request_timeout_ms,
retry_count,
batch_size,
compression_level,
use_http2,
load_balancing: load_balancing.to_string(),
};
// Evaluate (this is the async part)
let score = evaluate_service(&config).await;
// Return both the trial and the score
Ok((trial, score))
}
// ============================================================================
// Helper Functions
// ============================================================================
/// Formats a parameter value for display.
fn format_param(name: &str, value: &ParamValue) -> String {
match (name, value) {
(_, ParamValue::Float(v)) => format!("{v:.4}"),
(_, ParamValue::Int(v)) => format!("{v}"),
("use_http2", ParamValue::Categorical(idx)) => {
if *idx == 1 { "true" } else { "false" }.to_string()
}
("load_balancing", ParamValue::Categorical(idx)) => {
["round_robin", "least_connections", "random", "ip_hash"]
.get(*idx)
.unwrap_or(&"unknown")
.to_string()
}
(_, ParamValue::Categorical(idx)) => format!("category_{idx}"),
}
}
/// Prints the results of the optimization.
fn print_results(study: &Study<f64>, elapsed: Duration, n_trials: usize) {
println!("\n{}", "=".repeat(60));
println!("\nOptimization completed!");
println!("Total trials: {}", study.n_trials());
println!("Time elapsed: {elapsed:.2?}");
// Calculate speedup from parallelism
// Each trial takes ~50ms, so sequential would take n_trials * 50ms
let sequential_time = n_trials as f64 * 0.050;
let actual_time = elapsed.as_secs_f64();
println!(
"Effective parallelism: {:.1}x speedup",
sequential_time / actual_time
);
}
/// Prints the best configuration found.
fn print_best_config(study: &Study<f64>) -> optimizer::Result<()> {
let best = study.best_trial()?;
println!("\nBest configuration found:");
println!(" Score: {:.6}", best.value);
println!("\n Parameters:");
// Print parameters in a logical order
let param_order = [
"cache_size_mb",
"connection_pool_size",
"request_timeout_ms",
"retry_count",
"batch_size",
"compression_level",
"use_http2",
"load_balancing",
];
for name in param_order {
if let Some(value) = best.params.get(name) {
let display = format_param(name, value);
println!(" {name}: {display}");
}
}
Ok(())
}
/// Prints the top N trials.
fn print_top_trials(study: &Study<f64>, n: usize) {
println!("\nTop {n} trials:");
let mut trials = study.trials();
trials.sort_by(|a, b| a.value.partial_cmp(&b.value).unwrap());
for (i, trial) in trials.iter().take(n).enumerate() {
println!(
" {}. Trial #{}: score = {:.6}",
i + 1,
trial.id,
trial.value
);
}
}
// ============================================================================
// Main: Set up and run the async optimization
// ============================================================================
#[tokio::main]
async fn main() -> optimizer::Result<()> {
println!("=== Async API Parameter Optimization Example ===\n");
// Step 1: Create a TPE sampler
let sampler = TpeSampler::builder()
.n_startup_trials(8)
.gamma(0.2)
.seed(123)
.build()
.expect("Failed to build TPE sampler");
// Step 2: Create a study to minimize the score
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
// Step 3: Configure optimization
let n_trials = 40;
let concurrency = 4; // Run 4 trials in parallel
println!("Starting parallel optimization with {concurrency} concurrent evaluations...\n");
let start = Instant::now();
// Step 4: Run parallel async optimization
//
// optimize_parallel_with_sampler:
// - Runs up to `concurrency` trials simultaneously
// - Each trial calls the objective function
// - Uses a semaphore to limit concurrent evaluations
// - Collects results as trials complete
//
// The "_with_sampler" suffix means the TPE sampler gets access to
// trial history for informed sampling.
study
.optimize_parallel_with_sampler(n_trials, concurrency, objective)
.await?;
let elapsed = start.elapsed();
// Step 5: Print results
print_results(&study, elapsed, n_trials);
print_best_config(&study)?;
print_top_trials(&study, 5);
Ok(())
}
+269
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@@ -0,0 +1,269 @@
//! Machine Learning Hyperparameter Tuning Example
//!
//! This example shows how to use the optimizer library to find the best
//! hyperparameters for a machine learning model. We simulate a gradient
//! boosting model (like XGBoost or LightGBM) and search for optimal settings.
//!
//! # Key Concepts Demonstrated
//!
//! - Creating a Study with a TPE (Tree-Parzen Estimator) sampler
//! - Defining an objective function that the optimizer will minimize
//! - Using different parameter types: floats, integers, log-scale, stepped
//! - Using callbacks to monitor progress and implement early stopping
//!
//! # How It Works
//!
//! 1. Create a `Study` - this manages the optimization process
//! 2. Define an objective function that takes a `Trial` and returns a score
//! 3. Inside the objective, use `trial.suggest_*()` to sample parameters
//! 4. The optimizer runs many trials, learning which parameter regions work best
//! 5. After optimization, retrieve the best parameters found
//!
//! Run with: `cargo run --example ml_hyperparameter_tuning`
use std::ops::ControlFlow;
use optimizer::sampler::CompletedTrial;
use optimizer::sampler::tpe::TpeSampler;
use optimizer::{Direction, ParamValue, Study, Trial};
// ============================================================================
// Configuration: Hyperparameters we want to tune
// ============================================================================
/// Holds all the hyperparameters for our model.
///
/// In a real application, you would pass these to your ML framework
/// (e.g., XGBoost, LightGBM, scikit-learn).
struct ModelConfig {
learning_rate: f64,
max_depth: i64,
n_estimators: i64,
subsample: f64,
colsample_bytree: f64,
min_child_weight: i64,
reg_alpha: f64,
reg_lambda: f64,
}
// ============================================================================
// Objective Function: What we want to optimize
// ============================================================================
/// Simulates training a model and returns the validation loss.
///
/// In a real scenario, this function would:
/// 1. Create a model with the given hyperparameters
/// 2. Train it on your training data
/// 3. Evaluate it on validation data
/// 4. Return the validation metric (e.g., RMSE, log loss, accuracy)
///
/// The optimizer will try to MINIMIZE this value (we set Direction::Minimize).
#[allow(clippy::too_many_arguments)]
fn evaluate_model(config: &ModelConfig) -> f64 {
// Simulated optimal hyperparameters:
// learning_rate ~ 0.05, max_depth ~ 6, n_estimators ~ 200
// subsample ~ 0.8, colsample_bytree ~ 0.8, min_child_weight ~ 3
// reg_alpha ~ 0.1, reg_lambda ~ 1.0
let mut loss = 0.15; // Base loss
// Each term penalizes deviation from the optimal value
loss += (config.learning_rate - 0.05).powi(2) * 100.0;
loss += ((config.max_depth - 6) as f64).powi(2) * 0.01;
loss += ((config.n_estimators - 200) as f64).powi(2) * 0.00001;
loss += (config.subsample - 0.8).powi(2) * 10.0;
loss += (config.colsample_bytree - 0.8).powi(2) * 10.0;
loss += ((config.min_child_weight - 3) as f64).powi(2) * 0.05;
loss += (config.reg_alpha - 0.1).powi(2) * 5.0;
loss += (config.reg_lambda - 1.0).powi(2) * 2.0;
// Add some noise to simulate real-world variability
let noise = (config.learning_rate * 1000.0).sin() * 0.01;
loss + noise
}
/// The objective function that the optimizer calls for each trial.
///
/// This function:
/// 1. Uses `trial.suggest_*()` methods to sample hyperparameter values
/// 2. Builds a model configuration from those values
/// 3. Evaluates the model and returns the loss
///
/// The optimizer learns from the results to suggest better parameters
/// in future trials.
fn objective(trial: &mut Trial) -> optimizer::Result<f64> {
// Sample hyperparameters using different strategies:
// Log-scale: Good for parameters spanning multiple orders of magnitude
// The learning rate might be 0.001, 0.01, or 0.1 - log-scale samples evenly across these
let learning_rate = trial.suggest_float_log("learning_rate", 0.001, 0.3)?;
// Regular integer: Uniformly samples from the range [3, 12]
let max_depth = trial.suggest_int("max_depth", 3, 12)?;
// Stepped integer: Only samples multiples of 50 (50, 100, 150, ..., 500)
// Useful when you only want to test specific values
let n_estimators = trial.suggest_int_step("n_estimators", 50, 500, 50)?;
// Regular float: Uniformly samples from [0.5, 1.0]
let subsample = trial.suggest_float("subsample", 0.5, 1.0)?;
let colsample_bytree = trial.suggest_float("colsample_bytree", 0.5, 1.0)?;
// More parameters
let min_child_weight = trial.suggest_int("min_child_weight", 1, 10)?;
let reg_alpha = trial.suggest_float_log("reg_alpha", 1e-3, 10.0)?;
let reg_lambda = trial.suggest_float_log("reg_lambda", 1e-3, 10.0)?;
// Build configuration and evaluate
let config = ModelConfig {
learning_rate,
max_depth,
n_estimators,
subsample,
colsample_bytree,
min_child_weight,
reg_alpha,
reg_lambda,
};
let loss = evaluate_model(&config);
Ok(loss)
}
// ============================================================================
// Callback Function: Monitor progress and implement early stopping
// ============================================================================
/// Called after each successful trial completes.
///
/// Use callbacks to:
/// - Log progress to console or file
/// - Save checkpoints
/// - Implement early stopping when a good solution is found
/// - Track metrics over time
///
/// Return `ControlFlow::Continue(())` to keep optimizing.
/// Return `ControlFlow::Break(())` to stop early.
fn on_trial_complete(study: &Study<f64>, trial: &CompletedTrial<f64>) -> ControlFlow<()> {
// Helper to extract parameter values
let get_float = |name: &str| -> f64 {
match trial.params.get(name) {
Some(ParamValue::Float(v)) => *v,
_ => 0.0,
}
};
let get_int = |name: &str| -> i64 {
match trial.params.get(name) {
Some(ParamValue::Int(v)) => *v,
_ => 0,
}
};
// Print progress
println!(
"{:>5} {:>10.5} {:>10} {:>12} {:>10.3} {:>12.3} {:>8} {:>10.4} {:>10.4} {:>12.6}",
study.n_trials(),
get_float("learning_rate"),
get_int("max_depth"),
get_int("n_estimators"),
get_float("subsample"),
get_float("colsample_bytree"),
get_int("min_child_weight"),
get_float("reg_alpha"),
get_float("reg_lambda"),
trial.value,
);
// Early stopping: if we find an excellent solution, stop early
if trial.value < 0.16 {
println!("\nEarly stopping: found excellent solution!");
return ControlFlow::Break(());
}
ControlFlow::Continue(())
}
// ============================================================================
// Main: Set up and run the optimization
// ============================================================================
fn main() -> optimizer::Result<()> {
println!("=== ML Hyperparameter Tuning Example ===\n");
// Step 1: Create a sampler
//
// TPE (Tree-Parzen Estimator) is a Bayesian optimization algorithm.
// It learns from previous trials to suggest better parameters.
// - n_startup_trials: Number of random trials before TPE kicks in
// - gamma: What fraction of trials are considered "good" (lower = more selective)
// - seed: For reproducibility
let sampler = TpeSampler::builder()
.n_startup_trials(10)
.gamma(0.25)
.seed(42)
.build()
.expect("Failed to build TPE sampler");
// Step 2: Create a study
//
// The study manages the optimization process. We want to MINIMIZE
// the loss (lower is better). Use Direction::Maximize for metrics
// where higher is better (like accuracy).
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
// Print header
println!("Starting hyperparameter optimization...\n");
println!(
"{:>5} {:>10} {:>10} {:>12} {:>10} {:>12} {:>8} {:>10} {:>10} {:>12}",
"Trial",
"LR",
"MaxDepth",
"Estimators",
"Subsample",
"ColSample",
"MinCW",
"Alpha",
"Lambda",
"Loss"
);
println!("{}", "-".repeat(110));
// Step 3: Run optimization
//
// optimize_with_callback_sampler runs the objective function for up to
// n_trials iterations. After each trial, it calls the callback.
// The "_sampler" suffix means the TPE sampler gets access to trial
// history for informed sampling.
let n_trials = 50;
study.optimize_with_callback_sampler(n_trials, objective, on_trial_complete)?;
// Step 4: Get the best result
println!("\n{}", "=".repeat(110));
println!("\nOptimization completed!");
println!("Total trials: {}", study.n_trials());
let best = study.best_trial()?;
println!("\nBest trial:");
println!(" Loss: {:.6}", best.value);
println!(" Parameters:");
for (name, value) in &best.params {
match value {
ParamValue::Float(v) => println!(" {name}: {v:.6}"),
ParamValue::Int(v) => println!(" {name}: {v}"),
ParamValue::Categorical(v) => println!(" {name}: category {v}"),
}
}
// Step 5: Use the best parameters (in a real app)
//
// Now you would take best.params and use them to train your final model
// on the full dataset.
Ok(())
}
-7
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@@ -1,11 +1,7 @@
//! Parameter distribution types.
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
/// Distribution for floating-point parameters.
#[derive(Clone, Debug, PartialEq)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub struct FloatDistribution {
/// Lower bound (inclusive).
pub low: f64,
@@ -19,7 +15,6 @@ pub struct FloatDistribution {
/// Distribution for integer parameters.
#[derive(Clone, Debug, PartialEq)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub struct IntDistribution {
/// Lower bound (inclusive).
pub low: i64,
@@ -33,7 +28,6 @@ pub struct IntDistribution {
/// Distribution for categorical parameters.
#[derive(Clone, Debug, PartialEq)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub struct CategoricalDistribution {
/// Number of choices available.
pub n_choices: usize,
@@ -41,7 +35,6 @@ pub struct CategoricalDistribution {
/// Enum wrapping all parameter distribution types.
#[derive(Clone, Debug, PartialEq)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub enum Distribution {
/// A floating-point distribution.
Float(FloatDistribution),
+50 -9
View File
@@ -1,10 +1,5 @@
//! Error types for the optimizer library.
use thiserror::Error;
/// The error type for TPE operations.
#[derive(Debug, Error)]
pub enum TpeError {
#[derive(Debug, thiserror::Error)]
pub enum Error {
/// Returned when the lower bound is greater than the upper bound.
#[error("invalid bounds: low ({low}) must be less than or equal to high ({high})")]
InvalidBounds {
@@ -38,7 +33,53 @@ pub enum TpeError {
/// Returned when requesting the best trial but no trials have completed.
#[error("no completed trials available")]
NoCompletedTrials,
/// Returned when gamma is not in the valid range (0.0, 1.0).
#[error("invalid gamma: {0} must be in (0.0, 1.0)")]
InvalidGamma(f64),
/// Returned when bandwidth is not positive.
#[error("invalid bandwidth: {0} must be positive")]
InvalidBandwidth(f64),
/// Returned when KDE is created with empty samples.
#[error("KDE requires at least one sample")]
EmptySamples,
/// Returned when multivariate KDE samples have zero dimensions.
#[error("multivariate KDE samples must have at least one dimension")]
ZeroDimensions,
/// Returned when multivariate KDE samples have inconsistent dimensions.
#[error(
"dimension mismatch: expected {expected} dimensions but sample {sample_index} has {got}"
)]
DimensionMismatch {
/// The expected number of dimensions.
expected: usize,
/// The actual number of dimensions in the sample.
got: usize,
/// The index of the sample with mismatched dimensions.
sample_index: usize,
},
/// Returned when bandwidth vector length doesn't match the number of dimensions.
#[error("bandwidth dimension mismatch: expected {expected} bandwidths but got {got}")]
BandwidthDimensionMismatch {
/// The expected number of bandwidths.
expected: usize,
/// The actual number of bandwidths provided.
got: usize,
},
/// Returned when an internal invariant is violated.
#[error("internal error: {0}")]
Internal(&'static str),
/// Returned when an async task fails.
#[cfg(feature = "async")]
#[error("async task error: {0}")]
TaskError(String),
}
/// A specialized Result type for TPE operations.
pub type Result<T> = std::result::Result<T, TpeError>;
pub type Result<T> = core::result::Result<T, Error>;
+13
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@@ -0,0 +1,13 @@
//! Kernel Density Estimation for parameter distributions.
//!
//! This module provides kernel density estimators used by TPE samplers
//! to model probability distributions over good and bad trial regions.
//!
//! - [`univariate`] - Univariate (single-parameter) KDE
//! - [`multivariate`] - Multivariate (joint-parameter) KDE for capturing parameter dependencies
mod multivariate;
mod univariate;
pub(crate) use multivariate::MultivariateKDE;
pub(crate) use univariate::KernelDensityEstimator;
+921
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@@ -0,0 +1,921 @@
//! Multivariate Kernel Density Estimation for joint parameter distributions.
//!
//! This module provides a multivariate kernel density estimator that captures
//! dependencies between parameters. Unlike the univariate KDE which models each
//! parameter independently, the multivariate KDE models the joint distribution
//! to better capture correlations between parameters.
use rand::Rng;
use crate::error::{Error, Result};
/// A multivariate Gaussian kernel density estimator for joint distributions.
///
/// `MultivariateKDE` estimates a joint probability density function from a set
/// of multi-dimensional samples. This is used in multivariate TPE to model
/// the joint distributions l(x) and g(x) across multiple parameters simultaneously,
/// capturing their dependencies.
///
/// # Examples
///
/// ```ignore
/// use crate::kde::MultivariateKDE;
///
/// // Create samples: 3 samples with 2 dimensions each
/// let samples = vec![
/// vec![1.0, 2.0],
/// vec![1.5, 2.5],
/// vec![2.0, 3.0],
/// ];
/// let kde = MultivariateKDE::new(samples).unwrap();
///
/// // Get dimensionality
/// assert_eq!(kde.n_dims(), 2);
/// ```
#[allow(dead_code)] // Fields and methods will be used in subsequent stories (US-003, US-004)
#[derive(Clone, Debug)]
pub(crate) struct MultivariateKDE {
/// The sample points used to construct the KDE.
/// Each inner Vec is one sample with `n_dims` values.
samples: Vec<Vec<f64>>,
/// The bandwidth (standard deviation) for each dimension.
/// Uses a diagonal bandwidth matrix (independent bandwidths per dimension).
bandwidths: Vec<f64>,
/// The number of dimensions.
n_dims: usize,
}
#[allow(dead_code)] // Methods will be used in subsequent stories (US-003, US-004)
impl MultivariateKDE {
/// Creates a new multivariate KDE with automatic bandwidth selection using Scott's rule.
///
/// Scott's rule for multivariate KDE sets bandwidth per dimension as:
/// `h_j = n^(-1/(d+4)) * sigma_j`
///
/// where n is the number of samples, d is the dimensionality, and `sigma_j` is the
/// standard deviation of the j-th dimension.
///
/// # Errors
///
/// Returns `Error::EmptySamples` if `samples` is empty.
/// Returns `Error::DimensionMismatch` if samples have inconsistent dimensions.
/// Returns `Error::ZeroDimensions` if samples have zero dimensions.
#[allow(clippy::cast_precision_loss)]
pub(crate) fn new(samples: Vec<Vec<f64>>) -> Result<Self> {
if samples.is_empty() {
return Err(Error::EmptySamples);
}
let n_dims = samples[0].len();
if n_dims == 0 {
return Err(Error::ZeroDimensions);
}
// Check all samples have the same dimensionality
for (i, sample) in samples.iter().enumerate() {
if sample.len() != n_dims {
return Err(Error::DimensionMismatch {
expected: n_dims,
got: sample.len(),
sample_index: i,
});
}
}
let bandwidths = Self::scotts_rule_multivariate(&samples, n_dims);
Ok(Self {
samples,
bandwidths,
n_dims,
})
}
/// Creates a new multivariate KDE with specified bandwidths.
///
/// Use this when you want explicit control over the smoothing parameters.
///
/// # Errors
///
/// Returns `Error::EmptySamples` if `samples` is empty.
/// Returns `Error::DimensionMismatch` if samples have inconsistent dimensions.
/// Returns `Error::ZeroDimensions` if samples have zero dimensions.
/// Returns `Error::BandwidthDimensionMismatch` if bandwidths length doesn't match dimensions.
/// Returns `Error::InvalidBandwidth` if any bandwidth is not positive.
pub(crate) fn with_bandwidths(samples: Vec<Vec<f64>>, bandwidths: Vec<f64>) -> Result<Self> {
if samples.is_empty() {
return Err(Error::EmptySamples);
}
let n_dims = samples[0].len();
if n_dims == 0 {
return Err(Error::ZeroDimensions);
}
// Check all samples have the same dimensionality
for (i, sample) in samples.iter().enumerate() {
if sample.len() != n_dims {
return Err(Error::DimensionMismatch {
expected: n_dims,
got: sample.len(),
sample_index: i,
});
}
}
// Check bandwidths length matches dimensions
if bandwidths.len() != n_dims {
return Err(Error::BandwidthDimensionMismatch {
expected: n_dims,
got: bandwidths.len(),
});
}
// Check all bandwidths are positive
for &bw in &bandwidths {
if bw <= 0.0 {
return Err(Error::InvalidBandwidth(bw));
}
}
Ok(Self {
samples,
bandwidths,
n_dims,
})
}
/// Computes bandwidths using Scott's rule for multivariate KDE.
///
/// Scott's rule for d dimensions: `h_j = n^(-1/(d+4)) * sigma_j`
#[allow(clippy::cast_precision_loss)]
fn scotts_rule_multivariate(samples: &[Vec<f64>], n_dims: usize) -> Vec<f64> {
let n = samples.len() as f64;
let d = n_dims as f64;
// Scott's rule exponent for multivariate: -1/(d+4)
let exponent = -1.0 / (d + 4.0);
let scale_factor = n.powf(exponent);
(0..n_dims)
.map(|dim| {
let std_dev = Self::dimension_std_dev(samples, dim);
// For degenerate case where all samples are identical in this dimension,
// use a small positive bandwidth
if std_dev < f64::EPSILON {
1.0
} else {
scale_factor * std_dev
}
})
.collect()
}
/// Computes the sample standard deviation for a single dimension.
#[allow(clippy::cast_precision_loss)]
fn dimension_std_dev(samples: &[Vec<f64>], dim: usize) -> f64 {
let n = samples.len() as f64;
let values: Vec<f64> = samples.iter().map(|s| s[dim]).collect();
let mean = values.iter().sum::<f64>() / n;
let variance = values.iter().map(|x| (x - mean).powi(2)).sum::<f64>() / n;
variance.sqrt()
}
/// Returns the number of dimensions.
pub(crate) fn n_dims(&self) -> usize {
self.n_dims
}
/// Returns the number of samples.
#[allow(dead_code)] // Will be used in subsequent stories
pub(crate) fn n_samples(&self) -> usize {
self.samples.len()
}
/// Returns the bandwidths for each dimension.
#[cfg(test)]
pub(crate) fn bandwidths(&self) -> &[f64] {
&self.bandwidths
}
/// Returns a reference to the samples.
#[allow(dead_code)] // Will be used in subsequent stories
pub(crate) fn samples(&self) -> &[Vec<f64>] {
&self.samples
}
/// Returns the log probability density at point `x`.
///
/// This computes the log-density for numerical stability, using the formula:
///
/// `log f(x) = log((1/n) * Σ_i Π_j K_hj((x_j - x_ij) / h_j))`
///
/// The computation uses the log-sum-exp trick for numerical stability:
///
/// `log(Σ exp(a_i)) = max(a) + log(Σ exp(a_i - max(a)))`
///
/// # Panics
///
/// Panics if `x.len() != self.n_dims`.
#[allow(clippy::cast_precision_loss)]
pub(crate) fn log_pdf(&self, x: &[f64]) -> f64 {
assert_eq!(
x.len(),
self.n_dims,
"Point dimension {} doesn't match KDE dimension {}",
x.len(),
self.n_dims
);
let n = self.samples.len() as f64;
// Precompute log normalization constant for each dimension
// For a Gaussian kernel: K_h(z) = (1/(h*sqrt(2*pi))) * exp(-0.5*z^2)
// log(K_h(z)) = -log(h) - 0.5*log(2*pi) - 0.5*z^2
let log_2pi = (2.0 * core::f64::consts::PI).ln();
let log_norm_per_dim: Vec<f64> = self
.bandwidths
.iter()
.map(|&h| -h.ln() - 0.5 * log_2pi)
.collect();
// Compute log of kernel contribution for each sample
// log(prod_j K_hj(z_j)) = sum_j log(K_hj(z_j))
let log_kernels: Vec<f64> = self
.samples
.iter()
.map(|sample| {
let mut log_kernel_sum = 0.0;
for j in 0..self.n_dims {
let z = (x[j] - sample[j]) / self.bandwidths[j];
log_kernel_sum += log_norm_per_dim[j] - 0.5 * z * z;
}
log_kernel_sum
})
.collect();
// Use log-sum-exp trick for numerical stability
// log(sum(exp(log_kernels))) = max + log(sum(exp(log_kernels - max)))
let max_log_kernel = log_kernels
.iter()
.copied()
.fold(f64::NEG_INFINITY, f64::max);
// Handle case where all log_kernels are -inf (extremely unlikely point)
if max_log_kernel.is_infinite() && max_log_kernel < 0.0 {
return f64::NEG_INFINITY;
}
let sum_exp: f64 = log_kernels
.iter()
.map(|&lk| (lk - max_log_kernel).exp())
.sum();
// log((1/n) * sum) = -log(n) + log(sum)
-n.ln() + max_log_kernel + sum_exp.ln()
}
/// Returns the probability density at point `x`.
///
/// The density is computed as the average of multivariate Gaussian kernels
/// centered at each sample point:
///
/// `f(x) = (1/n) * Σ_i Π_j K_hj((x_j - x_ij) / h_j)`
///
/// where `K_hj` is the univariate Gaussian kernel with bandwidth `h_j`.
///
/// This method computes in log-space for numerical stability and then
/// exponentiates the result.
///
/// # Panics
///
/// Panics if `x.len() != self.n_dims`.
pub(crate) fn pdf(&self, x: &[f64]) -> f64 {
self.log_pdf(x).exp()
}
/// Samples a point from the estimated joint density distribution.
///
/// Sampling works by:
/// 1. Uniformly selecting one of the kernel centers (samples)
/// 2. Adding independent Gaussian noise to each dimension with that
/// dimension's bandwidth as the standard deviation
///
/// This is equivalent to sampling from a mixture of multivariate Gaussians
/// with diagonal covariance matrices, where each mixture component is
/// centered at a sample point.
///
/// # Returns
///
/// A `Vec<f64>` of length `n_dims` representing a sample from the KDE.
pub(crate) fn sample<R: Rng>(&self, rng: &mut R) -> Vec<f64> {
// Select a random sample to center the kernel on
let idx = rng.random_range(0..self.samples.len());
let center = &self.samples[idx];
// Add independent Gaussian noise to each dimension
// Using Box-Muller transform for Gaussian sampling
center
.iter()
.zip(self.bandwidths.iter())
.map(|(&center_j, &bandwidth_j)| {
let u1: f64 = rng.random();
let u2: f64 = rng.random();
// Box-Muller transform: generates standard normal variate
let z = (-2.0 * u1.ln()).sqrt() * (2.0 * core::f64::consts::PI * u2).cos();
// Scale by bandwidth and shift by center
center_j + z * bandwidth_j
})
.collect()
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_multivariate_kde_new_basic() {
let samples = vec![vec![1.0, 2.0], vec![1.5, 2.5], vec![2.0, 3.0]];
let kde = MultivariateKDE::new(samples).unwrap();
assert_eq!(kde.n_dims(), 2);
assert_eq!(kde.n_samples(), 3);
assert_eq!(kde.bandwidths().len(), 2);
}
#[test]
fn test_multivariate_kde_new_single_sample() {
let samples = vec![vec![1.0, 2.0, 3.0]];
let kde = MultivariateKDE::new(samples).unwrap();
assert_eq!(kde.n_dims(), 3);
assert_eq!(kde.n_samples(), 1);
// With single sample, bandwidths should default to 1.0 (degenerate case)
for &bw in kde.bandwidths() {
assert!((bw - 1.0).abs() < f64::EPSILON);
}
}
#[test]
fn test_multivariate_kde_new_single_dimension() {
let samples = vec![vec![1.0], vec![2.0], vec![3.0], vec![4.0], vec![5.0]];
let kde = MultivariateKDE::new(samples).unwrap();
assert_eq!(kde.n_dims(), 1);
assert_eq!(kde.n_samples(), 5);
assert_eq!(kde.bandwidths().len(), 1);
// Bandwidth should be positive
assert!(kde.bandwidths()[0] > 0.0);
}
#[test]
fn test_multivariate_kde_scotts_rule() {
// Create samples with known statistics
// 10 samples, 2 dimensions
let samples: Vec<Vec<f64>> = (0..10)
.map(|i| {
let x = f64::from(i);
vec![x, x * 2.0] // Second dimension has 2x variance
})
.collect();
let kde = MultivariateKDE::new(samples).unwrap();
// Scott's rule: h = n^(-1/(d+4)) * sigma
// n=10, d=2: exponent = -1/6 ≈ -0.167
// 10^(-1/6) ≈ 0.681
// First dim std_dev ≈ 2.87, second ≈ 5.74
// Expected bandwidths: ~1.95 and ~3.91
let bw = kde.bandwidths();
assert!(
bw[0] > 1.0 && bw[0] < 3.0,
"First bandwidth {} unexpected",
bw[0]
);
assert!(
bw[1] > 2.0 && bw[1] < 6.0,
"Second bandwidth {} unexpected",
bw[1]
);
// Second bandwidth should be approximately 2x the first
assert!(
(bw[1] / bw[0] - 2.0).abs() < 0.1,
"Ratio {} not close to 2",
bw[1] / bw[0]
);
}
#[test]
fn test_multivariate_kde_with_bandwidths() {
let samples = vec![vec![1.0, 2.0], vec![3.0, 4.0]];
let bandwidths = vec![0.5, 1.0];
let kde = MultivariateKDE::with_bandwidths(samples, bandwidths).unwrap();
assert_eq!(kde.n_dims(), 2);
assert!((kde.bandwidths()[0] - 0.5).abs() < f64::EPSILON);
assert!((kde.bandwidths()[1] - 1.0).abs() < f64::EPSILON);
}
#[test]
fn test_multivariate_kde_empty_samples() {
let samples: Vec<Vec<f64>> = vec![];
let result = MultivariateKDE::new(samples);
assert!(matches!(result, Err(Error::EmptySamples)));
}
#[test]
fn test_multivariate_kde_zero_dimensions() {
let samples = vec![vec![], vec![]];
let result = MultivariateKDE::new(samples);
assert!(matches!(result, Err(Error::ZeroDimensions)));
}
#[test]
fn test_multivariate_kde_dimension_mismatch() {
let samples = vec![vec![1.0, 2.0], vec![3.0]]; // Second sample has wrong dimensions
let result = MultivariateKDE::new(samples);
assert!(matches!(
result,
Err(Error::DimensionMismatch {
expected: 2,
got: 1,
sample_index: 1
})
));
}
#[test]
fn test_multivariate_kde_with_bandwidths_wrong_length() {
let samples = vec![vec![1.0, 2.0], vec![3.0, 4.0]];
let bandwidths = vec![0.5]; // Only 1 bandwidth for 2 dimensions
let result = MultivariateKDE::with_bandwidths(samples, bandwidths);
assert!(matches!(
result,
Err(Error::BandwidthDimensionMismatch {
expected: 2,
got: 1
})
));
}
#[test]
fn test_multivariate_kde_with_bandwidths_zero() {
let samples = vec![vec![1.0, 2.0], vec![3.0, 4.0]];
let bandwidths = vec![0.5, 0.0]; // Second bandwidth is zero
let result = MultivariateKDE::with_bandwidths(samples, bandwidths);
assert!(matches!(result, Err(Error::InvalidBandwidth(bw)) if bw == 0.0));
}
#[test]
fn test_multivariate_kde_with_bandwidths_negative() {
let samples = vec![vec![1.0, 2.0], vec![3.0, 4.0]];
let bandwidths = vec![0.5, -1.0]; // Negative bandwidth
let result = MultivariateKDE::with_bandwidths(samples, bandwidths);
assert!(
matches!(result, Err(Error::InvalidBandwidth(bw)) if (bw - (-1.0)).abs() < f64::EPSILON)
);
}
#[test]
fn test_multivariate_kde_identical_samples() {
// All samples identical - should handle degenerate case
let samples = vec![vec![5.0, 10.0], vec![5.0, 10.0], vec![5.0, 10.0]];
let kde = MultivariateKDE::new(samples).unwrap();
// Bandwidths should default to 1.0 for degenerate dimensions
for &bw in kde.bandwidths() {
assert!((bw - 1.0).abs() < f64::EPSILON);
}
}
#[test]
fn test_multivariate_kde_high_dimensional() {
// Test with higher dimensions
let samples: Vec<Vec<f64>> = (0..20)
.map(|i| {
let x = f64::from(i);
vec![x, x * 0.5, x * 2.0, x * 0.1, x * 10.0]
})
.collect();
let kde = MultivariateKDE::new(samples).unwrap();
assert_eq!(kde.n_dims(), 5);
assert_eq!(kde.n_samples(), 20);
assert_eq!(kde.bandwidths().len(), 5);
// All bandwidths should be positive
for &bw in kde.bandwidths() {
assert!(bw > 0.0);
}
}
#[test]
fn test_multivariate_kde_samples_accessor() {
let samples = vec![vec![1.0, 2.0], vec![3.0, 4.0]];
let kde = MultivariateKDE::new(samples.clone()).unwrap();
assert_eq!(kde.samples(), &samples);
}
// ==================== PDF Tests ====================
#[test]
fn test_multivariate_kde_pdf_basic() {
let samples = vec![vec![0.0, 0.0], vec![1.0, 1.0], vec![2.0, 2.0]];
let kde = MultivariateKDE::new(samples).unwrap();
// Density should be positive everywhere
assert!(kde.pdf(&[0.0, 0.0]) > 0.0);
assert!(kde.pdf(&[1.0, 1.0]) > 0.0);
assert!(kde.pdf(&[2.0, 2.0]) > 0.0);
assert!(kde.pdf(&[0.5, 0.5]) > 0.0);
// Density should be higher near sample points
let near_density = kde.pdf(&[1.0, 1.0]);
let far_density = kde.pdf(&[10.0, 10.0]);
assert!(near_density > far_density);
}
#[test]
fn test_multivariate_kde_pdf_with_custom_bandwidths() {
let samples = vec![vec![0.0, 0.0], vec![1.0, 1.0]];
let bandwidths = vec![0.5, 0.5];
let kde = MultivariateKDE::with_bandwidths(samples, bandwidths).unwrap();
// Density should be positive
assert!(kde.pdf(&[0.5, 0.5]) > 0.0);
assert!(kde.pdf(&[0.0, 0.0]) > 0.0);
}
#[test]
fn test_multivariate_kde_pdf_single_sample() {
let samples = vec![vec![5.0, 10.0]];
let kde = MultivariateKDE::new(samples).unwrap();
// Should have positive density near the sample
assert!(kde.pdf(&[5.0, 10.0]) > 0.0);
assert!(kde.pdf(&[4.5, 9.5]) > 0.0);
}
#[test]
fn test_multivariate_kde_log_pdf_consistency() {
let samples = vec![vec![0.0, 0.0], vec![1.0, 1.0], vec![2.0, 2.0]];
let kde = MultivariateKDE::new(samples).unwrap();
// log_pdf and pdf should be consistent: exp(log_pdf(x)) == pdf(x)
let test_points = vec![
vec![0.0, 0.0],
vec![1.0, 1.0],
vec![0.5, 0.5],
vec![3.0, 3.0],
];
for point in test_points {
let log_p = kde.log_pdf(&point);
let p = kde.pdf(&point);
let p_from_log = log_p.exp();
assert!(
(p - p_from_log).abs() < 1e-10,
"pdf={p}, exp(log_pdf)={p_from_log}"
);
}
}
#[test]
fn test_multivariate_kde_pdf_integrates_to_one_1d() {
// Test with 1D case first (should match univariate KDE behavior)
let samples = vec![vec![0.0], vec![1.0], vec![2.0], vec![3.0], vec![4.0]];
let kde = MultivariateKDE::new(samples).unwrap();
// Numerical integration over a wide range
let n_points = 1000;
let low = -10.0;
let high = 15.0;
let dx = (high - low) / f64::from(n_points);
let integral: f64 = (0..n_points)
.map(|i| {
let x = low + (f64::from(i) + 0.5) * dx;
kde.pdf(&[x]) * dx
})
.sum();
// Should be approximately 1.0 (within numerical error)
assert!(
(integral - 1.0).abs() < 0.02,
"1D integral = {integral}, expected ~1.0"
);
}
#[test]
fn test_multivariate_kde_pdf_integrates_to_one_2d() {
// Test with 2D case
let samples = vec![
vec![0.0, 0.0],
vec![1.0, 0.0],
vec![0.0, 1.0],
vec![1.0, 1.0],
vec![0.5, 0.5],
];
let kde = MultivariateKDE::new(samples).unwrap();
// Numerical integration over a 2D grid
let n_points = 100; // 100x100 = 10000 points
let low = -5.0;
let high = 6.0;
let dx = (high - low) / f64::from(n_points);
let mut integral = 0.0;
for i in 0..n_points {
for j in 0..n_points {
let x = low + (f64::from(i) + 0.5) * dx;
let y = low + (f64::from(j) + 0.5) * dx;
integral += kde.pdf(&[x, y]) * dx * dx;
}
}
// Should be approximately 1.0 (within numerical error)
// 2D integration has more error, so use larger tolerance
assert!(
(integral - 1.0).abs() < 0.05,
"2D integral = {integral}, expected ~1.0"
);
}
#[test]
fn test_multivariate_kde_pdf_symmetry() {
// With symmetric samples, PDF should be symmetric
let samples = vec![
vec![1.0, 0.0],
vec![-1.0, 0.0],
vec![0.0, 1.0],
vec![0.0, -1.0],
];
let kde = MultivariateKDE::new(samples).unwrap();
// Density at symmetric points should be equal
let d1 = kde.pdf(&[0.5, 0.0]);
let d2 = kde.pdf(&[-0.5, 0.0]);
assert!(
(d1 - d2).abs() < 1e-10,
"Symmetric points have different densities: {d1} vs {d2}"
);
let d3 = kde.pdf(&[0.0, 0.5]);
let d4 = kde.pdf(&[0.0, -0.5]);
assert!(
(d3 - d4).abs() < 1e-10,
"Symmetric points have different densities: {d3} vs {d4}"
);
}
#[test]
fn test_multivariate_kde_pdf_high_dimensional() {
// Test with higher dimensions
let samples: Vec<Vec<f64>> = (0..10)
.map(|i| {
let x = f64::from(i) * 0.1;
vec![x, x, x, x, x] // 5D
})
.collect();
let kde = MultivariateKDE::new(samples).unwrap();
// Density should be positive
assert!(kde.pdf(&[0.5, 0.5, 0.5, 0.5, 0.5]) > 0.0);
assert!(kde.pdf(&[0.0, 0.0, 0.0, 0.0, 0.0]) > 0.0);
// Log PDF should be finite
let log_p = kde.log_pdf(&[0.5, 0.5, 0.5, 0.5, 0.5]);
assert!(log_p.is_finite());
}
#[test]
fn test_multivariate_kde_pdf_numerical_stability() {
// Test numerical stability with points far from samples
let samples = vec![vec![0.0, 0.0], vec![1.0, 1.0]];
let kde = MultivariateKDE::new(samples).unwrap();
// Very far point should have very small but non-negative density
let far_pdf = kde.pdf(&[100.0, 100.0]);
assert!(far_pdf >= 0.0);
assert!(far_pdf.is_finite() || far_pdf == 0.0);
// Log PDF should be finite (or -inf for zero density)
let far_log_pdf = kde.log_pdf(&[100.0, 100.0]);
assert!(far_log_pdf.is_finite() || far_log_pdf.is_infinite());
}
#[test]
#[should_panic(expected = "Point dimension")]
fn test_multivariate_kde_pdf_wrong_dimension() {
let samples = vec![vec![0.0, 0.0], vec![1.0, 1.0]];
let kde = MultivariateKDE::new(samples).unwrap();
// Should panic with wrong dimension
let _ = kde.pdf(&[0.0]); // Only 1 value for 2D KDE
}
// ==================== Sampling Tests ====================
#[test]
fn test_multivariate_kde_sample_basic() {
let samples = vec![vec![0.0, 0.0], vec![1.0, 1.0], vec![2.0, 2.0]];
let kde = MultivariateKDE::new(samples).unwrap();
let mut rng = rand::rng();
// Sample should have correct dimensionality
let sample = kde.sample(&mut rng);
assert_eq!(sample.len(), 2);
}
#[test]
fn test_multivariate_kde_sample_in_reasonable_range() {
let samples = vec![
vec![0.0, 0.0],
vec![1.0, 1.0],
vec![2.0, 2.0],
vec![3.0, 3.0],
vec![4.0, 4.0],
];
let kde = MultivariateKDE::new(samples).unwrap();
let mut rng = rand::rng();
// Samples should generally be in a reasonable range around the data
for _ in 0..100 {
let s = kde.sample(&mut rng);
// With high probability, samples should be within a few bandwidths
// of the data range. Use a generous range to avoid flaky tests.
assert!(
s[0] > -10.0 && s[0] < 15.0,
"Sample dimension 0: {} outside expected range",
s[0]
);
assert!(
s[1] > -10.0 && s[1] < 15.0,
"Sample dimension 1: {} outside expected range",
s[1]
);
}
}
#[test]
fn test_multivariate_kde_sample_single_sample() {
// When KDE has only one sample, all samples should be centered around it
let samples = vec![vec![5.0, 10.0]];
let kde = MultivariateKDE::new(samples).unwrap();
let mut rng = rand::rng();
// Generate many samples and check they cluster around (5.0, 10.0)
let n_samples = 100;
let mut sum_x = 0.0;
let mut sum_y = 0.0;
for _ in 0..n_samples {
let s = kde.sample(&mut rng);
sum_x += s[0];
sum_y += s[1];
}
let mean_x = sum_x / f64::from(n_samples);
let mean_y = sum_y / f64::from(n_samples);
// Mean should be close to the single sample point
// With 100 samples and bandwidth=1.0, we expect mean within ~0.3 of center
assert!(
(mean_x - 5.0).abs() < 1.0,
"Mean x={mean_x}, expected close to 5.0"
);
assert!(
(mean_y - 10.0).abs() < 1.0,
"Mean y={mean_y}, expected close to 10.0"
);
}
#[test]
fn test_multivariate_kde_sample_high_dimensional() {
// Test sampling in higher dimensions
let samples: Vec<Vec<f64>> = (0..10)
.map(|i| {
let x = f64::from(i) * 0.5;
vec![x, x * 2.0, x * 0.5, x + 1.0, x - 1.0] // 5D
})
.collect();
let kde = MultivariateKDE::new(samples).unwrap();
let mut rng = rand::rng();
// Sample should have correct dimensionality
for _ in 0..50 {
let sample = kde.sample(&mut rng);
assert_eq!(sample.len(), 5);
// All values should be finite
for &val in &sample {
assert!(val.is_finite(), "Sample value is not finite: {val}");
}
}
}
#[test]
#[allow(clippy::cast_precision_loss)]
fn test_multivariate_kde_sample_respects_bandwidth() {
// Create samples all at origin with large custom bandwidth
let data = vec![vec![0.0, 0.0], vec![0.0, 0.0], vec![0.0, 0.0]];
let bandwidths = vec![0.1, 10.0]; // Small bandwidth in x, large in y
let kde = MultivariateKDE::with_bandwidths(data, bandwidths).unwrap();
let mut rng = rand::rng();
// Generate samples and check variance in each dimension
let n_samples = 1000;
let mut values_x: Vec<f64> = Vec::with_capacity(n_samples);
let mut values_y: Vec<f64> = Vec::with_capacity(n_samples);
for _ in 0..n_samples {
let s = kde.sample(&mut rng);
values_x.push(s[0]);
values_y.push(s[1]);
}
// Compute sample variances
let n = n_samples as f64;
let mean_x: f64 = values_x.iter().sum::<f64>() / n;
let mean_y: f64 = values_y.iter().sum::<f64>() / n;
let var_x: f64 = values_x.iter().map(|x| (x - mean_x).powi(2)).sum::<f64>() / n;
let var_y: f64 = values_y.iter().map(|y| (y - mean_y).powi(2)).sum::<f64>() / n;
// Variance should be approximately bandwidth^2
// x: bandwidth=0.1, expected variance ~0.01
// y: bandwidth=10.0, expected variance ~100.0
assert!(
var_x < 0.05,
"X variance {var_x} too large for bandwidth 0.1"
);
assert!(
var_y > 50.0 && var_y < 200.0,
"Y variance {var_y} unexpected for bandwidth 10.0"
);
}
#[test]
fn test_multivariate_kde_sample_distribution_shape() {
// Create samples along a diagonal line
let data = vec![
vec![0.0, 0.0],
vec![1.0, 1.0],
vec![2.0, 2.0],
vec![3.0, 3.0],
vec![4.0, 4.0],
];
let kde = MultivariateKDE::new(data).unwrap();
let mut rng = rand::rng();
// Sample many points and verify the mean is near the center
let n_samples = 500;
let mut sum = [0.0, 0.0];
for _ in 0..n_samples {
let s = kde.sample(&mut rng);
sum[0] += s[0];
sum[1] += s[1];
}
let mean_x = sum[0] / f64::from(n_samples);
let mean_y = sum[1] / f64::from(n_samples);
// Mean should be close to (2.0, 2.0) - the center of the samples
assert!(
(mean_x - 2.0).abs() < 0.5,
"Mean x={mean_x}, expected close to 2.0"
);
assert!(
(mean_y - 2.0).abs() < 0.5,
"Mean y={mean_y}, expected close to 2.0"
);
}
#[test]
fn test_multivariate_kde_sample_deterministic_with_seeded_rng() {
use rand::SeedableRng;
let data = vec![vec![1.0, 2.0], vec![3.0, 4.0]];
let kde = MultivariateKDE::new(data).unwrap();
// Use a seeded RNG for reproducibility
let mut rng1 = rand::rngs::StdRng::seed_from_u64(42);
let mut rng2 = rand::rngs::StdRng::seed_from_u64(42);
// Same seed should produce same samples
let result1 = kde.sample(&mut rng1);
let result2 = kde.sample(&mut rng2);
assert!(
(result1[0] - result2[0]).abs() < f64::EPSILON,
"Samples with same seed differ in dimension 0"
);
assert!(
(result1[1] - result2[1]).abs() < f64::EPSILON,
"Samples with same seed differ in dimension 1"
);
}
}
+46 -34
View File
@@ -5,6 +5,8 @@
use rand::Rng;
use crate::error::{Error, Result};
/// A Gaussian kernel density estimator for continuous distributions.
///
/// KDE estimates a probability density function from a set of samples by
@@ -28,7 +30,7 @@ use rand::Rng;
/// let sample = kde.sample(&mut rng);
/// ```
#[derive(Clone, Debug)]
pub struct KernelDensityEstimator {
pub(crate) struct KernelDensityEstimator {
/// The sample points used to construct the KDE.
samples: Vec<f64>,
/// The bandwidth (standard deviation) of the Gaussian kernels.
@@ -38,37 +40,45 @@ pub struct KernelDensityEstimator {
impl KernelDensityEstimator {
/// Creates a new KDE with automatic bandwidth selection using Scott's rule.
///
/// Scott's rule sets bandwidth = n^(-1/5) * std_dev, which works well
/// Scott's rule sets bandwidth = n^(-1/5) * `std_dev`, which works well
/// for unimodal distributions close to normal.
///
/// # Panics
/// # Errors
///
/// Panics if `samples` is empty.
pub fn new(samples: Vec<f64>) -> Self {
assert!(!samples.is_empty(), "KDE requires at least one sample");
/// Returns `Error::EmptySamples` if `samples` is empty.
pub(crate) fn new(samples: Vec<f64>) -> Result<Self> {
if samples.is_empty() {
return Err(Error::EmptySamples);
}
let bandwidth = Self::scotts_rule(&samples);
Self { samples, bandwidth }
Ok(Self { samples, bandwidth })
}
/// Creates a new KDE with a specified bandwidth.
///
/// Use this when you want explicit control over the smoothing parameter.
///
/// # Panics
/// # Errors
///
/// Panics if `samples` is empty or `bandwidth` is not positive.
pub(crate) fn with_bandwidth(samples: Vec<f64>, bandwidth: f64) -> Self {
assert!(!samples.is_empty(), "KDE requires at least one sample");
assert!(bandwidth > 0.0, "Bandwidth must be positive");
/// Returns `Error::EmptySamples` if `samples` is empty.
/// Returns `Error::InvalidBandwidth` if `bandwidth` is not positive.
pub(crate) fn with_bandwidth(samples: Vec<f64>, bandwidth: f64) -> Result<Self> {
if samples.is_empty() {
return Err(Error::EmptySamples);
}
if bandwidth <= 0.0 {
return Err(Error::InvalidBandwidth(bandwidth));
}
Self { samples, bandwidth }
Ok(Self { samples, bandwidth })
}
/// Computes bandwidth using Scott's rule.
///
/// Scott's rule: h = n^(-1/5) * sigma
/// where sigma is the sample standard deviation.
#[allow(clippy::cast_precision_loss)]
fn scotts_rule(samples: &[f64]) -> f64 {
let n = samples.len() as f64;
let std_dev = Self::sample_std_dev(samples);
@@ -83,6 +93,7 @@ impl KernelDensityEstimator {
}
/// Computes the sample standard deviation.
#[allow(clippy::cast_precision_loss)]
fn sample_std_dev(samples: &[f64]) -> f64 {
let n = samples.len() as f64;
let mean = samples.iter().sum::<f64>() / n;
@@ -95,13 +106,14 @@ impl KernelDensityEstimator {
/// The density is computed as the average of Gaussian kernels centered
/// at each sample point:
///
/// f(x) = (1/n) * sum_i K((x - x_i) / h)
/// f(x) = (1/n) * `sum_i` K((x - `x_i`) / h)
///
/// where K is the standard Gaussian kernel and h is the bandwidth.
pub fn pdf(&self, x: f64) -> f64 {
#[allow(clippy::cast_precision_loss)]
pub(crate) fn pdf(&self, x: f64) -> f64 {
let n = self.samples.len() as f64;
let inv_bandwidth = 1.0 / self.bandwidth;
let normalization = inv_bandwidth / (2.0 * std::f64::consts::PI).sqrt();
let normalization = inv_bandwidth / (2.0 * core::f64::consts::PI).sqrt();
let density: f64 = self
.samples
@@ -120,7 +132,7 @@ impl KernelDensityEstimator {
/// Sampling works by:
/// 1. Uniformly selecting one of the kernel centers (samples)
/// 2. Adding Gaussian noise with the bandwidth as standard deviation
pub fn sample<R: Rng>(&self, rng: &mut R) -> f64 {
pub(crate) fn sample<R: Rng>(&self, rng: &mut R) -> f64 {
// Select a random sample to center the kernel on
let idx = rng.random_range(0..self.samples.len());
let center = self.samples[idx];
@@ -130,7 +142,7 @@ impl KernelDensityEstimator {
let u1: f64 = rng.random();
let u2: f64 = rng.random();
let z = (-2.0 * u1.ln()).sqrt() * (2.0 * std::f64::consts::PI * u2).cos();
let z = (-2.0 * u1.ln()).sqrt() * (2.0 * core::f64::consts::PI * u2).cos();
center + z * self.bandwidth
}
@@ -148,7 +160,7 @@ mod tests {
#[test]
fn test_kde_pdf_basic() {
let samples = vec![0.0, 1.0, 2.0];
let kde = KernelDensityEstimator::new(samples);
let kde = KernelDensityEstimator::new(samples).unwrap();
// Density should be positive everywhere
assert!(kde.pdf(0.0) > 0.0);
@@ -164,17 +176,17 @@ mod tests {
#[test]
fn test_kde_pdf_integrates_to_one() {
let samples = vec![0.0, 1.0, 2.0, 3.0, 4.0];
let kde = KernelDensityEstimator::new(samples);
let kde = KernelDensityEstimator::new(samples).unwrap();
// Numerical integration over a wide range
let n_points = 10000;
let low = -10.0;
let high = 15.0;
let dx = (high - low) / n_points as f64;
let dx = (high - low) / f64::from(n_points);
let integral: f64 = (0..n_points)
.map(|i| {
let x = low + (i as f64 + 0.5) * dx;
let x = low + (f64::from(i) + 0.5) * dx;
kde.pdf(x) * dx
})
.sum();
@@ -189,16 +201,16 @@ mod tests {
#[test]
fn test_kde_with_bandwidth() {
let samples = vec![0.0, 1.0, 2.0];
let kde = KernelDensityEstimator::with_bandwidth(samples, 0.5);
let kde = KernelDensityEstimator::with_bandwidth(samples, 0.5).unwrap();
assert_eq!(kde.bandwidth(), 0.5);
assert!((kde.bandwidth() - 0.5).abs() < f64::EPSILON);
assert!(kde.pdf(1.0) > 0.0);
}
#[test]
fn test_kde_sample_in_reasonable_range() {
let samples = vec![0.0, 1.0, 2.0, 3.0, 4.0];
let kde = KernelDensityEstimator::new(samples);
let kde = KernelDensityEstimator::new(samples).unwrap();
let mut rng = rand::rng();
// Samples should generally be in a reasonable range around the data
@@ -213,7 +225,7 @@ mod tests {
#[test]
fn test_kde_single_sample() {
let samples = vec![5.0];
let kde = KernelDensityEstimator::new(samples);
let kde = KernelDensityEstimator::new(samples).unwrap();
// Should have positive density near the sample
assert!(kde.pdf(5.0) > 0.0);
@@ -223,7 +235,7 @@ mod tests {
#[test]
fn test_kde_identical_samples() {
let samples = vec![3.0, 3.0, 3.0, 3.0];
let kde = KernelDensityEstimator::new(samples);
let kde = KernelDensityEstimator::new(samples).unwrap();
// Should handle degenerate case with identical samples
assert!(kde.bandwidth() > 0.0);
@@ -233,7 +245,7 @@ mod tests {
#[test]
fn test_scotts_rule_bandwidth() {
let samples = vec![0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0];
let kde = KernelDensityEstimator::new(samples);
let kde = KernelDensityEstimator::new(samples).unwrap();
// n = 10, n^(-1/5) ≈ 0.631
// std_dev ≈ 2.87
@@ -246,23 +258,23 @@ mod tests {
}
#[test]
#[should_panic(expected = "KDE requires at least one sample")]
fn test_kde_empty_samples() {
let samples: Vec<f64> = vec![];
KernelDensityEstimator::new(samples);
let result = KernelDensityEstimator::new(samples);
assert!(matches!(result, Err(Error::EmptySamples)));
}
#[test]
#[should_panic(expected = "Bandwidth must be positive")]
fn test_kde_zero_bandwidth() {
let samples = vec![1.0, 2.0, 3.0];
KernelDensityEstimator::with_bandwidth(samples, 0.0);
let result = KernelDensityEstimator::with_bandwidth(samples, 0.0);
assert!(matches!(result, Err(Error::InvalidBandwidth(_))));
}
#[test]
#[should_panic(expected = "Bandwidth must be positive")]
fn test_kde_negative_bandwidth() {
let samples = vec![1.0, 2.0, 3.0];
KernelDensityEstimator::with_bandwidth(samples, -1.0);
let result = KernelDensityEstimator::with_bandwidth(samples, -1.0);
assert!(matches!(result, Err(Error::InvalidBandwidth(_))));
}
}
+63 -33
View File
@@ -1,28 +1,45 @@
//! A Tree-Parzen Estimator (TPE) library for black-box optimization.
#![forbid(unsafe_code)]
#![deny(clippy::all)]
#![deny(unreachable_pub)]
#![deny(clippy::correctness)]
#![deny(clippy::suspicious)]
#![deny(clippy::style)]
#![deny(clippy::complexity)]
#![deny(clippy::perf)]
#![deny(clippy::pedantic)]
#![deny(clippy::std_instead_of_core)]
//! A black-box optimization library with multiple sampling strategies.
//!
//! This library provides an Optuna-like API for hyperparameter optimization
//! using the Tree-Parzen Estimator algorithm. It supports:
//! with support for multiple sampling algorithms:
//!
//! - **Random Search** - Simple random sampling for baseline comparisons
//! - **TPE (Tree-Parzen Estimator)** - Bayesian optimization for efficient search
//! - **Grid Search** - Exhaustive search over a specified parameter grid
//!
//! Additional features include:
//!
//! - Float, integer, and categorical parameter types
//! - Log-scale and stepped parameter sampling
//! - Synchronous and async optimization
//! - Parallel trial evaluation with bounded concurrency
//! - Serialization for saving/loading study state
//!
//! # Quick Start
//!
//! ```
//! use optimizer::{Direction, Study, TpeSampler};
//! use optimizer::sampler::tpe::TpeSampler;
//! use optimizer::{Direction, Study};
//!
//! // Create a study with TPE sampler
//! let sampler = TpeSampler::builder().seed(42).build();
//! let sampler = TpeSampler::builder().seed(42).build().unwrap();
//! let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
//!
//! // Optimize x^2 for 20 trials
//! study
//! .optimize_with_sampler(20, |trial| {
//! let x = trial.suggest_float("x", -10.0, 10.0)?;
//! Ok::<_, optimizer::TpeError>(x * x)
//! Ok::<_, optimizer::Error>(x * x)
//! })
//! .unwrap();
//!
@@ -36,7 +53,9 @@
//! A [`Study`] manages optimization trials. Create one with an optimization direction:
//!
//! ```
//! use optimizer::{Direction, RandomSampler, Study, TpeSampler};
//! use optimizer::sampler::random::RandomSampler;
//! use optimizer::sampler::tpe::TpeSampler;
//! use optimizer::{Direction, Study};
//!
//! // Minimize with default random sampler
//! let study: Study<f64> = Study::new(Direction::Minimize);
@@ -73,24 +92,53 @@
//! let optimizer = trial.suggest_categorical("optimizer", &["sgd", "adam", "rmsprop"])?;
//!
//! // Return objective value
//! Ok::<_, optimizer::TpeError>(x * n as f64)
//! Ok::<_, optimizer::Error>(x * n as f64)
//! })
//! .unwrap();
//! ```
//!
//! # Configuring TPE
//! # Available Samplers
//!
//! The [`TpeSampler`] can be configured using the builder pattern:
//! ## Random Search
//!
//! The simplest sampling strategy, useful for baselines:
//!
//! ```
//! use optimizer::TpeSampler;
//! use optimizer::sampler::random::RandomSampler;
//! use optimizer::{Direction, Study};
//!
//! let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
//! ```
//!
//! ## TPE (Tree-Parzen Estimator)
//!
//! Bayesian optimization that learns from previous trials:
//!
//! ```
//! use optimizer::sampler::tpe::TpeSampler;
//!
//! let sampler = TpeSampler::builder()
//! .gamma(0.15) // Quantile for good/bad split
//! .n_startup_trials(20) // Random trials before TPE
//! .n_ei_candidates(32) // Candidates to evaluate
//! .seed(42) // Reproducibility
//! .build()
//! .unwrap();
//! ```
//!
//! ## Grid Search
//!
//! Exhaustive search over a discretized parameter space:
//!
//! ```
//! use optimizer::sampler::grid::GridSearchSampler;
//! use optimizer::{Direction, Study};
//!
//! let sampler = GridSearchSampler::builder()
//! .n_points_per_param(10) // Points per parameter dimension
//! .build();
//!
//! let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
//! ```
//!
//! # Async and Parallel Optimization
@@ -113,39 +161,21 @@
//! }).await?;
//! ```
//!
//! # Serialization
//!
//! With the `serde` feature enabled, studies can be serialized:
//!
//! ```ignore
//! use optimizer::{Study, Direction, TpeSampler};
//!
//! // Save study state
//! let study: Study<f64> = Study::new(Direction::Minimize);
//! let json = serde_json::to_string(&study)?;
//!
//! // Load and continue
//! let mut study: Study<f64> = serde_json::from_str(&json)?;
//! study.set_sampler(TpeSampler::new()); // Restore sampler
//! study.optimize_with_sampler(10, |trial| { /* ... */ }).unwrap();
//! ```
//!
//! # Feature Flags
//!
//! - `serde`: Enable serialization/deserialization of studies and trials
//! - `async`: Enable async optimization methods (requires tokio)
mod distribution;
mod error;
mod kde;
mod param;
mod sampler;
pub mod sampler;
mod study;
mod trial;
mod types;
pub use error::{Result, TpeError};
pub use sampler::{CompletedTrial, RandomSampler, Sampler, TpeSampler, TpeSamplerBuilder};
pub use error::{Error, Result};
pub use param::ParamValue;
pub use study::Study;
pub use trial::Trial;
pub use trial::{SuggestableRange, Trial};
pub use types::{Direction, TrialState};
-4
View File
@@ -1,15 +1,11 @@
//! Parameter value storage types.
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
/// Represents a sampled parameter value.
///
/// This enum stores different parameter value types uniformly.
/// For categorical parameters, the `Categorical` variant stores
/// the index into the choices array.
#[derive(Clone, Debug, PartialEq)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub enum ParamValue {
/// A floating-point parameter value.
Float(f64),
+1157
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File diff suppressed because it is too large Load Diff
+57 -6
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@@ -1,14 +1,15 @@
//! Sampler trait and implementations for parameter sampling.
mod random;
pub mod grid;
pub mod multivariate_tpe;
pub mod random;
pub mod tpe;
use std::collections::HashMap;
pub use random::RandomSampler;
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
pub use tpe::{TpeSampler, TpeSamplerBuilder};
pub use multivariate_tpe::{
ConstantLiarStrategy, MultivariateTpeSampler, MultivariateTpeSamplerBuilder,
};
use crate::distribution::Distribution;
use crate::param::ParamValue;
@@ -19,7 +20,6 @@ use crate::param::ParamValue;
/// parameter values, their distributions, and the objective value returned
/// by the objective function.
#[derive(Clone, Debug)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub struct CompletedTrial<V = f64> {
/// The unique identifier for this trial.
pub id: u64,
@@ -48,6 +48,57 @@ impl<V> CompletedTrial<V> {
}
}
/// A pending (running) trial with its parameters and distributions, but no objective value yet.
///
/// This struct represents a trial that has been started and has sampled parameters,
/// but is still running and hasn't returned an objective value. It is used with the
/// constant liar strategy for parallel optimization.
///
/// # Examples
///
/// ```ignore
/// use std::collections::HashMap;
/// use optimizer::sampler::PendingTrial;
/// use optimizer::param::ParamValue;
/// use optimizer::distribution::{Distribution, FloatDistribution};
///
/// let mut params = HashMap::new();
/// params.insert("x".to_string(), ParamValue::Float(0.5));
///
/// let mut distributions = HashMap::new();
/// distributions.insert("x".to_string(), Distribution::Float(FloatDistribution {
/// low: 0.0, high: 1.0, log_scale: false, step: None,
/// }));
///
/// let pending = PendingTrial::new(1, params, distributions);
/// assert_eq!(pending.id, 1);
/// ```
#[derive(Clone, Debug)]
pub struct PendingTrial {
/// The unique identifier for this trial.
pub id: u64,
/// The sampled parameter values, keyed by parameter name.
pub params: HashMap<String, ParamValue>,
/// The parameter distributions used, keyed by parameter name.
pub distributions: HashMap<String, Distribution>,
}
impl PendingTrial {
/// Creates a new pending trial.
#[must_use]
pub fn new(
id: u64,
params: HashMap<String, ParamValue>,
distributions: HashMap<String, Distribution>,
) -> Self {
Self {
id,
params,
distributions,
}
}
}
/// Trait for pluggable parameter sampling strategies.
///
/// Samplers are responsible for generating parameter values based on
File diff suppressed because it is too large Load Diff
+5 -1
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@@ -17,7 +17,7 @@ use crate::sampler::{CompletedTrial, Sampler};
/// # Examples
///
/// ```
/// use optimizer::RandomSampler;
/// use optimizer::sampler::random::RandomSampler;
///
/// // Create with default RNG
/// let sampler = RandomSampler::new();
@@ -31,6 +31,7 @@ pub struct RandomSampler {
impl RandomSampler {
/// Creates a new random sampler with a default random seed.
#[must_use]
pub fn new() -> Self {
Self {
rng: Mutex::new(StdRng::from_os_rng()),
@@ -40,6 +41,7 @@ impl RandomSampler {
/// Creates a new random sampler with a fixed seed for reproducibility.
///
/// Using the same seed will produce the same sequence of sampled values.
#[must_use]
pub fn with_seed(seed: u64) -> Self {
Self {
rng: Mutex::new(StdRng::seed_from_u64(seed)),
@@ -54,6 +56,7 @@ impl Default for RandomSampler {
}
impl Sampler for RandomSampler {
#[allow(clippy::cast_possible_truncation, clippy::cast_precision_loss)]
fn sample(
&self,
distribution: &Distribution,
@@ -110,6 +113,7 @@ impl Sampler for RandomSampler {
}
#[cfg(test)]
#[allow(clippy::cast_possible_truncation, clippy::cast_precision_loss)]
mod tests {
use super::*;
use crate::distribution::{CategoricalDistribution, FloatDistribution, IntDistribution};
+670
View File
@@ -0,0 +1,670 @@
use core::fmt::Debug;
use crate::Error;
/// A strategy for computing the gamma quantile in TPE.
///
/// The gamma value determines what fraction of trials are considered "good"
/// when splitting the trial history. Different strategies can adapt this
/// fraction based on the number of completed trials.
///
/// # Implementation Notes
///
/// - The returned gamma must be in the range (0.0, 1.0)
/// - Implementations should be deterministic for reproducibility
/// - The `clone_box` method enables trait object cloning
///
/// # Examples
///
/// ```
/// use optimizer::sampler::tpe::GammaStrategy;
///
/// #[derive(Debug, Clone)]
/// struct ConstantGamma(f64);
///
/// impl GammaStrategy for ConstantGamma {
/// fn gamma(&self, _n_trials: usize) -> f64 {
/// self.0
/// }
///
/// fn clone_box(&self) -> Box<dyn GammaStrategy> {
/// Box::new(self.clone())
/// }
/// }
/// ```
pub trait GammaStrategy: Send + Sync + Debug {
/// Computes the gamma quantile based on the number of completed trials.
///
/// # Arguments
///
/// * `n_trials` - The number of completed trials in the history.
///
/// # Returns
///
/// A gamma value in the range (0.0, 1.0). Values outside this range
/// will be clamped by the sampler.
fn gamma(&self, n_trials: usize) -> f64;
/// Creates a boxed clone of this strategy.
///
/// This method enables cloning of trait objects, which is necessary
/// for the builder pattern and sampler configuration.
fn clone_box(&self) -> Box<dyn GammaStrategy>;
}
impl Clone for Box<dyn GammaStrategy> {
fn clone(&self) -> Self {
self.clone_box()
}
}
/// A fixed gamma strategy that returns a constant value.
///
/// This is the simplest strategy and the default behavior of TPE.
/// The gamma value remains constant regardless of the number of trials.
///
/// # Examples
///
/// ```
/// use optimizer::sampler::tpe::{FixedGamma, TpeSampler};
///
/// // Use 15% of trials as "good"
/// let sampler = TpeSampler::builder()
/// .gamma_strategy(FixedGamma::new(0.15).unwrap())
/// .build()
/// .unwrap();
/// ```
#[derive(Debug, Clone, Copy)]
pub struct FixedGamma {
gamma: f64,
}
impl FixedGamma {
/// Creates a new fixed gamma strategy.
///
/// # Arguments
///
/// * `gamma` - The constant gamma value to use.
///
/// # Errors
///
/// Returns `Error::InvalidGamma` if gamma is not in (0.0, 1.0).
///
/// # Examples
///
/// ```
/// use optimizer::sampler::tpe::FixedGamma;
///
/// let strategy = FixedGamma::new(0.25).unwrap();
/// assert!((strategy.value() - 0.25).abs() < f64::EPSILON);
/// ```
pub fn new(gamma: f64) -> crate::Result<Self> {
if gamma <= 0.0 || gamma >= 1.0 {
return Err(Error::InvalidGamma(gamma));
}
Ok(Self { gamma })
}
/// Returns the fixed gamma value.
#[must_use]
pub fn value(&self) -> f64 {
self.gamma
}
}
impl Default for FixedGamma {
/// Creates a fixed gamma strategy with the default value of 0.25.
fn default() -> Self {
Self { gamma: 0.25 }
}
}
impl GammaStrategy for FixedGamma {
fn gamma(&self, _n_trials: usize) -> f64 {
self.gamma
}
fn clone_box(&self) -> Box<dyn GammaStrategy> {
Box::new(*self)
}
}
/// A linear gamma strategy that interpolates between min and max values.
///
/// The gamma value increases linearly from `gamma_min` to `gamma_max` as the
/// number of trials grows from 0 to `n_trials_max`. Beyond `n_trials_max`,
/// gamma remains at `gamma_max`.
///
/// This strategy is useful when you want to be more explorative early on
/// (smaller gamma = fewer "good" trials) and more exploitative later
/// (larger gamma = more "good" trials).
///
/// # Formula
///
/// ```text
/// gamma = gamma_min + (gamma_max - gamma_min) * min(n_trials / n_trials_max, 1.0)
/// ```
///
/// # Examples
///
/// ```
/// use optimizer::sampler::tpe::{GammaStrategy, LinearGamma, TpeSampler};
///
/// let strategy = LinearGamma::new(0.1, 0.4, 100).unwrap();
///
/// // At 0 trials: gamma = 0.1
/// assert!((strategy.gamma(0) - 0.1).abs() < f64::EPSILON);
///
/// // At 50 trials: gamma = 0.25 (midpoint)
/// assert!((strategy.gamma(50) - 0.25).abs() < f64::EPSILON);
///
/// // At 100+ trials: gamma = 0.4
/// assert!((strategy.gamma(100) - 0.4).abs() < f64::EPSILON);
/// assert!((strategy.gamma(200) - 0.4).abs() < f64::EPSILON);
/// ```
#[derive(Debug, Clone, Copy)]
pub struct LinearGamma {
gamma_min: f64,
gamma_max: f64,
n_trials_max: usize,
}
impl LinearGamma {
/// Creates a new linear gamma strategy.
///
/// # Arguments
///
/// * `gamma_min` - The minimum gamma value (at 0 trials).
/// * `gamma_max` - The maximum gamma value (at `n_trials_max` trials).
/// * `n_trials_max` - The number of trials at which gamma reaches its maximum.
///
/// # Errors
///
/// Returns `Error::InvalidGamma` if:
/// - `gamma_min` is not in (0.0, 1.0)
/// - `gamma_max` is not in (0.0, 1.0)
/// - `gamma_min > gamma_max`
///
/// # Examples
///
/// ```
/// use optimizer::sampler::tpe::LinearGamma;
///
/// // Gamma goes from 0.1 to 0.3 over 50 trials
/// let strategy = LinearGamma::new(0.1, 0.3, 50).unwrap();
/// ```
pub fn new(gamma_min: f64, gamma_max: f64, n_trials_max: usize) -> crate::Result<Self> {
if gamma_min <= 0.0 || gamma_min >= 1.0 {
return Err(Error::InvalidGamma(gamma_min));
}
if gamma_max <= 0.0 || gamma_max >= 1.0 {
return Err(Error::InvalidGamma(gamma_max));
}
if gamma_min > gamma_max {
return Err(Error::InvalidGamma(gamma_min));
}
Ok(Self {
gamma_min,
gamma_max,
n_trials_max,
})
}
/// Returns the minimum gamma value.
#[must_use]
pub fn gamma_min(&self) -> f64 {
self.gamma_min
}
/// Returns the maximum gamma value.
#[must_use]
pub fn gamma_max(&self) -> f64 {
self.gamma_max
}
/// Returns the number of trials at which gamma reaches its maximum.
#[must_use]
pub fn n_trials_max(&self) -> usize {
self.n_trials_max
}
}
impl Default for LinearGamma {
/// Creates a linear gamma strategy with default values:
/// - `gamma_min`: 0.10
/// - `gamma_max`: 0.25
/// - `n_trials_max`: 100
fn default() -> Self {
Self {
gamma_min: 0.10,
gamma_max: 0.25,
n_trials_max: 100,
}
}
}
impl GammaStrategy for LinearGamma {
#[allow(clippy::cast_precision_loss)]
fn gamma(&self, n_trials: usize) -> f64 {
if self.n_trials_max == 0 {
return self.gamma_max;
}
let t = (n_trials as f64 / self.n_trials_max as f64).min(1.0);
self.gamma_min + (self.gamma_max - self.gamma_min) * t
}
fn clone_box(&self) -> Box<dyn GammaStrategy> {
Box::new(*self)
}
}
/// A square root gamma strategy inspired by Optuna's default behavior.
///
/// The gamma value is computed based on the inverse square root of the number
/// of trials, providing a balance between exploration and exploitation that
/// naturally adapts as more data becomes available.
///
/// # Formula
///
/// ```text
/// n_good = max(1, floor(gamma_factor / sqrt(n_trials)))
/// gamma = min(gamma_max, n_good / n_trials)
/// ```
///
/// When `n_trials` is 0, returns `gamma_max`.
///
/// # Examples
///
/// ```
/// use optimizer::sampler::tpe::{GammaStrategy, SqrtGamma, TpeSampler};
///
/// let strategy = SqrtGamma::default();
///
/// // Gamma decreases as trials increase
/// let g10 = strategy.gamma(10);
/// let g100 = strategy.gamma(100);
/// assert!(g10 > g100, "Gamma should decrease with more trials");
/// ```
#[derive(Debug, Clone, Copy)]
pub struct SqrtGamma {
gamma_factor: f64,
gamma_max: f64,
}
impl SqrtGamma {
/// Creates a new square root gamma strategy.
///
/// # Arguments
///
/// * `gamma_factor` - The factor controlling how quickly gamma decreases.
/// Higher values mean more "good" trials at any given point.
/// * `gamma_max` - The maximum gamma value (used when `n_trials` is small).
///
/// # Errors
///
/// Returns `Error::InvalidGamma` if:
/// - `gamma_factor` is not positive
/// - `gamma_max` is not in (0.0, 1.0)
///
/// # Examples
///
/// ```
/// use optimizer::sampler::tpe::SqrtGamma;
///
/// let strategy = SqrtGamma::new(1.0, 0.25).unwrap();
/// ```
pub fn new(gamma_factor: f64, gamma_max: f64) -> crate::Result<Self> {
if gamma_factor <= 0.0 {
return Err(Error::InvalidGamma(gamma_factor));
}
if gamma_max <= 0.0 || gamma_max >= 1.0 {
return Err(Error::InvalidGamma(gamma_max));
}
Ok(Self {
gamma_factor,
gamma_max,
})
}
/// Returns the gamma factor.
#[must_use]
pub fn gamma_factor(&self) -> f64 {
self.gamma_factor
}
/// Returns the maximum gamma value.
#[must_use]
pub fn gamma_max(&self) -> f64 {
self.gamma_max
}
}
impl Default for SqrtGamma {
/// Creates a square root gamma strategy with default values:
/// - `gamma_factor`: 1.0
/// - `gamma_max`: 0.25
fn default() -> Self {
Self {
gamma_factor: 1.0,
gamma_max: 0.25,
}
}
}
impl GammaStrategy for SqrtGamma {
#[allow(clippy::cast_precision_loss)]
fn gamma(&self, n_trials: usize) -> f64 {
if n_trials == 0 {
return self.gamma_max;
}
let n_good = (self.gamma_factor / (n_trials as f64).sqrt()).max(1.0);
(n_good / n_trials as f64).min(self.gamma_max)
}
fn clone_box(&self) -> Box<dyn GammaStrategy> {
Box::new(*self)
}
}
/// A Hyperopt-style gamma strategy.
///
/// This strategy computes gamma as `min(gamma_max, (gamma_base + 1) / n_trials)`,
/// which is inspired by the original Hyperopt TPE implementation.
///
/// # Formula
///
/// ```text
/// gamma = min(gamma_max, (gamma_base + 1) / n_trials)
/// ```
///
/// When `n_trials` is 0, returns `gamma_max`.
///
/// # Examples
///
/// ```
/// use optimizer::sampler::tpe::{GammaStrategy, HyperoptGamma};
///
/// // With gamma_base=24 and gamma_max=0.5:
/// // - At n=25: gamma = min(0.5, 25/25) = 0.5 (capped)
/// // - At n=100: gamma = min(0.5, 25/100) = 0.25
/// let strategy = HyperoptGamma::new(24.0, 0.5).unwrap();
///
/// // Early trials have higher gamma
/// let g50 = strategy.gamma(50);
/// let g200 = strategy.gamma(200);
/// assert!(g50 > g200, "Gamma should decrease with more trials");
/// ```
#[derive(Debug, Clone, Copy)]
pub struct HyperoptGamma {
gamma_base: f64,
gamma_max: f64,
}
impl HyperoptGamma {
/// Creates a new Hyperopt-style gamma strategy.
///
/// # Arguments
///
/// * `gamma_base` - The base value added to 1 in the numerator.
/// * `gamma_max` - The maximum gamma value.
///
/// # Errors
///
/// Returns `Error::InvalidGamma` if:
/// - `gamma_base` is negative
/// - `gamma_max` is not in (0.0, 1.0)
///
/// # Examples
///
/// ```
/// use optimizer::sampler::tpe::HyperoptGamma;
///
/// let strategy = HyperoptGamma::new(24.0, 0.25).unwrap();
/// ```
pub fn new(gamma_base: f64, gamma_max: f64) -> crate::Result<Self> {
if gamma_base < 0.0 {
return Err(Error::InvalidGamma(gamma_base));
}
if gamma_max <= 0.0 || gamma_max >= 1.0 {
return Err(Error::InvalidGamma(gamma_max));
}
Ok(Self {
gamma_base,
gamma_max,
})
}
/// Returns the gamma base value.
#[must_use]
pub fn gamma_base(&self) -> f64 {
self.gamma_base
}
/// Returns the maximum gamma value.
#[must_use]
pub fn gamma_max(&self) -> f64 {
self.gamma_max
}
}
impl Default for HyperoptGamma {
/// Creates a Hyperopt-style gamma strategy with default values:
/// - `gamma_base`: 24.0
/// - `gamma_max`: 0.25
fn default() -> Self {
Self {
gamma_base: 24.0,
gamma_max: 0.25,
}
}
}
impl GammaStrategy for HyperoptGamma {
#[allow(clippy::cast_precision_loss)]
fn gamma(&self, n_trials: usize) -> f64 {
if n_trials == 0 {
return self.gamma_max;
}
((self.gamma_base + 1.0) / n_trials as f64).min(self.gamma_max)
}
fn clone_box(&self) -> Box<dyn GammaStrategy> {
Box::new(*self)
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::sampler::tpe::TpeSampler;
#[test]
fn test_fixed_gamma_default() {
let strategy = FixedGamma::default();
assert!((strategy.gamma(0) - 0.25).abs() < f64::EPSILON);
assert!((strategy.gamma(100) - 0.25).abs() < f64::EPSILON);
assert!((strategy.value() - 0.25).abs() < f64::EPSILON);
}
#[test]
fn test_fixed_gamma_custom() {
let strategy = FixedGamma::new(0.15).unwrap();
assert!((strategy.gamma(0) - 0.15).abs() < f64::EPSILON);
assert!((strategy.gamma(50) - 0.15).abs() < f64::EPSILON);
assert!((strategy.gamma(1000) - 0.15).abs() < f64::EPSILON);
}
#[test]
fn test_fixed_gamma_invalid() {
assert!(FixedGamma::new(0.0).is_err());
assert!(FixedGamma::new(1.0).is_err());
assert!(FixedGamma::new(-0.1).is_err());
assert!(FixedGamma::new(1.5).is_err());
}
#[test]
fn test_linear_gamma_default() {
let strategy = LinearGamma::default();
assert!((strategy.gamma(0) - 0.10).abs() < f64::EPSILON);
assert!((strategy.gamma(50) - 0.175).abs() < f64::EPSILON); // midpoint
assert!((strategy.gamma(100) - 0.25).abs() < f64::EPSILON);
assert!((strategy.gamma(200) - 0.25).abs() < f64::EPSILON); // capped
}
#[test]
fn test_linear_gamma_custom() {
let strategy = LinearGamma::new(0.1, 0.4, 100).unwrap();
assert!((strategy.gamma(0) - 0.1).abs() < f64::EPSILON);
assert!((strategy.gamma(50) - 0.25).abs() < f64::EPSILON);
assert!((strategy.gamma(100) - 0.4).abs() < f64::EPSILON);
assert!((strategy.gamma(200) - 0.4).abs() < f64::EPSILON);
}
#[test]
fn test_linear_gamma_invalid() {
assert!(LinearGamma::new(0.0, 0.5, 100).is_err());
assert!(LinearGamma::new(0.1, 1.0, 100).is_err());
assert!(LinearGamma::new(0.5, 0.2, 100).is_err()); // min > max
}
#[test]
fn test_sqrt_gamma_default() {
let strategy = SqrtGamma::default();
// At n=0, returns gamma_max
assert!((strategy.gamma(0) - 0.25).abs() < f64::EPSILON);
// gamma decreases with more trials
let g10 = strategy.gamma(10);
let g100 = strategy.gamma(100);
assert!(g10 > g100);
}
#[test]
fn test_sqrt_gamma_custom() {
let strategy = SqrtGamma::new(2.0, 0.5).unwrap();
assert!((strategy.gamma(0) - 0.5).abs() < f64::EPSILON);
// At n=4: n_good = max(1, 2/2) = 1, gamma = 1/4 = 0.25
let g4 = strategy.gamma(4);
assert!((g4 - 0.25).abs() < f64::EPSILON);
}
#[test]
fn test_sqrt_gamma_invalid() {
assert!(SqrtGamma::new(0.0, 0.25).is_err()); // factor must be positive
assert!(SqrtGamma::new(-1.0, 0.25).is_err());
assert!(SqrtGamma::new(1.0, 0.0).is_err());
assert!(SqrtGamma::new(1.0, 1.0).is_err());
}
#[test]
fn test_hyperopt_gamma_default() {
let strategy = HyperoptGamma::default();
// At n=0, returns gamma_max
assert!((strategy.gamma(0) - 0.25).abs() < f64::EPSILON);
// At n=100: (24+1)/100 = 0.25, so capped to 0.25
assert!((strategy.gamma(100) - 0.25).abs() < f64::EPSILON);
// At n=200: (24+1)/200 = 0.125
assert!((strategy.gamma(200) - 0.125).abs() < f64::EPSILON);
}
#[test]
fn test_hyperopt_gamma_custom() {
let strategy = HyperoptGamma::new(9.0, 0.5).unwrap();
// At n=20: (9+1)/20 = 0.5, capped to 0.5
assert!((strategy.gamma(20) - 0.5).abs() < f64::EPSILON);
// At n=100: (9+1)/100 = 0.1
assert!((strategy.gamma(100) - 0.1).abs() < f64::EPSILON);
}
#[test]
fn test_hyperopt_gamma_invalid() {
assert!(HyperoptGamma::new(-1.0, 0.25).is_err());
assert!(HyperoptGamma::new(24.0, 0.0).is_err());
assert!(HyperoptGamma::new(24.0, 1.0).is_err());
}
#[test]
fn test_gamma_strategy_clone_box() {
let fixed: Box<dyn GammaStrategy> = Box::new(FixedGamma::new(0.3).unwrap());
let cloned = fixed.clone();
assert!((cloned.gamma(0) - 0.3).abs() < f64::EPSILON);
let linear: Box<dyn GammaStrategy> = Box::new(LinearGamma::default());
let cloned = linear.clone();
assert!((cloned.gamma(0) - 0.10).abs() < f64::EPSILON);
}
#[test]
fn test_tpe_with_linear_gamma_strategy() {
let sampler = TpeSampler::builder()
.gamma_strategy(LinearGamma::new(0.1, 0.3, 50).unwrap())
.n_startup_trials(5)
.seed(42)
.build()
.unwrap();
// Verify the strategy is applied
let g = sampler.gamma_strategy().gamma(25);
assert!((g - 0.2).abs() < f64::EPSILON); // midpoint of 0.1 to 0.3
}
#[test]
fn test_gamma_overrides_gamma_strategy() {
// When gamma() is called after gamma_strategy(), it should take precedence
let sampler = TpeSampler::builder()
.gamma_strategy(SqrtGamma::default())
.gamma(0.15) // This should override
.build()
.unwrap();
// Should use fixed gamma of 0.15
assert!((sampler.gamma_strategy().gamma(0) - 0.15).abs() < f64::EPSILON);
assert!((sampler.gamma_strategy().gamma(100) - 0.15).abs() < f64::EPSILON);
}
#[test]
fn test_gamma_strategy_overrides_gamma() {
// When gamma_strategy() is called after gamma(), it should take precedence
let sampler = TpeSampler::builder()
.gamma(0.15)
.gamma_strategy(SqrtGamma::default()) // This should override
.build()
.unwrap();
// Should use SqrtGamma - gamma decreases with trials
let g10 = sampler.gamma_strategy().gamma(10);
let g100 = sampler.gamma_strategy().gamma(100);
assert!(g10 > g100, "SqrtGamma should decrease with more trials");
}
#[test]
fn test_custom_gamma_strategy() {
#[derive(Debug, Clone)]
struct DoubleGamma;
impl GammaStrategy for DoubleGamma {
fn gamma(&self, n_trials: usize) -> f64 {
// Double the trial count-based calculation, capped at 0.5
#[allow(clippy::cast_precision_loss)]
(0.01 * n_trials as f64).min(0.5)
}
fn clone_box(&self) -> Box<dyn GammaStrategy> {
Box::new(self.clone())
}
}
let sampler = TpeSampler::builder()
.gamma_strategy(DoubleGamma)
.build()
.unwrap();
assert!((sampler.gamma_strategy().gamma(10) - 0.1).abs() < f64::EPSILON);
assert!((sampler.gamma_strategy().gamma(50) - 0.5).abs() < f64::EPSILON);
assert!((sampler.gamma_strategy().gamma(100) - 0.5).abs() < f64::EPSILON);
}
}
+12
View File
@@ -0,0 +1,12 @@
//! Tree-Parzen Estimator (TPE) sampler implementation and utilities.
//!
//! This module provides TPE-based sampling for Bayesian optimization,
//! including support for intersection search space calculation.
mod gamma;
mod sampler;
pub mod search_space;
pub use gamma::{FixedGamma, GammaStrategy, HyperoptGamma, LinearGamma, SqrtGamma};
pub use sampler::{TpeSampler, TpeSamplerBuilder};
pub use search_space::{GroupDecomposedSearchSpace, IntersectionSearchSpace};
+410 -119
View File
@@ -3,16 +3,80 @@
//! TPE is a Bayesian optimization algorithm that models the objective function
//! using two probability distributions: one for promising (good) parameter values
//! and one for unpromising (bad) parameter values.
//!
//! # Gamma Strategies
//!
//! The gamma parameter controls what fraction of trials are considered "good".
//! This module provides several built-in strategies via the [`GammaStrategy`] trait:
//!
//! - [`FixedGamma`]: Constant gamma value (default: 0.25)
//! - [`LinearGamma`]: Linear interpolation between min and max based on trial count
//! - [`SqrtGamma`]: Gamma decreases as 1/√n (similar to Optuna)
//! - [`HyperoptGamma`]: Hyperopt-style adaptive gamma
//!
//! You can also implement your own strategy by implementing the [`GammaStrategy`] trait.
//!
//! # Examples
//!
//! Using a built-in gamma strategy:
//!
//! ```
//! use optimizer::sampler::tpe::{SqrtGamma, TpeSampler};
//!
//! let sampler = TpeSampler::builder()
//! .gamma_strategy(SqrtGamma::default())
//! .build()
//! .unwrap();
//! ```
//!
//! Implementing a custom gamma strategy:
//!
//! ```
//! use optimizer::sampler::tpe::{GammaStrategy, TpeSampler};
//!
//! #[derive(Debug, Clone)]
//! struct MyGamma {
//! base: f64,
//! }
//!
//! impl GammaStrategy for MyGamma {
//! fn gamma(&self, n_trials: usize) -> f64 {
//! (self.base + 0.01 * n_trials as f64).min(0.5)
//! }
//!
//! fn clone_box(&self) -> Box<dyn GammaStrategy> {
//! Box::new(self.clone())
//! }
//! }
//!
//! let sampler = TpeSampler::builder()
//! .gamma_strategy(MyGamma { base: 0.1 })
//! .build()
//! .unwrap();
//! ```
use core::fmt::Debug;
use std::sync::Arc;
use parking_lot::Mutex;
use rand::rngs::StdRng;
use rand::{Rng, SeedableRng};
use crate::distribution::Distribution;
use crate::error::{Error, Result};
use crate::kde::KernelDensityEstimator;
use crate::param::ParamValue;
use crate::sampler::tpe::gamma::{FixedGamma, GammaStrategy};
use crate::sampler::{CompletedTrial, Sampler};
// ============================================================================
// Gamma Strategy Trait and Implementations
// ============================================================================
// ============================================================================
// TPE Sampler
// ============================================================================
/// A Tree-Parzen Estimator (TPE) sampler for Bayesian optimization.
///
/// TPE works by splitting completed trials into two groups based on their
@@ -24,25 +88,42 @@ use crate::sampler::{CompletedTrial, Sampler};
/// During the startup phase (when fewer than `n_startup_trials` are completed),
/// TPE falls back to random sampling to gather initial data.
///
/// # Gamma Strategies
///
/// The gamma quantile can be configured using different strategies via the
/// [`GammaStrategy`] trait.
///
/// # Examples
///
/// ```
/// use optimizer::TpeSampler;
/// use optimizer::sampler::tpe::TpeSampler;
///
/// // Create with default settings
/// // Create with default settings (FixedGamma at 0.25)
/// let sampler = TpeSampler::new();
///
/// // Create with custom settings using the builder
/// let sampler = TpeSampler::builder()
/// .gamma(0.15)
/// .gamma(0.15) // Shorthand for Fixednew(0.15)
/// .n_startup_trials(20)
/// .n_ei_candidates(32)
/// .seed(42)
/// .build();
/// .build()
/// .unwrap();
/// ```
///
/// Using a different gamma strategy:
///
/// ```
/// use optimizer::sampler::tpe::{SqrtGamma, TpeSampler};
///
/// let sampler = TpeSampler::builder()
/// .gamma_strategy(SqrtGamma::default())
/// .build()
/// .unwrap();
/// ```
pub struct TpeSampler {
/// Fraction of trials to consider as "good" (gamma quantile).
gamma: f64,
/// Strategy for computing the gamma quantile.
gamma_strategy: Arc<dyn GammaStrategy>,
/// Number of trials before TPE kicks in (uses random sampling before this).
n_startup_trials: usize,
/// Number of candidate samples to evaluate when selecting the next point.
@@ -57,13 +138,14 @@ impl TpeSampler {
/// Creates a new TPE sampler with default settings.
///
/// Default settings:
/// - gamma: 0.25 (top 25% of trials are considered "good")
/// - n_startup_trials: 10 (random sampling for first 10 trials)
/// - n_ei_candidates: 24 (evaluate 24 candidates per sample)
/// - kde_bandwidth: None (uses Scott's rule for automatic bandwidth)
/// - gamma strategy: [`FixedGamma`] with gamma = 0.25
/// - `n_startup_trials`: 10 (random sampling for first 10 trials)
/// - `n_ei_candidates`: 24 (evaluate 24 candidates per sample)
/// - `kde_bandwidth`: None (uses Scott's rule for automatic bandwidth)
#[must_use]
pub fn new() -> Self {
Self {
gamma: 0.25,
gamma_strategy: Arc::new(FixedGamma::default()),
n_startup_trials: 10,
n_ei_candidates: 24,
kde_bandwidth: None,
@@ -76,21 +158,27 @@ impl TpeSampler {
/// # Examples
///
/// ```
/// use optimizer::TpeSampler;
/// use optimizer::sampler::tpe::TpeSampler;
///
/// let sampler = TpeSampler::builder()
/// .gamma(0.15)
/// .n_startup_trials(20)
/// .n_ei_candidates(32)
/// .seed(42)
/// .build();
/// .build()
/// .unwrap();
/// ```
#[must_use]
pub fn builder() -> TpeSamplerBuilder {
TpeSamplerBuilder::new()
}
/// Creates a new TPE sampler with custom configuration.
///
/// This method uses a fixed gamma value. For more advanced gamma strategies,
/// use [`TpeSampler::with_strategy`] or the builder pattern with
/// [`TpeSamplerBuilder::gamma_strategy`].
///
/// # Arguments
///
/// * `gamma` - Fraction of trials to consider "good" (0.0 to 1.0).
@@ -99,22 +187,66 @@ impl TpeSampler {
/// * `kde_bandwidth` - Optional fixed bandwidth for KDE. If None, uses Scott's rule.
/// * `seed` - Optional seed for reproducibility.
///
/// # Panics
/// # Errors
///
/// Panics if gamma is not in (0.0, 1.0) or if kde_bandwidth is Some but not positive.
/// Returns `Error::InvalidGamma` if gamma is not in (0.0, 1.0).
/// Returns `Error::InvalidBandwidth` if `kde_bandwidth` is Some but not positive.
pub fn with_config(
gamma: f64,
n_startup_trials: usize,
n_ei_candidates: usize,
kde_bandwidth: Option<f64>,
seed: Option<u64>,
) -> Self {
assert!(
gamma > 0.0 && gamma < 1.0,
"gamma must be in (0.0, 1.0), got {gamma}"
);
if let Some(bw) = kde_bandwidth {
assert!(bw > 0.0, "kde_bandwidth must be positive, got {bw}");
) -> Result<Self> {
let gamma_strategy = FixedGamma::new(gamma)?;
Self::with_strategy(
gamma_strategy,
n_startup_trials,
n_ei_candidates,
kde_bandwidth,
seed,
)
}
/// Creates a new TPE sampler with a custom gamma strategy.
///
/// # Arguments
///
/// * `gamma_strategy` - The strategy for computing the gamma quantile.
/// * `n_startup_trials` - Number of random trials before TPE sampling.
/// * `n_ei_candidates` - Number of candidates to evaluate per sample.
/// * `kde_bandwidth` - Optional fixed bandwidth for KDE. If None, uses Scott's rule.
/// * `seed` - Optional seed for reproducibility.
///
/// # Errors
///
/// Returns `Error::InvalidBandwidth` if `kde_bandwidth` is Some but not positive.
///
/// # Examples
///
/// ```
/// use optimizer::sampler::tpe::{SqrtGamma, TpeSampler};
///
/// let sampler = TpeSampler::with_strategy(
/// SqrtGamma::default(),
/// 10, // n_startup_trials
/// 24, // n_ei_candidates
/// None, // kde_bandwidth
/// Some(42), // seed
/// )
/// .unwrap();
/// ```
pub fn with_strategy<G: GammaStrategy + 'static>(
gamma_strategy: G,
n_startup_trials: usize,
n_ei_candidates: usize,
kde_bandwidth: Option<f64>,
seed: Option<u64>,
) -> Result<Self> {
if let Some(bw) = kde_bandwidth
&& bw <= 0.0
{
return Err(Error::InvalidBandwidth(bw));
}
let rng = match seed {
@@ -122,19 +254,32 @@ impl TpeSampler {
None => StdRng::from_os_rng(),
};
Self {
gamma,
Ok(Self {
gamma_strategy: Arc::new(gamma_strategy),
n_startup_trials,
n_ei_candidates,
kde_bandwidth,
rng: Mutex::new(rng),
}
})
}
/// Returns the gamma strategy used by this sampler.
#[must_use]
pub fn gamma_strategy(&self) -> &dyn GammaStrategy {
self.gamma_strategy.as_ref()
}
/// Splits trials into good and bad groups based on the gamma quantile.
///
/// Returns (good_trials, bad_trials) where good_trials contains trials
/// The gamma value is computed dynamically using the configured [`GammaStrategy`].
///
/// Returns (`good_trials`, `bad_trials`) where `good_trials` contains trials
/// with values below the gamma quantile (for minimization).
#[allow(
clippy::cast_precision_loss,
clippy::cast_possible_truncation,
clippy::cast_sign_loss
)]
fn split_trials<'a>(
&self,
history: &'a [CompletedTrial],
@@ -149,12 +294,18 @@ impl TpeSampler {
history[a]
.value
.partial_cmp(&history[b].value)
.unwrap_or(std::cmp::Ordering::Equal)
.unwrap_or(core::cmp::Ordering::Equal)
});
// Compute gamma using the strategy and clamp to valid range
let gamma = self
.gamma_strategy
.gamma(history.len())
.clamp(f64::EPSILON, 1.0 - f64::EPSILON);
// Calculate the split point (gamma quantile)
// Ensure at least 1 trial in each group if possible
let n_good = ((history.len() as f64 * self.gamma).ceil() as usize)
let n_good = ((history.len() as f64 * gamma).ceil() as usize)
.max(1)
.min(history.len() - 1);
@@ -171,6 +322,11 @@ impl TpeSampler {
}
/// Samples uniformly from a distribution (used during startup phase).
#[allow(
clippy::cast_possible_truncation,
clippy::cast_precision_loss,
clippy::unused_self
)]
fn sample_uniform(&self, distribution: &Distribution, rng: &mut StdRng) -> ParamValue {
match distribution {
Distribution::Float(d) => {
@@ -241,6 +397,11 @@ impl TpeSampler {
None => KernelDensityEstimator::new(bad_internal),
};
// If KDE construction fails, fall back to uniform sampling
let (Ok(l_kde), Ok(g_kde)) = (l_kde, g_kde) else {
return rng.random_range(low..=high);
};
// Generate candidates from l(x) and select the one with best l(x)/g(x) ratio
let mut best_candidate = internal_low;
let mut best_ratio = f64::NEG_INFINITY;
@@ -289,15 +450,19 @@ impl TpeSampler {
}
/// Samples using TPE for integer distributions.
#[allow(clippy::too_many_arguments)]
#[allow(
clippy::too_many_arguments,
clippy::cast_precision_loss,
clippy::cast_possible_truncation
)]
fn sample_tpe_int(
&self,
low: i64,
high: i64,
log_scale: bool,
step: Option<i64>,
good_values: Vec<i64>,
bad_values: Vec<i64>,
good_values: &[i64],
bad_values: &[i64],
rng: &mut StdRng,
) -> i64 {
// Convert to floats for KDE
@@ -331,23 +496,24 @@ impl TpeSampler {
}
/// Samples using TPE for categorical distributions.
#[allow(clippy::cast_precision_loss, clippy::unused_self)]
fn sample_tpe_categorical(
&self,
n_choices: usize,
good_indices: Vec<usize>,
bad_indices: Vec<usize>,
good_indices: &[usize],
bad_indices: &[usize],
rng: &mut StdRng,
) -> usize {
// Count occurrences in good and bad groups
let mut good_counts = vec![0usize; n_choices];
let mut bad_counts = vec![0usize; n_choices];
for &idx in &good_indices {
for &idx in good_indices {
if idx < n_choices {
good_counts[idx] += 1;
}
}
for &idx in &bad_indices {
for &idx in bad_indices {
if idx < n_choices {
bad_counts[idx] += 1;
}
@@ -394,19 +560,36 @@ impl Default for TpeSampler {
///
/// # Examples
///
/// Using a fixed gamma value:
///
/// ```
/// use optimizer::TpeSamplerBuilder;
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
///
/// let sampler = TpeSamplerBuilder::new()
/// .gamma(0.15)
/// .n_startup_trials(20)
/// .n_ei_candidates(32)
/// .seed(42)
/// .build();
/// .build()
/// .unwrap();
/// ```
///
/// Using a custom gamma strategy:
///
/// ```
/// use optimizer::sampler::tpe::{SqrtGamma, TpeSamplerBuilder};
///
/// let sampler = TpeSamplerBuilder::new()
/// .gamma_strategy(SqrtGamma::default())
/// .n_startup_trials(20)
/// .build()
/// .unwrap();
/// ```
#[derive(Debug, Clone)]
pub struct TpeSamplerBuilder {
gamma: f64,
gamma_strategy: Box<dyn GammaStrategy>,
/// Raw gamma value for deferred validation (Some if `gamma()` was called)
raw_gamma: Option<f64>,
n_startup_trials: usize,
n_ei_candidates: usize,
kde_bandwidth: Option<f64>,
@@ -417,14 +600,16 @@ impl TpeSamplerBuilder {
/// Creates a new builder with default settings.
///
/// Default settings:
/// - gamma: 0.25 (top 25% of trials are considered "good")
/// - n_startup_trials: 10 (random sampling for first 10 trials)
/// - n_ei_candidates: 24 (evaluate 24 candidates per sample)
/// - kde_bandwidth: None (uses Scott's rule for automatic bandwidth)
/// - gamma strategy: [`FixedGamma`] with gamma = 0.25
/// - `n_startup_trials`: 10 (random sampling for first 10 trials)
/// - `n_ei_candidates`: 24 (evaluate 24 candidates per sample)
/// - `kde_bandwidth`: None (uses Scott's rule for automatic bandwidth)
/// - seed: None (use OS-provided entropy)
#[must_use]
pub fn new() -> Self {
Self {
gamma: 0.25,
gamma_strategy: Box::new(FixedGamma::default()),
raw_gamma: None,
n_startup_trials: 10,
n_ei_candidates: 24,
kde_bandwidth: None,
@@ -432,7 +617,10 @@ impl TpeSamplerBuilder {
}
}
/// Sets the gamma quantile for splitting trials into good/bad groups.
/// Sets a fixed gamma value for splitting trials into good/bad groups.
///
/// This is a convenience method that creates a [`FixedGamma`] strategy.
/// For more advanced gamma strategies, use [`gamma_strategy`](Self::gamma_strategy).
///
/// A gamma of 0.25 means the top 25% of trials (by objective value) are
/// considered "good" and used to build the l(x) distribution.
@@ -441,25 +629,85 @@ impl TpeSamplerBuilder {
///
/// * `gamma` - Quantile value, must be in (0.0, 1.0).
///
/// # Panics
///
/// Panics if gamma is not in (0.0, 1.0).
///
/// # Examples
///
/// ```
/// use optimizer::TpeSamplerBuilder;
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
///
/// let sampler = TpeSamplerBuilder::new()
/// .gamma(0.10) // Use top 10% as "good" trials
/// .build();
/// .build()
/// .unwrap();
/// ```
///
/// # Note
///
/// Validation happens at `build()` time. If gamma is not in (0.0, 1.0),
/// `build()` will return `Err(Error::InvalidGamma)`.
#[must_use]
pub fn gamma(mut self, gamma: f64) -> Self {
assert!(
gamma > 0.0 && gamma < 1.0,
"gamma must be in (0.0, 1.0), got {gamma}"
);
self.gamma = gamma;
// We defer validation to build() time for consistency with the existing API
// Store the raw value for validation later
self.raw_gamma = Some(gamma);
self
}
/// Sets a custom gamma strategy for splitting trials into good/bad groups.
///
/// The gamma strategy determines what fraction of trials are considered
/// "good" based on the number of completed trials. This allows the gamma
/// value to adapt dynamically during optimization.
///
/// # Arguments
///
/// * `strategy` - A type implementing [`GammaStrategy`].
///
/// # Examples
///
/// Using built-in strategies:
///
/// ```
/// use optimizer::sampler::tpe::{LinearGamma, SqrtGamma, TpeSamplerBuilder};
///
/// // Square root strategy (Optuna-style)
/// let sampler = TpeSamplerBuilder::new()
/// .gamma_strategy(SqrtGamma::default())
/// .build()
/// .unwrap();
///
/// // Linear interpolation strategy
/// let sampler = TpeSamplerBuilder::new()
/// .gamma_strategy(LinearGamma::new(0.1, 0.3, 50).unwrap())
/// .build()
/// .unwrap();
/// ```
///
/// Using a custom strategy:
///
/// ```
/// use optimizer::sampler::tpe::{GammaStrategy, TpeSamplerBuilder};
///
/// #[derive(Debug, Clone)]
/// struct MyGamma;
///
/// impl GammaStrategy for MyGamma {
/// fn gamma(&self, n_trials: usize) -> f64 {
/// 0.25 // Always return 0.25
/// }
/// fn clone_box(&self) -> Box<dyn GammaStrategy> {
/// Box::new(self.clone())
/// }
/// }
///
/// let sampler = TpeSamplerBuilder::new()
/// .gamma_strategy(MyGamma)
/// .build()
/// .unwrap();
/// ```
#[must_use]
pub fn gamma_strategy<G: GammaStrategy + 'static>(mut self, strategy: G) -> Self {
self.gamma_strategy = Box::new(strategy);
self.raw_gamma = None; // Clear any raw gamma set by gamma()
self
}
@@ -476,12 +724,14 @@ impl TpeSamplerBuilder {
/// # Examples
///
/// ```
/// use optimizer::TpeSamplerBuilder;
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
///
/// let sampler = TpeSamplerBuilder::new()
/// .n_startup_trials(20) // Random sample first 20 trials
/// .build();
/// .build()
/// .unwrap();
/// ```
#[must_use]
pub fn n_startup_trials(mut self, n: usize) -> Self {
self.n_startup_trials = n;
self
@@ -500,12 +750,14 @@ impl TpeSamplerBuilder {
/// # Examples
///
/// ```
/// use optimizer::TpeSamplerBuilder;
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
///
/// let sampler = TpeSamplerBuilder::new()
/// .n_ei_candidates(48) // Evaluate more candidates
/// .build();
/// .build()
/// .unwrap();
/// ```
#[must_use]
pub fn n_ei_candidates(mut self, n: usize) -> Self {
self.n_ei_candidates = n;
self
@@ -523,24 +775,23 @@ impl TpeSamplerBuilder {
///
/// * `bandwidth` - The fixed bandwidth (standard deviation) for Gaussian kernels.
///
/// # Panics
///
/// Panics if bandwidth is not positive.
///
/// # Examples
///
/// ```
/// use optimizer::TpeSamplerBuilder;
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
///
/// let sampler = TpeSamplerBuilder::new()
/// .kde_bandwidth(0.5) // Fixed bandwidth of 0.5
/// .build();
/// .build()
/// .unwrap();
/// ```
///
/// # Note
///
/// Validation happens at `build()` time. If bandwidth is not positive,
/// `build()` will return `Err(Error::InvalidBandwidth)`.
#[must_use]
pub fn kde_bandwidth(mut self, bandwidth: f64) -> Self {
assert!(
bandwidth > 0.0,
"kde_bandwidth must be positive, got {bandwidth}"
);
self.kde_bandwidth = Some(bandwidth);
self
}
@@ -554,12 +805,14 @@ impl TpeSamplerBuilder {
/// # Examples
///
/// ```
/// use optimizer::TpeSamplerBuilder;
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
///
/// let sampler = TpeSamplerBuilder::new()
/// .seed(42) // Reproducible results
/// .build();
/// .build()
/// .unwrap();
/// ```
#[must_use]
pub fn seed(mut self, seed: u64) -> Self {
self.seed = Some(seed);
self
@@ -567,26 +820,52 @@ impl TpeSamplerBuilder {
/// Builds the configured [`TpeSampler`].
///
/// # Errors
///
/// Returns `Error::InvalidGamma` if a fixed gamma value was set and is not in (0.0, 1.0).
/// Returns `Error::InvalidBandwidth` if `kde_bandwidth` is Some but not positive.
///
/// # Examples
///
/// ```
/// use optimizer::TpeSamplerBuilder;
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
///
/// let sampler = TpeSamplerBuilder::new()
/// .gamma(0.15)
/// .n_startup_trials(20)
/// .n_ei_candidates(32)
/// .seed(42)
/// .build();
/// .build()
/// .unwrap();
/// ```
pub fn build(self) -> TpeSampler {
TpeSampler::with_config(
self.gamma,
self.n_startup_trials,
self.n_ei_candidates,
self.kde_bandwidth,
self.seed,
)
pub fn build(self) -> Result<TpeSampler> {
// Determine the gamma strategy to use
let gamma_strategy: Arc<dyn GammaStrategy> = if let Some(raw) = self.raw_gamma {
// Validate and create FixedGamma from raw value
Arc::new(FixedGamma::new(raw)?)
} else {
Arc::from(self.gamma_strategy)
};
// Validate bandwidth
if let Some(bw) = self.kde_bandwidth
&& bw <= 0.0
{
return Err(Error::InvalidBandwidth(bw));
}
let rng = match self.seed {
Some(s) => StdRng::seed_from_u64(s),
None => StdRng::from_os_rng(),
};
Ok(TpeSampler {
gamma_strategy,
n_startup_trials: self.n_startup_trials,
n_ei_candidates: self.n_ei_candidates,
kde_bandwidth: self.kde_bandwidth,
rng: Mutex::new(rng),
})
}
}
@@ -597,6 +876,7 @@ impl Default for TpeSamplerBuilder {
}
impl Sampler for TpeSampler {
#[allow(clippy::too_many_lines)]
fn sample(
&self,
distribution: &Distribution,
@@ -693,8 +973,8 @@ impl Sampler for TpeSampler {
d.high,
d.log_scale,
d.step,
good_values,
bad_values,
&good_values,
&bad_values,
&mut rng,
);
ParamValue::Int(value)
@@ -725,7 +1005,7 @@ impl Sampler for TpeSampler {
}
let index =
self.sample_tpe_categorical(d.n_choices, good_indices, bad_indices, &mut rng);
self.sample_tpe_categorical(d.n_choices, &good_indices, &bad_indices, &mut rng);
ParamValue::Categorical(index)
}
}
@@ -733,6 +1013,11 @@ impl Sampler for TpeSampler {
}
#[cfg(test)]
#[allow(
clippy::similar_names,
clippy::cast_sign_loss,
clippy::cast_precision_loss
)]
mod tests {
use std::collections::HashMap;
@@ -756,34 +1041,36 @@ mod tests {
#[test]
fn test_tpe_sampler_new() {
let sampler = TpeSampler::new();
assert_eq!(sampler.gamma, 0.25);
// Default uses FixedGamma with 0.25
assert!((sampler.gamma_strategy().gamma(0) - 0.25).abs() < f64::EPSILON);
assert_eq!(sampler.n_startup_trials, 10);
assert_eq!(sampler.n_ei_candidates, 24);
}
#[test]
fn test_tpe_sampler_with_config() {
let sampler = TpeSampler::with_config(0.15, 20, 32, None, Some(42));
assert_eq!(sampler.gamma, 0.15);
let sampler = TpeSampler::with_config(0.15, 20, 32, None, Some(42)).unwrap();
// with_config uses FixedGamma
assert!((sampler.gamma_strategy().gamma(0) - 0.15).abs() < f64::EPSILON);
assert_eq!(sampler.n_startup_trials, 20);
assert_eq!(sampler.n_ei_candidates, 32);
}
#[test]
#[should_panic(expected = "gamma must be in (0.0, 1.0)")]
fn test_tpe_sampler_invalid_gamma_zero() {
TpeSampler::with_config(0.0, 10, 24, None, None);
let result = TpeSampler::with_config(0.0, 10, 24, None, None);
assert!(matches!(result, Err(Error::InvalidGamma(_))));
}
#[test]
#[should_panic(expected = "gamma must be in (0.0, 1.0)")]
fn test_tpe_sampler_invalid_gamma_one() {
TpeSampler::with_config(1.0, 10, 24, None, None);
let result = TpeSampler::with_config(1.0, 10, 24, None, None);
assert!(matches!(result, Err(Error::InvalidGamma(_))));
}
#[test]
fn test_tpe_startup_random_sampling() {
let sampler = TpeSampler::with_config(0.25, 10, 24, None, Some(42));
let sampler = TpeSampler::with_config(0.25, 10, 24, None, Some(42)).unwrap();
let dist = Distribution::Float(FloatDistribution {
low: 0.0,
high: 1.0,
@@ -806,7 +1093,7 @@ mod tests {
#[test]
fn test_tpe_split_trials() {
let sampler = TpeSampler::with_config(0.25, 10, 24, None, Some(42));
let sampler = TpeSampler::with_config(0.25, 10, 24, None, Some(42)).unwrap();
let dist = Distribution::Float(FloatDistribution {
low: 0.0,
@@ -820,8 +1107,8 @@ mod tests {
.map(|i| {
create_trial(
i as u64,
i as f64,
vec![("x", ParamValue::Float(i as f64 / 20.0), dist.clone())],
f64::from(i),
vec![("x", ParamValue::Float(f64::from(i) / 20.0), dist.clone())],
)
})
.collect();
@@ -840,7 +1127,7 @@ mod tests {
#[test]
fn test_tpe_samples_float_with_history() {
let sampler = TpeSampler::with_config(0.25, 5, 24, None, Some(42));
let sampler = TpeSampler::with_config(0.25, 5, 24, None, Some(42)).unwrap();
let dist = Distribution::Float(FloatDistribution {
low: 0.0,
@@ -852,7 +1139,7 @@ mod tests {
// Create history where low values (near 0.2) are "good"
let history: Vec<CompletedTrial> = (0..20)
.map(|i| {
let x = i as f64 / 20.0;
let x = f64::from(i) / 20.0;
// Objective is (x - 0.2)^2, minimized at x=0.2
let value = (x - 0.2).powi(2);
create_trial(
@@ -882,7 +1169,7 @@ mod tests {
#[test]
fn test_tpe_categorical_sampling() {
let sampler = TpeSampler::with_config(0.25, 5, 24, None, Some(42));
let sampler = TpeSampler::with_config(0.25, 5, 24, None, Some(42)).unwrap();
let dist = Distribution::Categorical(CategoricalDistribution { n_choices: 4 });
@@ -922,7 +1209,7 @@ mod tests {
#[test]
fn test_tpe_int_sampling() {
let sampler = TpeSampler::with_config(0.25, 5, 24, None, Some(42));
let sampler = TpeSampler::with_config(0.25, 5, 24, None, Some(42)).unwrap();
let dist = Distribution::Int(IntDistribution {
low: 0,
@@ -968,14 +1255,14 @@ mod tests {
.map(|i| {
create_trial(
i as u64,
i as f64,
vec![("x", ParamValue::Float(i as f64 / 20.0), dist.clone())],
f64::from(i),
vec![("x", ParamValue::Float(f64::from(i) / 20.0), dist.clone())],
)
})
.collect();
let sampler1 = TpeSampler::with_config(0.25, 5, 24, None, Some(12345));
let sampler2 = TpeSampler::with_config(0.25, 5, 24, None, Some(12345));
let sampler1 = TpeSampler::with_config(0.25, 5, 24, None, Some(12345)).unwrap();
let sampler2 = TpeSampler::with_config(0.25, 5, 24, None, Some(12345)).unwrap();
for i in 0..10 {
let v1 = sampler1.sample(&dist, i, &history);
@@ -987,8 +1274,8 @@ mod tests {
#[test]
fn test_tpe_sampler_builder_default() {
let builder = TpeSamplerBuilder::new();
let sampler = builder.build();
assert_eq!(sampler.gamma, 0.25);
let sampler = builder.build().unwrap();
assert!((sampler.gamma_strategy().gamma(0) - 0.25).abs() < f64::EPSILON);
assert_eq!(sampler.n_startup_trials, 10);
assert_eq!(sampler.n_ei_candidates, 24);
}
@@ -1000,8 +1287,9 @@ mod tests {
.n_startup_trials(20)
.n_ei_candidates(32)
.seed(42)
.build();
assert_eq!(sampler.gamma, 0.15);
.build()
.unwrap();
assert!((sampler.gamma_strategy().gamma(0) - 0.15).abs() < f64::EPSILON);
assert_eq!(sampler.n_startup_trials, 20);
assert_eq!(sampler.n_ei_candidates, 32);
}
@@ -1012,8 +1300,9 @@ mod tests {
.gamma(0.10)
.n_startup_trials(15)
.n_ei_candidates(48)
.build();
assert_eq!(sampler.gamma, 0.10);
.build()
.unwrap();
assert!((sampler.gamma_strategy().gamma(0) - 0.10).abs() < f64::EPSILON);
assert_eq!(sampler.n_startup_trials, 15);
assert_eq!(sampler.n_ei_candidates, 48);
}
@@ -1021,16 +1310,16 @@ mod tests {
#[test]
fn test_tpe_sampler_builder_partial() {
// Test setting only some options
let sampler = TpeSamplerBuilder::new().gamma(0.20).build();
assert_eq!(sampler.gamma, 0.20);
let sampler = TpeSamplerBuilder::new().gamma(0.20).build().unwrap();
assert!((sampler.gamma_strategy().gamma(0) - 0.20).abs() < f64::EPSILON);
assert_eq!(sampler.n_startup_trials, 10); // default
assert_eq!(sampler.n_ei_candidates, 24); // default
}
#[test]
#[should_panic(expected = "gamma must be in (0.0, 1.0)")]
fn test_tpe_sampler_builder_invalid_gamma() {
TpeSamplerBuilder::new().gamma(1.5).build();
let result = TpeSamplerBuilder::new().gamma(1.5).build();
assert!(matches!(result, Err(Error::InvalidGamma(_))));
}
#[test]
@@ -1042,12 +1331,12 @@ mod tests {
step: None,
});
let history: Vec<CompletedTrial> = (0..20)
let history: Vec<CompletedTrial> = (0..20u32)
.map(|i| {
create_trial(
i as u64,
i as f64,
vec![("x", ParamValue::Float(i as f64 / 20.0), dist.clone())],
u64::from(i),
f64::from(i),
vec![("x", ParamValue::Float(f64::from(i) / 20.0), dist.clone())],
)
})
.collect();
@@ -1055,11 +1344,13 @@ mod tests {
let sampler1 = TpeSampler::builder()
.seed(99999)
.n_startup_trials(5)
.build();
.build()
.unwrap();
let sampler2 = TpeSampler::builder()
.seed(99999)
.n_startup_trials(5)
.build();
.build()
.unwrap();
for i in 0..10 {
let v1 = sampler1.sample(&dist, i, &history);
File diff suppressed because it is too large Load Diff
+98 -313
View File
@@ -1,25 +1,18 @@
//! Study implementation for managing optimization trials.
#[cfg(feature = "async")]
use std::future::Future;
use std::ops::ControlFlow;
use core::future::Future;
use core::ops::ControlFlow;
use core::sync::atomic::{AtomicU64, Ordering};
use std::sync::Arc;
use std::sync::atomic::{AtomicU64, Ordering};
use parking_lot::RwLock;
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
use crate::sampler::{CompletedTrial, RandomSampler, Sampler};
use crate::sampler::random::RandomSampler;
use crate::sampler::{CompletedTrial, Sampler};
use crate::trial::Trial;
use crate::types::Direction;
/// Helper function to create default sampler for serde deserialization.
#[cfg(feature = "serde")]
fn default_sampler() -> Arc<dyn Sampler> {
Arc::new(RandomSampler::new())
}
/// A study manages the optimization process, tracking trials and their results.
///
/// The study is parameterized by the objective value type `V`, which defaults to `f64`.
@@ -29,13 +22,6 @@ fn default_sampler() -> Arc<dyn Sampler> {
/// When `V = f64`, the study passes trial history to the sampler for informed
/// parameter suggestions (e.g., TPE sampler uses history to guide sampling).
///
/// # Serialization
///
/// When the `serde` feature is enabled, the study can be serialized and deserialized.
/// The completed trials and trial ID counter are preserved, allowing optimization to
/// continue after deserialization. The sampler is not serialized; upon deserialization,
/// a default `RandomSampler` is used. Use `Study::set_sampler()` to restore a custom sampler.
///
/// # Examples
///
/// ```
@@ -79,6 +65,7 @@ where
/// let study: Study<f64> = Study::new(Direction::Minimize);
/// assert_eq!(study.direction(), Direction::Minimize);
/// ```
#[must_use]
pub fn new(direction: Direction) -> Self {
Self::with_sampler(direction, RandomSampler::new())
}
@@ -93,7 +80,8 @@ where
/// # Examples
///
/// ```
/// use optimizer::{Direction, RandomSampler, Study};
/// use optimizer::sampler::random::RandomSampler;
/// use optimizer::{Direction, Study};
///
/// let sampler = RandomSampler::with_seed(42);
/// let study: Study<f64> = Study::with_sampler(Direction::Maximize, sampler);
@@ -115,9 +103,6 @@ where
/// Sets a new sampler for the study.
///
/// This method is useful after deserializing a study when you want to use
/// a custom sampler (e.g., TPE) instead of the default `RandomSampler`.
///
/// # Arguments
///
/// * `sampler` - The sampler to use for parameter sampling.
@@ -125,9 +110,9 @@ where
/// # Examples
///
/// ```
/// use optimizer::{Direction, Study, TpeSampler};
/// use optimizer::sampler::tpe::TpeSampler;
/// use optimizer::{Direction, Study};
///
/// // After deserializing a study, restore the TPE sampler
/// let mut study: Study<f64> = Study::new(Direction::Minimize);
/// study.set_sampler(TpeSampler::new());
/// ```
@@ -290,7 +275,7 @@ where
///
/// # Errors
///
/// Returns `TpeError::NoCompletedTrials` if no trials have been completed.
/// Returns `Error::NoCompletedTrials` if no trials have been completed.
///
/// # Examples
///
@@ -320,7 +305,7 @@ where
let trials = self.completed_trials.read();
if trials.is_empty() {
return Err(crate::TpeError::NoCompletedTrials);
return Err(crate::Error::NoCompletedTrials);
}
let best = trials
@@ -332,17 +317,15 @@ where
match self.direction {
Direction::Minimize => {
// Reverse ordering: smaller values are "greater" for max_by
ordering
.map(|o| o.reverse())
.unwrap_or(std::cmp::Ordering::Equal)
ordering.map_or(core::cmp::Ordering::Equal, core::cmp::Ordering::reverse)
}
Direction::Maximize => {
// Normal ordering: larger values are "greater" for max_by
ordering.unwrap_or(std::cmp::Ordering::Equal)
ordering.unwrap_or(core::cmp::Ordering::Equal)
}
}
})
.expect("trials is not empty");
.ok_or(crate::Error::NoCompletedTrials)?;
Ok(best.clone())
}
@@ -355,7 +338,7 @@ where
///
/// # Errors
///
/// Returns `TpeError::NoCompletedTrials` if no trials have been completed.
/// Returns `Error::NoCompletedTrials` if no trials have been completed.
///
/// # Examples
///
@@ -404,12 +387,13 @@ where
///
/// # Errors
///
/// Returns `TpeError::NoCompletedTrials` if all trials failed (no successful trials).
/// Returns `Error::NoCompletedTrials` if all trials failed (no successful trials).
///
/// # Examples
///
/// ```
/// use optimizer::{Direction, RandomSampler, Study};
/// use optimizer::sampler::random::RandomSampler;
/// use optimizer::{Direction, Study};
///
/// // Minimize x^2
/// let sampler = RandomSampler::with_seed(42);
@@ -418,7 +402,7 @@ where
/// study
/// .optimize(10, |trial| {
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
/// Ok::<_, optimizer::TpeError>(x * x)
/// Ok::<_, optimizer::Error>(x * x)
/// })
/// .unwrap();
///
@@ -429,7 +413,7 @@ where
/// ```
pub fn optimize<F, E>(&self, n_trials: usize, mut objective: F) -> crate::Result<()>
where
F: FnMut(&mut Trial) -> std::result::Result<V, E>,
F: FnMut(&mut Trial) -> core::result::Result<V, E>,
E: ToString,
{
for _ in 0..n_trials {
@@ -447,7 +431,7 @@ where
// Return error if no trials succeeded
if self.n_trials() == 0 {
return Err(crate::TpeError::NoCompletedTrials);
return Err(crate::Error::NoCompletedTrials);
}
Ok(())
@@ -471,12 +455,13 @@ where
///
/// # Errors
///
/// Returns `TpeError::NoCompletedTrials` if all trials failed (no successful trials).
/// Returns `Error::NoCompletedTrials` if all trials failed (no successful trials).
///
/// # Examples
///
/// ```
/// use optimizer::{Direction, RandomSampler, Study};
/// use optimizer::sampler::random::RandomSampler;
/// use optimizer::{Direction, Study};
///
/// # #[cfg(feature = "async")]
/// # async fn example() -> optimizer::Result<()> {
@@ -489,7 +474,7 @@ where
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
/// // Simulate async work (e.g., network request)
/// let value = x * x;
/// Ok::<_, optimizer::TpeError>((trial, value))
/// Ok::<_, optimizer::Error>((trial, value))
/// })
/// .await?;
///
@@ -506,7 +491,7 @@ where
) -> crate::Result<()>
where
F: Fn(Trial) -> Fut,
Fut: Future<Output = std::result::Result<(Trial, V), E>>,
Fut: Future<Output = core::result::Result<(Trial, V), E>>,
E: ToString,
{
for _ in 0..n_trials {
@@ -526,7 +511,7 @@ where
// Return error if no trials succeeded
if self.n_trials() == 0 {
return Err(crate::TpeError::NoCompletedTrials);
return Err(crate::Error::NoCompletedTrials);
}
Ok(())
@@ -551,12 +536,14 @@ where
///
/// # Errors
///
/// Returns `TpeError::NoCompletedTrials` if all trials failed (no successful trials).
/// Returns `Error::NoCompletedTrials` if all trials failed (no successful trials).
/// Returns `Error::TaskError` if the semaphore is closed or a spawned task panics.
///
/// # Examples
///
/// ```
/// use optimizer::{Direction, RandomSampler, Study};
/// use optimizer::sampler::random::RandomSampler;
/// use optimizer::{Direction, Study};
///
/// # #[cfg(feature = "async")]
/// # async fn example() -> optimizer::Result<()> {
@@ -569,7 +556,7 @@ where
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
/// // Async objective function (e.g., network request)
/// let value = x * x;
/// Ok::<_, optimizer::TpeError>((trial, value))
/// Ok::<_, optimizer::Error>((trial, value))
/// })
/// .await?;
///
@@ -587,7 +574,7 @@ where
) -> crate::Result<()>
where
F: Fn(Trial) -> Fut + Send + Sync + 'static,
Fut: Future<Output = std::result::Result<(Trial, V), E>> + Send,
Fut: Future<Output = core::result::Result<(Trial, V), E>> + Send,
E: ToString + Send + 'static,
V: Send + 'static,
{
@@ -599,7 +586,11 @@ where
let mut handles = Vec::with_capacity(n_trials);
for _ in 0..n_trials {
let permit = semaphore.clone().acquire_owned().await.unwrap();
let permit = semaphore
.clone()
.acquire_owned()
.await
.map_err(|e| crate::Error::TaskError(e.to_string()))?;
let trial = self.create_trial();
let objective = Arc::clone(&objective);
@@ -614,7 +605,10 @@ where
// Wait for all tasks and record results
for handle in handles {
match handle.await.unwrap() {
match handle
.await
.map_err(|e| crate::Error::TaskError(e.to_string()))?
{
Ok((trial, value)) => {
self.complete_trial(trial, value);
}
@@ -626,7 +620,7 @@ where
// Return error if no trials succeeded
if self.n_trials() == 0 {
return Err(crate::TpeError::NoCompletedTrials);
return Err(crate::Error::NoCompletedTrials);
}
Ok(())
@@ -649,15 +643,17 @@ where
///
/// # Errors
///
/// Returns `TpeError::NoCompletedTrials` if no trials completed successfully
/// Returns `Error::NoCompletedTrials` if no trials completed successfully
/// before optimization stopped (either by completing all trials or early stopping).
/// Returns `Error::Internal` if a completed trial is not found after adding (internal invariant violation).
///
/// # Examples
///
/// ```
/// use std::ops::ControlFlow;
///
/// use optimizer::{Direction, RandomSampler, Study};
/// use optimizer::sampler::random::RandomSampler;
/// use optimizer::{Direction, Study};
///
/// // Stop early when we find a good enough value
/// let sampler = RandomSampler::with_seed(42);
@@ -668,7 +664,7 @@ where
/// 100,
/// |trial| {
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
/// Ok::<_, optimizer::TpeError>(x * x)
/// Ok::<_, optimizer::Error>(x * x)
/// },
/// |_study, completed_trial| {
/// // Stop early if we find a value less than 1.0
@@ -692,7 +688,7 @@ where
) -> crate::Result<()>
where
V: Clone,
F: FnMut(&mut Trial) -> std::result::Result<V, E>,
F: FnMut(&mut Trial) -> core::result::Result<V, E>,
C: FnMut(&Study<V>, &CompletedTrial<V>) -> ControlFlow<()>,
E: ToString,
{
@@ -705,7 +701,11 @@ where
// Get the just-completed trial for the callback
let trials = self.completed_trials.read();
let completed = trials.last().expect("just added a trial");
let Some(completed) = trials.last() else {
return Err(crate::Error::Internal(
"completed trial not found after adding",
));
};
// Call the callback and check if we should stop
// Note: We need to drop the read lock before calling callback
@@ -725,7 +725,7 @@ where
// Return error if no trials succeeded
if self.n_trials() == 0 {
return Err(crate::TpeError::NoCompletedTrials);
return Err(crate::Error::NoCompletedTrials);
}
Ok(())
@@ -746,7 +746,8 @@ impl Study<f64> {
/// # Examples
///
/// ```
/// use optimizer::{Direction, RandomSampler, Study};
/// use optimizer::sampler::random::RandomSampler;
/// use optimizer::{Direction, Study};
///
/// // With a seeded sampler for reproducibility
/// let sampler = RandomSampler::with_seed(42);
@@ -782,12 +783,13 @@ impl Study<f64> {
///
/// # Errors
///
/// Returns `TpeError::NoCompletedTrials` if all trials failed (no successful trials).
/// Returns `Error::NoCompletedTrials` if all trials failed (no successful trials).
///
/// # Examples
///
/// ```
/// use optimizer::{Direction, RandomSampler, Study};
/// use optimizer::sampler::random::RandomSampler;
/// use optimizer::{Direction, Study};
///
/// // Minimize x^2 with sampler integration
/// let sampler = RandomSampler::with_seed(42);
@@ -796,7 +798,7 @@ impl Study<f64> {
/// study
/// .optimize_with_sampler(10, |trial| {
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
/// Ok::<_, optimizer::TpeError>(x * x)
/// Ok::<_, optimizer::Error>(x * x)
/// })
/// .unwrap();
///
@@ -809,7 +811,7 @@ impl Study<f64> {
mut objective: F,
) -> crate::Result<()>
where
F: FnMut(&mut Trial) -> std::result::Result<f64, E>,
F: FnMut(&mut Trial) -> core::result::Result<f64, E>,
E: ToString,
{
for _ in 0..n_trials {
@@ -827,7 +829,7 @@ impl Study<f64> {
// Return error if no trials succeeded
if self.n_trials() == 0 {
return Err(crate::TpeError::NoCompletedTrials);
return Err(crate::Error::NoCompletedTrials);
}
Ok(())
@@ -849,14 +851,16 @@ impl Study<f64> {
///
/// # Errors
///
/// Returns `TpeError::NoCompletedTrials` if no trials completed successfully.
/// Returns `Error::NoCompletedTrials` if no trials completed successfully.
/// Returns `Error::Internal` if a completed trial is not found after adding (internal invariant violation).
///
/// # Examples
///
/// ```
/// use std::ops::ControlFlow;
///
/// use optimizer::{Direction, RandomSampler, Study};
/// use optimizer::sampler::random::RandomSampler;
/// use optimizer::{Direction, Study};
///
/// // Optimize with sampler integration and early stopping
/// let sampler = RandomSampler::with_seed(42);
@@ -867,7 +871,7 @@ impl Study<f64> {
/// 100,
/// |trial| {
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
/// Ok::<_, optimizer::TpeError>(x * x)
/// Ok::<_, optimizer::Error>(x * x)
/// },
/// |study, _completed_trial| {
/// // Stop after finding 5 good trials
@@ -889,7 +893,7 @@ impl Study<f64> {
mut callback: C,
) -> crate::Result<()>
where
F: FnMut(&mut Trial) -> std::result::Result<f64, E>,
F: FnMut(&mut Trial) -> core::result::Result<f64, E>,
C: FnMut(&Study<f64>, &CompletedTrial<f64>) -> ControlFlow<()>,
E: ToString,
{
@@ -902,7 +906,11 @@ impl Study<f64> {
// Get the just-completed trial for the callback
let trials = self.completed_trials.read();
let completed = trials.last().expect("just added a trial");
let Some(completed) = trials.last() else {
return Err(crate::Error::Internal(
"completed trial not found after adding",
));
};
// Call the callback and check if we should stop
// Note: We need to drop the read lock before calling callback
@@ -922,7 +930,7 @@ impl Study<f64> {
// Return error if no trials succeeded
if self.n_trials() == 0 {
return Err(crate::TpeError::NoCompletedTrials);
return Err(crate::Error::NoCompletedTrials);
}
Ok(())
@@ -945,12 +953,13 @@ impl Study<f64> {
///
/// # Errors
///
/// Returns `TpeError::NoCompletedTrials` if all trials failed (no successful trials).
/// Returns `Error::NoCompletedTrials` if all trials failed (no successful trials).
///
/// # Examples
///
/// ```
/// use optimizer::{Direction, RandomSampler, Study};
/// use optimizer::sampler::random::RandomSampler;
/// use optimizer::{Direction, Study};
///
/// # #[cfg(feature = "async")]
/// # async fn example() -> optimizer::Result<()> {
@@ -963,7 +972,7 @@ impl Study<f64> {
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
/// // Simulate async work (e.g., network request)
/// let value = x * x;
/// Ok::<_, optimizer::TpeError>((trial, value))
/// Ok::<_, optimizer::Error>((trial, value))
/// })
/// .await?;
///
@@ -980,7 +989,7 @@ impl Study<f64> {
) -> crate::Result<()>
where
F: Fn(Trial) -> Fut,
Fut: Future<Output = std::result::Result<(Trial, f64), E>>,
Fut: Future<Output = core::result::Result<(Trial, f64), E>>,
E: ToString,
{
for _ in 0..n_trials {
@@ -1000,7 +1009,7 @@ impl Study<f64> {
// Return error if no trials succeeded
if self.n_trials() == 0 {
return Err(crate::TpeError::NoCompletedTrials);
return Err(crate::Error::NoCompletedTrials);
}
Ok(())
@@ -1025,12 +1034,14 @@ impl Study<f64> {
///
/// # Errors
///
/// Returns `TpeError::NoCompletedTrials` if all trials failed (no successful trials).
/// Returns `Error::NoCompletedTrials` if all trials failed (no successful trials).
/// Returns `Error::TaskError` if the semaphore is closed or a spawned task panics.
///
/// # Examples
///
/// ```
/// use optimizer::{Direction, RandomSampler, Study};
/// use optimizer::sampler::random::RandomSampler;
/// use optimizer::{Direction, Study};
///
/// # #[cfg(feature = "async")]
/// # async fn example() -> optimizer::Result<()> {
@@ -1043,7 +1054,7 @@ impl Study<f64> {
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
/// // Async objective function (e.g., network request)
/// let value = x * x;
/// Ok::<_, optimizer::TpeError>((trial, value))
/// Ok::<_, optimizer::Error>((trial, value))
/// })
/// .await?;
///
@@ -1061,7 +1072,7 @@ impl Study<f64> {
) -> crate::Result<()>
where
F: Fn(Trial) -> Fut + Send + Sync + 'static,
Fut: Future<Output = std::result::Result<(Trial, f64), E>> + Send,
Fut: Future<Output = core::result::Result<(Trial, f64), E>> + Send,
E: ToString + Send + 'static,
{
use tokio::sync::Semaphore;
@@ -1072,7 +1083,11 @@ impl Study<f64> {
let mut handles = Vec::with_capacity(n_trials);
for _ in 0..n_trials {
let permit = semaphore.clone().acquire_owned().await.unwrap();
let permit = semaphore
.clone()
.acquire_owned()
.await
.map_err(|e| crate::Error::TaskError(e.to_string()))?;
let trial = self.create_trial_with_sampler();
let objective = Arc::clone(&objective);
@@ -1087,7 +1102,10 @@ impl Study<f64> {
// Wait for all tasks and record results
for handle in handles {
match handle.await.unwrap() {
match handle
.await
.map_err(|e| crate::Error::TaskError(e.to_string()))?
{
Ok((trial, value)) => {
self.complete_trial(trial, value);
}
@@ -1099,242 +1117,9 @@ impl Study<f64> {
// Return error if no trials succeeded
if self.n_trials() == 0 {
return Err(crate::TpeError::NoCompletedTrials);
return Err(crate::Error::NoCompletedTrials);
}
Ok(())
}
}
// Manual Serialize implementation for Study<V> when serde feature is enabled.
#[cfg(feature = "serde")]
impl<V> Serialize for Study<V>
where
V: PartialOrd + Serialize,
{
fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where
S: serde::Serializer,
{
use serde::ser::SerializeStruct;
let mut state = serializer.serialize_struct("Study", 3)?;
state.serialize_field("direction", &self.direction)?;
// Serialize the Vec inside the Arc<RwLock<>>
let trials = self.completed_trials.read();
state.serialize_field("completed_trials", &*trials)?;
state.serialize_field("next_trial_id", &self.next_trial_id.load(Ordering::SeqCst))?;
state.end()
}
}
// Manual Deserialize implementation for Study<V> when serde feature is enabled.
#[cfg(feature = "serde")]
impl<'de, V> Deserialize<'de> for Study<V>
where
V: PartialOrd + Deserialize<'de>,
{
fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where
D: serde::Deserializer<'de>,
{
use std::fmt;
use std::marker::PhantomData;
use serde::de::{self, MapAccess, Visitor};
#[derive(serde::Deserialize)]
#[serde(field_identifier, rename_all = "snake_case")]
enum Field {
Direction,
CompletedTrials,
NextTrialId,
}
struct StudyVisitor<V>(PhantomData<V>);
impl<'de, V> Visitor<'de> for StudyVisitor<V>
where
V: PartialOrd + Deserialize<'de>,
{
type Value = Study<V>;
fn expecting(&self, formatter: &mut fmt::Formatter) -> fmt::Result {
formatter.write_str("struct Study")
}
fn visit_map<A>(self, mut map: A) -> Result<Self::Value, A::Error>
where
A: MapAccess<'de>,
{
let mut direction = None;
let mut completed_trials: Option<Vec<CompletedTrial<V>>> = None;
let mut next_trial_id = None;
while let Some(key) = map.next_key()? {
match key {
Field::Direction => {
if direction.is_some() {
return Err(de::Error::duplicate_field("direction"));
}
direction = Some(map.next_value()?);
}
Field::CompletedTrials => {
if completed_trials.is_some() {
return Err(de::Error::duplicate_field("completed_trials"));
}
completed_trials = Some(map.next_value()?);
}
Field::NextTrialId => {
if next_trial_id.is_some() {
return Err(de::Error::duplicate_field("next_trial_id"));
}
next_trial_id = Some(map.next_value()?);
}
}
}
let direction = direction.ok_or_else(|| de::Error::missing_field("direction"))?;
let completed_trials =
completed_trials.ok_or_else(|| de::Error::missing_field("completed_trials"))?;
let next_trial_id: u64 =
next_trial_id.ok_or_else(|| de::Error::missing_field("next_trial_id"))?;
Ok(Study {
direction,
sampler: default_sampler(),
completed_trials: Arc::new(RwLock::new(completed_trials)),
next_trial_id: AtomicU64::new(next_trial_id),
})
}
}
const FIELDS: &[&str] = &["direction", "completed_trials", "next_trial_id"];
deserializer.deserialize_struct("Study", FIELDS, StudyVisitor(PhantomData))
}
}
#[cfg(all(test, feature = "serde"))]
mod serde_tests {
use super::*;
#[test]
fn test_study_serde_round_trip() {
// Create a study and add some trials
let study: Study<f64> = Study::new(Direction::Minimize);
// Run some optimization
study
.optimize(5, |trial| {
let x = trial.suggest_float("x", 0.0, 10.0)?;
let y = trial.suggest_int("y", 1, 5)?;
Ok::<_, crate::TpeError>(x + y as f64)
})
.unwrap();
// Serialize to JSON
let serialized = serde_json::to_string(&study).unwrap();
// Deserialize from JSON
let deserialized: Study<f64> = serde_json::from_str(&serialized).unwrap();
// Verify the data is preserved
assert_eq!(deserialized.direction(), study.direction());
assert_eq!(deserialized.n_trials(), study.n_trials());
// Verify the best trial is the same
let original_best = study.best_trial().unwrap();
let deserialized_best = deserialized.best_trial().unwrap();
assert_eq!(original_best.id, deserialized_best.id);
// Use approximate comparison for floats due to JSON serialization precision
assert!((original_best.value - deserialized_best.value).abs() < 1e-10);
// Check that all param keys match
assert_eq!(original_best.params.len(), deserialized_best.params.len());
for (key, original_val) in &original_best.params {
let deserialized_val = deserialized_best.params.get(key).unwrap();
match (original_val, deserialized_val) {
(crate::param::ParamValue::Float(a), crate::param::ParamValue::Float(b)) => {
assert!((a - b).abs() < 1e-10, "Float param {key} differs");
}
_ => assert_eq!(original_val, deserialized_val),
}
}
// Verify we can continue optimization on the deserialized study
let initial_count = deserialized.n_trials();
deserialized
.optimize(3, |trial| {
let x = trial.suggest_float("x", 0.0, 10.0)?;
let y = trial.suggest_int("y", 1, 5)?;
Ok::<_, crate::TpeError>(x + y as f64)
})
.unwrap();
// Verify new trials were added
assert_eq!(deserialized.n_trials(), initial_count + 3);
}
#[test]
fn test_study_serde_preserves_trial_ids() {
let study: Study<f64> = Study::new(Direction::Maximize);
// Add 5 trials
study
.optimize(5, |trial| {
let x = trial.suggest_float("x", -1.0, 1.0)?;
Ok::<_, crate::TpeError>(x * x)
})
.unwrap();
// Serialize and deserialize
let serialized = serde_json::to_string(&study).unwrap();
let deserialized: Study<f64> = serde_json::from_str(&serialized).unwrap();
// Create a new trial - its ID should continue from where we left off
let new_trial = deserialized.create_trial();
assert_eq!(new_trial.id(), 5); // Next trial should be ID 5
}
#[test]
fn test_completed_trial_serde() {
use std::collections::HashMap;
use crate::distribution::{Distribution, FloatDistribution, IntDistribution};
use crate::param::ParamValue;
let mut params = HashMap::new();
params.insert("x".to_string(), ParamValue::Float(0.5));
params.insert("n".to_string(), ParamValue::Int(42));
let mut distributions = HashMap::new();
distributions.insert(
"x".to_string(),
Distribution::Float(FloatDistribution {
low: 0.0,
high: 1.0,
log_scale: false,
step: None,
}),
);
distributions.insert(
"n".to_string(),
Distribution::Int(IntDistribution {
low: 1,
high: 100,
log_scale: false,
step: None,
}),
);
let completed = CompletedTrial::new(42, params.clone(), distributions.clone(), 0.75);
// Serialize and deserialize
let serialized = serde_json::to_string(&completed).unwrap();
let deserialized: CompletedTrial<f64> = serde_json::from_str(&serialized).unwrap();
assert_eq!(deserialized.id, 42);
assert_eq!(deserialized.value, 0.75);
assert_eq!(deserialized.params, params);
assert_eq!(deserialized.distributions, distributions);
}
}
+215 -57
View File
@@ -1,20 +1,81 @@
//! Trial implementation for tracking sampled parameters and trial state.
use core::ops::{Range, RangeInclusive};
use std::collections::HashMap;
use std::sync::Arc;
use parking_lot::RwLock;
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
use crate::distribution::{
CategoricalDistribution, Distribution, FloatDistribution, IntDistribution,
};
use crate::error::{Result, TpeError};
use crate::error::{Error, Result};
use crate::param::ParamValue;
use crate::sampler::{CompletedTrial, Sampler};
use crate::types::TrialState;
/// A trait for types that can be used with [`Trial::suggest_range`].
///
/// This trait is implemented for [`Range`] and [`RangeInclusive`] over `f64` and `i64`.
/// It allows using Rust's range syntax directly with the optimizer.
///
/// # Supported Range Types
///
/// | Range Type | Example | Description |
/// |------------|---------|-------------|
/// | `Range<f64>` | `0.0..1.0` | Float range (end-exclusive, treated as inclusive for continuous sampling) |
/// | `RangeInclusive<f64>` | `0.0..=1.0` | Float range (end-inclusive) |
/// | `Range<i64>` | `1..10` | Integer range from 1 to 9 (end-exclusive) |
/// | `RangeInclusive<i64>` | `1..=10` | Integer range from 1 to 10 (end-inclusive) |
pub trait SuggestableRange {
/// The output type when suggesting from this range.
type Output;
/// Suggests a value from this range using the given trial.
///
/// # Errors
///
/// Returns an error if the range is invalid (e.g., empty or low > high).
fn suggest(self, trial: &mut Trial, name: String) -> Result<Self::Output>;
}
impl SuggestableRange for Range<f64> {
type Output = f64;
fn suggest(self, trial: &mut Trial, name: String) -> Result<f64> {
trial.suggest_float(name, self.start, self.end)
}
}
impl SuggestableRange for RangeInclusive<f64> {
type Output = f64;
fn suggest(self, trial: &mut Trial, name: String) -> Result<f64> {
trial.suggest_float(name, *self.start(), *self.end())
}
}
impl SuggestableRange for Range<i64> {
type Output = i64;
fn suggest(self, trial: &mut Trial, name: String) -> Result<i64> {
// Range is exclusive on the end, so subtract 1
trial.suggest_int(
name,
self.start,
self.end.checked_sub(1).unwrap_or(self.end),
)
}
}
impl SuggestableRange for RangeInclusive<i64> {
type Output = i64;
fn suggest(self, trial: &mut Trial, name: String) -> Result<i64> {
trial.suggest_int(name, *self.start(), *self.end())
}
}
/// A trial represents a single evaluation of the objective function.
///
/// Each trial has a unique ID and stores the sampled parameters along with
@@ -24,7 +85,6 @@ use crate::types::TrialState;
/// `Study::create_trial()`, the trial receives the study's sampler and access
/// to the history of completed trials for informed sampling.
#[derive(Clone)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub struct Trial {
/// Unique identifier for this trial.
id: u64,
@@ -35,15 +95,13 @@ pub struct Trial {
/// Parameter distributions, keyed by parameter name.
distributions: HashMap<String, Distribution>,
/// The sampler to use for generating parameter values.
#[cfg_attr(feature = "serde", serde(skip))]
sampler: Option<Arc<dyn Sampler>>,
/// Access to the history of completed trials (shared with Study).
#[cfg_attr(feature = "serde", serde(skip))]
history: Option<Arc<RwLock<Vec<CompletedTrial<f64>>>>>,
}
impl std::fmt::Debug for Trial {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
impl core::fmt::Debug for Trial {
fn fmt(&self, f: &mut core::fmt::Formatter<'_>) -> core::fmt::Result {
f.debug_struct("Trial")
.field("id", &self.id)
.field("state", &self.state)
@@ -76,6 +134,7 @@ impl Trial {
/// let trial = Trial::new(0);
/// assert_eq!(trial.id(), 0);
/// ```
#[must_use]
pub fn new(id: u64) -> Self {
Self {
id,
@@ -115,7 +174,7 @@ impl Trial {
/// Samples a value from the given distribution using the sampler.
///
/// If the trial has a sampler, it delegates to the sampler's sample method
/// with the history of completed trials. Otherwise, it uses the RandomSampler
/// with the history of completed trials. Otherwise, it uses the `RandomSampler`
/// as a fallback.
fn sample_value(&self, distribution: &Distribution) -> ParamValue {
if let (Some(sampler), Some(history)) = (&self.sampler, &self.history) {
@@ -123,28 +182,32 @@ impl Trial {
sampler.sample(distribution, self.id, &history_guard)
} else {
// Fallback to RandomSampler when no sampler is configured
use crate::sampler::RandomSampler;
use crate::sampler::random::RandomSampler;
let fallback = RandomSampler::new();
fallback.sample(distribution, self.id, &[])
}
}
/// Returns the unique ID of this trial.
#[must_use]
pub fn id(&self) -> u64 {
self.id
}
/// Returns the current state of this trial.
#[must_use]
pub fn state(&self) -> TrialState {
self.state
}
/// Returns a reference to the sampled parameters.
#[must_use]
pub fn params(&self) -> &HashMap<String, ParamValue> {
&self.params
}
/// Returns a reference to the parameter distributions.
#[must_use]
pub fn distributions(&self) -> &HashMap<String, Distribution> {
&self.distributions
}
@@ -190,7 +253,7 @@ impl Trial {
/// ```
pub fn suggest_float(&mut self, name: impl Into<String>, low: f64, high: f64) -> Result<f64> {
if low > high {
return Err(TpeError::InvalidBounds { low, high });
return Err(Error::InvalidBounds { low, high });
}
let name = name.into();
@@ -205,8 +268,8 @@ impl Trial {
if let Some(existing_dist) = self.distributions.get(&name) {
// Verify the distribution matches
if let Distribution::Float(existing) = existing_dist
&& existing.low == low
&& existing.high == high
&& (existing.low - low).abs() < f64::EPSILON
&& (existing.high - high).abs() < f64::EPSILON
&& !existing.log_scale
&& existing.step.is_none()
{
@@ -216,7 +279,7 @@ impl Trial {
}
}
// Distribution exists but doesn't match
return Err(TpeError::ParameterConflict {
return Err(Error::ParameterConflict {
name,
reason: "parameter was previously sampled with different bounds or type"
.to_string(),
@@ -225,9 +288,10 @@ impl Trial {
// Sample using the sampler
let dist = Distribution::Float(distribution);
let value = match self.sample_value(&dist) {
ParamValue::Float(v) => v,
_ => unreachable!("Float distribution should return Float value"),
let ParamValue::Float(value) = self.sample_value(&dist) else {
return Err(Error::Internal(
"Float distribution should return Float value",
));
};
// Store distribution and value
@@ -242,7 +306,7 @@ impl Trial {
/// The value is sampled uniformly in log space, which is useful for parameters
/// that span multiple orders of magnitude (e.g., learning rates).
///
/// If the parameter has already been sampled with the same bounds and log_scale=true,
/// If the parameter has already been sampled with the same bounds and `log_scale=true`,
/// the cached value is returned. If the parameter was sampled with different configuration,
/// a `ParameterConflict` error is returned.
///
@@ -282,11 +346,11 @@ impl Trial {
high: f64,
) -> Result<f64> {
if low <= 0.0 {
return Err(TpeError::InvalidLogBounds);
return Err(Error::InvalidLogBounds);
}
if low > high {
return Err(TpeError::InvalidBounds { low, high });
return Err(Error::InvalidBounds { low, high });
}
let name = name.into();
@@ -301,8 +365,8 @@ impl Trial {
if let Some(existing_dist) = self.distributions.get(&name) {
// Verify the distribution matches
if let Distribution::Float(existing) = existing_dist
&& existing.low == low
&& existing.high == high
&& (existing.low - low).abs() < f64::EPSILON
&& (existing.high - high).abs() < f64::EPSILON
&& existing.log_scale
&& existing.step.is_none()
{
@@ -312,7 +376,7 @@ impl Trial {
}
}
// Distribution exists but doesn't match
return Err(TpeError::ParameterConflict {
return Err(Error::ParameterConflict {
name,
reason: "parameter was previously sampled with different bounds or type"
.to_string(),
@@ -321,9 +385,10 @@ impl Trial {
// Sample using the sampler (sampler handles log-scale transformation)
let dist = Distribution::Float(distribution);
let value = match self.sample_value(&dist) {
ParamValue::Float(v) => v,
_ => unreachable!("Float distribution should return Float value"),
let ParamValue::Float(value) = self.sample_value(&dist) else {
return Err(Error::Internal(
"Float distribution should return Float value",
));
};
// Store distribution and value
@@ -378,11 +443,11 @@ impl Trial {
step: f64,
) -> Result<f64> {
if step <= 0.0 {
return Err(TpeError::InvalidStep);
return Err(Error::InvalidStep);
}
if low > high {
return Err(TpeError::InvalidBounds { low, high });
return Err(Error::InvalidBounds { low, high });
}
let name = name.into();
@@ -397,8 +462,8 @@ impl Trial {
if let Some(existing_dist) = self.distributions.get(&name) {
// Verify the distribution matches
if let Distribution::Float(existing) = existing_dist
&& existing.low == low
&& existing.high == high
&& (existing.low - low).abs() < f64::EPSILON
&& (existing.high - high).abs() < f64::EPSILON
&& !existing.log_scale
&& existing.step == Some(step)
{
@@ -408,7 +473,7 @@ impl Trial {
}
}
// Distribution exists but doesn't match
return Err(TpeError::ParameterConflict {
return Err(Error::ParameterConflict {
name,
reason: "parameter was previously sampled with different bounds or type"
.to_string(),
@@ -417,9 +482,10 @@ impl Trial {
// Sample using the sampler (sampler handles step-grid)
let dist = Distribution::Float(distribution);
let value = match self.sample_value(&dist) {
ParamValue::Float(v) => v,
_ => unreachable!("Float distribution should return Float value"),
let ParamValue::Float(value) = self.sample_value(&dist) else {
return Err(Error::Internal(
"Float distribution should return Float value",
));
};
// Store distribution and value
@@ -460,9 +526,10 @@ impl Trial {
/// let n2 = trial.suggest_int("n_layers", 1, 10).unwrap();
/// assert_eq!(n, n2);
/// ```
#[allow(clippy::cast_precision_loss)]
pub fn suggest_int(&mut self, name: impl Into<String>, low: i64, high: i64) -> Result<i64> {
if low > high {
return Err(TpeError::InvalidBounds {
return Err(Error::InvalidBounds {
low: low as f64,
high: high as f64,
});
@@ -491,7 +558,7 @@ impl Trial {
}
}
// Distribution exists but doesn't match
return Err(TpeError::ParameterConflict {
return Err(Error::ParameterConflict {
name,
reason: "parameter was previously sampled with different bounds or type"
.to_string(),
@@ -500,9 +567,8 @@ impl Trial {
// Sample using the sampler
let dist = Distribution::Int(distribution);
let value = match self.sample_value(&dist) {
ParamValue::Int(v) => v,
_ => unreachable!("Int distribution should return Int value"),
let ParamValue::Int(value) = self.sample_value(&dist) else {
return Err(Error::Internal("Int distribution should return Int value"));
};
// Store distribution and value
@@ -517,7 +583,7 @@ impl Trial {
/// The value is sampled uniformly in log space, which is useful for parameters
/// that span multiple orders of magnitude (e.g., batch sizes).
///
/// If the parameter has already been sampled with the same bounds and log_scale=true,
/// If the parameter has already been sampled with the same bounds and `log_scale=true`,
/// the cached value is returned. If the parameter was sampled with different configuration,
/// a `ParameterConflict` error is returned.
///
@@ -546,13 +612,14 @@ impl Trial {
/// let batch_size2 = trial.suggest_int_log("batch_size", 1, 1024).unwrap();
/// assert_eq!(batch_size, batch_size2);
/// ```
#[allow(clippy::cast_precision_loss)]
pub fn suggest_int_log(&mut self, name: impl Into<String>, low: i64, high: i64) -> Result<i64> {
if low < 1 {
return Err(TpeError::InvalidLogBounds);
return Err(Error::InvalidLogBounds);
}
if low > high {
return Err(TpeError::InvalidBounds {
return Err(Error::InvalidBounds {
low: low as f64,
high: high as f64,
});
@@ -581,7 +648,7 @@ impl Trial {
}
}
// Distribution exists but doesn't match
return Err(TpeError::ParameterConflict {
return Err(Error::ParameterConflict {
name,
reason: "parameter was previously sampled with different bounds or type"
.to_string(),
@@ -590,9 +657,8 @@ impl Trial {
// Sample using the sampler (sampler handles log-scale transformation)
let dist = Distribution::Int(distribution);
let value = match self.sample_value(&dist) {
ParamValue::Int(v) => v,
_ => unreachable!("Int distribution should return Int value"),
let ParamValue::Int(value) = self.sample_value(&dist) else {
return Err(Error::Internal("Int distribution should return Int value"));
};
// Store distribution and value
@@ -643,6 +709,7 @@ impl Trial {
/// .unwrap();
/// assert_eq!(n, n2);
/// ```
#[allow(clippy::cast_precision_loss)]
pub fn suggest_int_step(
&mut self,
name: impl Into<String>,
@@ -651,11 +718,11 @@ impl Trial {
step: i64,
) -> Result<i64> {
if step <= 0 {
return Err(TpeError::InvalidStep);
return Err(Error::InvalidStep);
}
if low > high {
return Err(TpeError::InvalidBounds {
return Err(Error::InvalidBounds {
low: low as f64,
high: high as f64,
});
@@ -684,7 +751,7 @@ impl Trial {
}
}
// Distribution exists but doesn't match
return Err(TpeError::ParameterConflict {
return Err(Error::ParameterConflict {
name,
reason: "parameter was previously sampled with different bounds or type"
.to_string(),
@@ -693,9 +760,8 @@ impl Trial {
// Sample using the sampler (sampler handles step-grid)
let dist = Distribution::Int(distribution);
let value = match self.sample_value(&dist) {
ParamValue::Int(v) => v,
_ => unreachable!("Int distribution should return Int value"),
let ParamValue::Int(value) = self.sample_value(&dist) else {
return Err(Error::Internal("Int distribution should return Int value"));
};
// Store distribution and value
@@ -751,7 +817,7 @@ impl Trial {
choices: &[T],
) -> Result<T> {
if choices.is_empty() {
return Err(TpeError::EmptyChoices);
return Err(Error::EmptyChoices);
}
let name = name.into();
@@ -770,7 +836,7 @@ impl Trial {
}
}
// Distribution exists but doesn't match
return Err(TpeError::ParameterConflict {
return Err(Error::ParameterConflict {
name,
reason: "parameter was previously sampled with different number of choices or type"
.to_string(),
@@ -779,9 +845,10 @@ impl Trial {
// Sample using the sampler
let dist = Distribution::Categorical(distribution);
let index = match self.sample_value(&dist) {
ParamValue::Categorical(idx) => idx,
_ => unreachable!("Categorical distribution should return Categorical value"),
let ParamValue::Categorical(index) = self.sample_value(&dist) else {
return Err(Error::Internal(
"Categorical distribution should return Categorical value",
));
};
// Store distribution and value (store the index)
@@ -790,4 +857,95 @@ impl Trial {
Ok(choices[index].clone())
}
/// Suggests a boolean parameter.
///
/// The value is selected uniformly at random from `{false, true}`.
/// This is equivalent to calling `suggest_categorical(name, &[false, true])`.
///
/// If the parameter has already been sampled, the cached value is returned.
/// If the parameter was sampled with a different type, a `ParameterConflict` error is returned.
///
/// # Arguments
///
/// * `name` - The name of the parameter.
///
/// # Errors
///
/// Returns `ParameterConflict` if the parameter was previously sampled with a different type.
///
/// # Examples
///
/// ```
/// use optimizer::Trial;
///
/// let mut trial = Trial::new(0);
/// let use_dropout = trial.suggest_bool("use_dropout").unwrap();
/// assert!(use_dropout == true || use_dropout == false);
///
/// // Calling again returns cached value
/// let use_dropout2 = trial.suggest_bool("use_dropout").unwrap();
/// assert_eq!(use_dropout, use_dropout2);
/// ```
pub fn suggest_bool(&mut self, name: impl Into<String>) -> Result<bool> {
self.suggest_categorical(name, &[false, true])
}
/// Suggests a parameter value from a range.
///
/// This method accepts both [`Range`] (`..`) and [`RangeInclusive`] (`..=`)
/// for both `f64` and `i64` types, allowing natural Rust range syntax.
///
/// For integer ranges, note that `Range` (`..`) is end-exclusive while
/// `RangeInclusive` (`..=`) is end-inclusive, matching Rust's semantics.
///
/// If the parameter has already been sampled with the same bounds, the cached value is returned.
/// If the parameter was sampled with different bounds, a `ParameterConflict` error is returned.
///
/// # Arguments
///
/// * `name` - The name of the parameter.
/// * `range` - The range to sample from.
///
/// # Type Parameters
///
/// * `R` - A range type implementing [`SuggestableRange`].
///
/// # Errors
///
/// Returns `InvalidBounds` if the range is invalid (e.g., low > high or empty integer range).
/// Returns `ParameterConflict` if the parameter was previously sampled with different bounds.
///
/// # Examples
///
/// ```
/// use optimizer::Trial;
///
/// let mut trial = Trial::new(0);
///
/// // Float ranges
/// let x = trial.suggest_range("x", 0.0..1.0).unwrap();
/// assert!(x >= 0.0 && x <= 1.0);
///
/// let y = trial.suggest_range("y", 0.0..=1.0).unwrap();
/// assert!(y >= 0.0 && y <= 1.0);
///
/// // Integer ranges
/// let n = trial.suggest_range("n", 1_i64..10).unwrap(); // 1 to 9 inclusive
/// assert!(n >= 1 && n <= 9);
///
/// let m = trial.suggest_range("m", 1_i64..=10).unwrap(); // 1 to 10 inclusive
/// assert!(m >= 1 && m <= 10);
///
/// // Calling again with same range returns cached value
/// let x2 = trial.suggest_range("x", 0.0..1.0).unwrap();
/// assert_eq!(x, x2);
/// ```
pub fn suggest_range<R: SuggestableRange>(
&mut self,
name: impl Into<String>,
range: R,
) -> Result<R::Output> {
range.suggest(self, name.into())
}
}
-5
View File
@@ -1,11 +1,7 @@
//! Core types for the optimizer library.
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
/// The direction of optimization.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub enum Direction {
/// Minimize the objective value.
Minimize,
@@ -15,7 +11,6 @@ pub enum Direction {
/// The state of a trial in its lifecycle.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub enum TrialState {
/// The trial is currently running.
Running,
+25 -15
View File
@@ -4,7 +4,9 @@
#![cfg(feature = "async")]
use optimizer::{Direction, RandomSampler, Study, TpeError, TpeSampler};
use optimizer::sampler::random::RandomSampler;
use optimizer::sampler::tpe::TpeSampler;
use optimizer::{Direction, Error, Study};
#[tokio::test]
async fn test_optimize_async_basic() {
@@ -14,7 +16,7 @@ async fn test_optimize_async_basic() {
study
.optimize_async(10, |mut trial| async move {
let x = trial.suggest_float("x", -10.0, 10.0)?;
Ok::<_, TpeError>((trial, x * x))
Ok::<_, Error>((trial, x * x))
})
.await
.expect("async optimization should succeed");
@@ -26,14 +28,18 @@ async fn test_optimize_async_basic() {
#[tokio::test]
async fn test_optimize_async_with_sampler() {
let sampler = TpeSampler::builder().seed(42).n_startup_trials(5).build();
let sampler = TpeSampler::builder()
.seed(42)
.n_startup_trials(5)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
study
.optimize_async_with_sampler(15, |mut trial| async move {
let x = trial.suggest_float("x", -5.0, 5.0)?;
Ok::<_, TpeError>((trial, x * x))
Ok::<_, Error>((trial, x * x))
})
.await
.expect("async optimization with sampler should succeed");
@@ -51,7 +57,7 @@ async fn test_optimize_parallel() {
study
.optimize_parallel(20, 4, |mut trial| async move {
let x = trial.suggest_float("x", -10.0, 10.0)?;
Ok::<_, TpeError>((trial, x * x))
Ok::<_, Error>((trial, x * x))
})
.await
.expect("parallel optimization should succeed");
@@ -61,7 +67,11 @@ async fn test_optimize_parallel() {
#[tokio::test]
async fn test_optimize_parallel_with_sampler() {
let sampler = TpeSampler::builder().seed(42).n_startup_trials(5).build();
let sampler = TpeSampler::builder()
.seed(42)
.n_startup_trials(5)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
@@ -69,7 +79,7 @@ async fn test_optimize_parallel_with_sampler() {
.optimize_parallel_with_sampler(15, 3, |mut trial| async move {
let x = trial.suggest_float("x", -5.0, 5.0)?;
let y = trial.suggest_float("y", -5.0, 5.0)?;
Ok::<_, TpeError>((trial, x * x + y * y))
Ok::<_, Error>((trial, x * x + y * y))
})
.await
.expect("parallel optimization with sampler should succeed");
@@ -89,7 +99,7 @@ async fn test_optimize_async_all_failures() {
.await;
assert!(
matches!(result, Err(TpeError::NoCompletedTrials)),
matches!(result, Err(Error::NoCompletedTrials)),
"should return NoCompletedTrials when all trials fail"
);
}
@@ -106,7 +116,7 @@ async fn test_optimize_async_with_sampler_all_failures() {
.await;
assert!(
matches!(result, Err(TpeError::NoCompletedTrials)),
matches!(result, Err(Error::NoCompletedTrials)),
"should return NoCompletedTrials when all trials fail"
);
}
@@ -123,7 +133,7 @@ async fn test_optimize_parallel_all_failures() {
.await;
assert!(
matches!(result, Err(TpeError::NoCompletedTrials)),
matches!(result, Err(Error::NoCompletedTrials)),
"should return NoCompletedTrials when all trials fail"
);
}
@@ -140,7 +150,7 @@ async fn test_optimize_parallel_with_sampler_all_failures() {
.await;
assert!(
matches!(result, Err(TpeError::NoCompletedTrials)),
matches!(result, Err(Error::NoCompletedTrials)),
"should return NoCompletedTrials when all trials fail"
);
}
@@ -158,9 +168,9 @@ async fn test_optimize_async_partial_failures() {
async move {
if count.is_multiple_of(2) {
let x = trial.suggest_float("x", 0.0, 10.0)?;
Ok::<_, TpeError>((trial, x))
Ok::<_, Error>((trial, x))
} else {
Err(TpeError::NoCompletedTrials) // Use as error type
Err(Error::NoCompletedTrials) // Use as error type
}
}
})
@@ -180,7 +190,7 @@ async fn test_optimize_parallel_high_concurrency() {
study
.optimize_parallel(5, 10, |mut trial| async move {
let x = trial.suggest_float("x", 0.0, 10.0)?;
Ok::<_, TpeError>((trial, x))
Ok::<_, Error>((trial, x))
})
.await
.expect("should handle high concurrency");
@@ -197,7 +207,7 @@ async fn test_optimize_parallel_single_concurrency() {
study
.optimize_parallel(10, 1, |mut trial| async move {
let x = trial.suggest_float("x", 0.0, 10.0)?;
Ok::<_, TpeError>((trial, x))
Ok::<_, Error>((trial, x))
})
.await
.expect("should work with single concurrency");
+328 -205
View File
@@ -1,6 +1,14 @@
//! Integration tests for the optimizer library.
use optimizer::{Direction, RandomSampler, Study, TpeError, TpeSampler, Trial};
#![allow(
clippy::cast_sign_loss,
clippy::cast_precision_loss,
clippy::cast_possible_truncation
)]
use optimizer::sampler::random::RandomSampler;
use optimizer::sampler::tpe::TpeSampler;
use optimizer::{Direction, Error, Study, Trial};
// =============================================================================
// Test: optimize simple quadratic function with TPE, finds near-optimal
@@ -14,14 +22,15 @@ fn test_tpe_optimizes_quadratic_function() {
.seed(42)
.n_startup_trials(5) // Quick startup for test
.n_ei_candidates(24)
.build();
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
study
.optimize_with_sampler(50, |trial| {
let x = trial.suggest_float("x", -10.0, 10.0)?;
Ok::<_, TpeError>((x - 3.0).powi(2))
Ok::<_, Error>((x - 3.0).powi(2))
})
.expect("optimization should succeed");
@@ -40,7 +49,11 @@ fn test_tpe_optimizes_quadratic_function() {
fn test_tpe_optimizes_multivariate_function() {
// Minimize f(x, y) = x^2 + y^2 where x, y ∈ [-5, 5]
// Optimal: (0, 0), f(0, 0) = 0
let sampler = TpeSampler::builder().seed(123).n_startup_trials(10).build();
let sampler = TpeSampler::builder()
.seed(123)
.n_startup_trials(10)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
@@ -48,7 +61,7 @@ fn test_tpe_optimizes_multivariate_function() {
.optimize_with_sampler(100, |trial| {
let x = trial.suggest_float("x", -5.0, 5.0)?;
let y = trial.suggest_float("y", -5.0, 5.0)?;
Ok::<_, TpeError>(x * x + y * y)
Ok::<_, Error>(x * x + y * y)
})
.expect("optimization should succeed");
@@ -66,14 +79,18 @@ fn test_tpe_optimizes_multivariate_function() {
fn test_tpe_maximization() {
// Maximize f(x) = -(x - 2)^2 + 10 where x ∈ [-10, 10]
// Optimal: x = 2, f(2) = 10
let sampler = TpeSampler::builder().seed(456).n_startup_trials(5).build();
let sampler = TpeSampler::builder()
.seed(456)
.n_startup_trials(5)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Maximize, sampler);
study
.optimize_with_sampler(50, |trial| {
let x = trial.suggest_float("x", -10.0, 10.0)?;
Ok::<_, TpeError>(-(x - 2.0).powi(2) + 10.0)
Ok::<_, Error>(-(x - 2.0).powi(2) + 10.0)
})
.expect("optimization should succeed");
@@ -106,7 +123,7 @@ fn test_random_sampler_uniform_float_distribution() {
.optimize(n_samples, |trial| {
let x = trial.suggest_float("x", 0.0, 1.0)?;
samples.push(x);
Ok::<_, TpeError>(x)
Ok::<_, Error>(x)
})
.unwrap();
@@ -135,7 +152,7 @@ fn test_random_sampler_uniform_float_distribution() {
fn test_random_sampler_uniform_int_distribution() {
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(123));
let n_samples = 1000;
let n_samples = 5000;
let mut counts = [0u32; 10]; // counts for values 1-10
study
@@ -143,16 +160,18 @@ fn test_random_sampler_uniform_int_distribution() {
let n = trial.suggest_int("n", 1, 10)?;
assert!((1..=10).contains(&n), "sample {n} out of range [1, 10]");
counts[(n - 1) as usize] += 1;
Ok::<_, TpeError>(n as f64)
Ok::<_, Error>(n as f64)
})
.unwrap();
// Each value should appear roughly n_samples / 10 times
// With 5000 samples, expected ~500 per bucket, std dev ~21
// 20% tolerance allows for ~4.5 std devs which is very safe
let expected = n_samples as f64 / 10.0;
for (i, &count) in counts.iter().enumerate() {
let diff = (count as f64 - expected).abs() / expected;
assert!(
diff < 0.3,
diff < 0.2,
"value {} appeared {} times, expected ~{}, diff = {:.1}%",
i + 1,
count,
@@ -166,7 +185,7 @@ fn test_random_sampler_uniform_int_distribution() {
fn test_random_sampler_uniform_categorical_distribution() {
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(456));
let n_samples = 1000;
let n_samples = 2000;
let mut counts = [0u32; 4];
let choices = ["a", "b", "c", "d"];
@@ -175,16 +194,18 @@ fn test_random_sampler_uniform_categorical_distribution() {
let choice = trial.suggest_categorical("cat", &choices)?;
let idx = choices.iter().position(|&c| c == choice).unwrap();
counts[idx] += 1;
Ok::<_, TpeError>(idx as f64)
Ok::<_, Error>(idx as f64)
})
.unwrap();
// Each category should appear roughly n_samples / 4 times
// With 2000 samples, expected ~500 per bucket, std dev ~19
// 15% tolerance allows for ~4 std devs which is very safe
let expected = n_samples as f64 / 4.0;
for (i, &count) in counts.iter().enumerate() {
let diff = (count as f64 - expected).abs() / expected;
assert!(
diff < 0.25,
diff < 0.15,
"category {} appeared {} times, expected ~{}, diff = {:.1}%",
i,
count,
@@ -210,7 +231,7 @@ fn test_random_sampler_reproducibility() {
.optimize_with_sampler(100, |trial| {
let x = trial.suggest_float("x", 0.0, 100.0)?;
values1.push(x);
Ok::<_, TpeError>(x)
Ok::<_, Error>(x)
})
.unwrap();
@@ -218,7 +239,7 @@ fn test_random_sampler_reproducibility() {
.optimize_with_sampler(100, |trial| {
let x = trial.suggest_float("x", 0.0, 100.0)?;
values2.push(x);
Ok::<_, TpeError>(x)
Ok::<_, Error>(x)
})
.unwrap();
@@ -350,7 +371,7 @@ fn test_parameter_conflict_float_different_bounds() {
trial.suggest_float("x", 0.0, 1.0).unwrap();
let result = trial.suggest_float("x", 0.0, 2.0); // Different upper bound
assert!(matches!(result, Err(TpeError::ParameterConflict { .. })));
assert!(matches!(result, Err(Error::ParameterConflict { .. })));
}
#[test]
@@ -360,7 +381,7 @@ fn test_parameter_conflict_float_vs_log() {
trial.suggest_float("x", 0.1, 1.0).unwrap();
let result = trial.suggest_float_log("x", 0.1, 1.0); // Same bounds but log scale
assert!(matches!(result, Err(TpeError::ParameterConflict { .. })));
assert!(matches!(result, Err(Error::ParameterConflict { .. })));
}
#[test]
@@ -370,7 +391,7 @@ fn test_parameter_conflict_float_vs_step() {
trial.suggest_float("x", 0.0, 1.0).unwrap();
let result = trial.suggest_float_step("x", 0.0, 1.0, 0.1); // Same bounds but with step
assert!(matches!(result, Err(TpeError::ParameterConflict { .. })));
assert!(matches!(result, Err(Error::ParameterConflict { .. })));
}
#[test]
@@ -380,7 +401,7 @@ fn test_parameter_conflict_int_different_bounds() {
trial.suggest_int("n", 1, 10).unwrap();
let result = trial.suggest_int("n", 1, 20); // Different upper bound
assert!(matches!(result, Err(TpeError::ParameterConflict { .. })));
assert!(matches!(result, Err(Error::ParameterConflict { .. })));
}
#[test]
@@ -390,7 +411,7 @@ fn test_parameter_conflict_int_vs_log() {
trial.suggest_int("n", 1, 100).unwrap();
let result = trial.suggest_int_log("n", 1, 100); // Same bounds but log scale
assert!(matches!(result, Err(TpeError::ParameterConflict { .. })));
assert!(matches!(result, Err(Error::ParameterConflict { .. })));
}
#[test]
@@ -400,7 +421,7 @@ fn test_parameter_conflict_categorical_different_n_choices() {
trial.suggest_categorical("opt", &["a", "b", "c"]).unwrap();
let result = trial.suggest_categorical("opt", &["x", "y"]); // Different number of choices
assert!(matches!(result, Err(TpeError::ParameterConflict { .. })));
assert!(matches!(result, Err(Error::ParameterConflict { .. })));
}
#[test]
@@ -410,7 +431,7 @@ fn test_parameter_conflict_float_vs_int() {
trial.suggest_float("x", 0.0, 10.0).unwrap();
let result = trial.suggest_int("x", 0, 10); // Different type
assert!(matches!(result, Err(TpeError::ParameterConflict { .. })));
assert!(matches!(result, Err(Error::ParameterConflict { .. })));
}
#[test]
@@ -421,7 +442,7 @@ fn test_parameter_conflict_returns_name() {
let result = trial.suggest_float("my_param", 0.0, 2.0);
match result {
Err(TpeError::ParameterConflict { name, .. }) => {
Err(Error::ParameterConflict { name, .. }) => {
assert_eq!(name, "my_param");
}
_ => panic!("expected ParameterConflict error"),
@@ -439,7 +460,7 @@ fn test_empty_categorical_returns_error() {
let result = trial.suggest_categorical("opt", empty);
assert!(matches!(result, Err(TpeError::EmptyChoices)));
assert!(matches!(result, Err(Error::EmptyChoices)));
}
#[test]
@@ -449,7 +470,7 @@ fn test_empty_categorical_vec_returns_error() {
let result = trial.suggest_categorical("numbers", &empty);
assert!(matches!(result, Err(TpeError::EmptyChoices)));
assert!(matches!(result, Err(Error::EmptyChoices)));
}
// =============================================================================
@@ -463,7 +484,7 @@ fn test_study_basic_workflow() {
study
.optimize(10, |trial| {
let x = trial.suggest_float("x", -5.0, 5.0)?;
Ok::<_, TpeError>(x * x)
Ok::<_, Error>(x * x)
})
.expect("optimization should succeed");
@@ -500,7 +521,7 @@ fn test_no_completed_trials_error() {
let study: Study<f64> = Study::new(Direction::Minimize);
let result = study.best_trial();
assert!(matches!(result, Err(TpeError::NoCompletedTrials)));
assert!(matches!(result, Err(Error::NoCompletedTrials)));
}
#[test]
@@ -509,11 +530,11 @@ fn test_invalid_bounds_errors() {
// low > high for float
let result = trial.suggest_float("x", 10.0, 5.0);
assert!(matches!(result, Err(TpeError::InvalidBounds { .. })));
assert!(matches!(result, Err(Error::InvalidBounds { .. })));
// low > high for int
let result = trial.suggest_int("n", 100, 50);
assert!(matches!(result, Err(TpeError::InvalidBounds { .. })));
assert!(matches!(result, Err(Error::InvalidBounds { .. })));
}
#[test]
@@ -522,14 +543,14 @@ fn test_invalid_log_bounds_errors() {
// low <= 0 for log float
let result = trial.suggest_float_log("x", 0.0, 1.0);
assert!(matches!(result, Err(TpeError::InvalidLogBounds)));
assert!(matches!(result, Err(Error::InvalidLogBounds)));
let result = trial.suggest_float_log("y", -1.0, 1.0);
assert!(matches!(result, Err(TpeError::InvalidLogBounds)));
assert!(matches!(result, Err(Error::InvalidLogBounds)));
// low < 1 for log int
let result = trial.suggest_int_log("n", 0, 100);
assert!(matches!(result, Err(TpeError::InvalidLogBounds)));
assert!(matches!(result, Err(Error::InvalidLogBounds)));
}
#[test]
@@ -538,19 +559,23 @@ fn test_invalid_step_errors() {
// step <= 0 for float
let result = trial.suggest_float_step("x", 0.0, 1.0, 0.0);
assert!(matches!(result, Err(TpeError::InvalidStep)));
assert!(matches!(result, Err(Error::InvalidStep)));
let result = trial.suggest_float_step("y", 0.0, 1.0, -0.1);
assert!(matches!(result, Err(TpeError::InvalidStep)));
assert!(matches!(result, Err(Error::InvalidStep)));
// step <= 0 for int
let result = trial.suggest_int_step("n", 0, 100, 0);
assert!(matches!(result, Err(TpeError::InvalidStep)));
assert!(matches!(result, Err(Error::InvalidStep)));
}
#[test]
fn test_tpe_with_categorical_parameter() {
let sampler = TpeSampler::builder().seed(42).n_startup_trials(5).build();
let sampler = TpeSampler::builder()
.seed(42)
.n_startup_trials(5)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Maximize, sampler);
@@ -567,7 +592,7 @@ fn test_tpe_with_categorical_parameter() {
"cubic" => -((x - 1.0).powi(2)) + 10.0, // peak at x=1, max value 10
_ => unreachable!(),
};
Ok::<_, TpeError>(value)
Ok::<_, Error>(value)
})
.expect("optimization should succeed");
@@ -582,7 +607,11 @@ fn test_tpe_with_categorical_parameter() {
#[test]
fn test_tpe_with_integer_parameters() {
let sampler = TpeSampler::builder().seed(789).n_startup_trials(5).build();
let sampler = TpeSampler::builder()
.seed(789)
.n_startup_trials(5)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
@@ -590,7 +619,7 @@ fn test_tpe_with_integer_parameters() {
study
.optimize_with_sampler(30, |trial| {
let n = trial.suggest_int("n", 1, 10)?;
Ok::<_, TpeError>(((n - 7) as f64).powi(2))
Ok::<_, Error>(((n - 7) as f64).powi(2))
})
.expect("optimization should succeed");
@@ -618,7 +647,7 @@ fn test_callback_early_stopping() {
|trial| {
trials_run.set(trials_run.get() + 1);
let x = trial.suggest_float("x", 0.0, 10.0)?;
Ok::<_, TpeError>(x)
Ok::<_, Error>(x)
},
|_study, _trial| {
// Stop after 5 trials
@@ -641,7 +670,7 @@ fn test_study_trials_iteration() {
study
.optimize(5, |trial| {
let x = trial.suggest_float("x", 0.0, 1.0)?;
Ok::<_, TpeError>(x)
Ok::<_, Error>(x)
})
.unwrap();
@@ -733,7 +762,7 @@ fn test_best_value() {
study
.optimize(10, |trial| {
let x = trial.suggest_float("x", 0.0, 10.0)?;
Ok::<_, TpeError>(x)
Ok::<_, Error>(x)
})
.unwrap();
@@ -756,14 +785,18 @@ fn test_study_set_sampler() {
let mut study: Study<f64> = Study::new(Direction::Minimize);
// Initially uses RandomSampler, now switch to TPE
let tpe = TpeSampler::builder().seed(42).n_startup_trials(5).build();
let tpe = TpeSampler::builder()
.seed(42)
.n_startup_trials(5)
.build()
.unwrap();
study.set_sampler(tpe);
// Should work with the new sampler
study
.optimize_with_sampler(10, |trial| {
let x = trial.suggest_float("x", -5.0, 5.0)?;
Ok::<_, TpeError>(x * x)
Ok::<_, Error>(x * x)
})
.expect("optimization should succeed with new sampler");
@@ -778,7 +811,7 @@ fn test_study_with_i32_value_type() {
study
.optimize(10, |trial| {
let x = trial.suggest_int("x", -10, 10)?;
Ok::<_, TpeError>(x.abs() as i32)
Ok::<_, Error>(x.abs() as i32)
})
.expect("optimization should succeed");
@@ -795,7 +828,7 @@ fn test_optimize_all_trials_fail() {
let result = study.optimize(5, |_trial| Err::<f64, &str>("always fails"));
assert!(
matches!(result, Err(TpeError::NoCompletedTrials)),
matches!(result, Err(Error::NoCompletedTrials)),
"should return NoCompletedTrials when all trials fail"
);
}
@@ -813,7 +846,7 @@ fn test_optimize_with_callback_all_trials_fail() {
);
assert!(
matches!(result, Err(TpeError::NoCompletedTrials)),
matches!(result, Err(Error::NoCompletedTrials)),
"should return NoCompletedTrials when all trials fail"
);
}
@@ -825,7 +858,7 @@ fn test_optimize_with_sampler_all_trials_fail() {
let result = study.optimize_with_sampler(5, |_trial| Err::<f64, &str>("always fails"));
assert!(
matches!(result, Err(TpeError::NoCompletedTrials)),
matches!(result, Err(Error::NoCompletedTrials)),
"should return NoCompletedTrials when all trials fail"
);
}
@@ -843,7 +876,7 @@ fn test_optimize_with_callback_sampler_all_trials_fail() {
);
assert!(
matches!(result, Err(TpeError::NoCompletedTrials)),
matches!(result, Err(Error::NoCompletedTrials)),
"should return NoCompletedTrials when all trials fail"
);
}
@@ -853,7 +886,7 @@ fn test_trial_debug_format() {
let mut trial = Trial::new(42);
trial.suggest_float("x", 0.0, 1.0).unwrap();
let debug_str = format!("{:?}", trial);
let debug_str = format!("{trial:?}");
// Should contain trial id and other fields
assert!(debug_str.contains("Trial"));
@@ -863,17 +896,17 @@ fn test_trial_debug_format() {
#[test]
fn test_tpe_sampler_builder_default_trait() {
use optimizer::TpeSamplerBuilder;
use optimizer::sampler::tpe::TpeSamplerBuilder;
let builder = TpeSamplerBuilder::default();
let sampler = builder.build();
let sampler = builder.build().unwrap();
// Should have default values
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
study
.optimize_with_sampler(5, |trial| {
let x = trial.suggest_float("x", 0.0, 1.0)?;
Ok::<_, TpeError>(x)
Ok::<_, Error>(x)
})
.unwrap();
@@ -888,7 +921,7 @@ fn test_tpe_sampler_default_trait() {
study
.optimize_with_sampler(5, |trial| {
let x = trial.suggest_float("x", 0.0, 1.0)?;
Ok::<_, TpeError>(x)
Ok::<_, Error>(x)
})
.unwrap();
@@ -901,14 +934,15 @@ fn test_tpe_with_fixed_kde_bandwidth() {
.seed(42)
.n_startup_trials(5)
.kde_bandwidth(0.5)
.build();
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
study
.optimize_with_sampler(20, |trial| {
let x = trial.suggest_float("x", -5.0, 5.0)?;
Ok::<_, TpeError>(x * x)
Ok::<_, Error>(x * x)
})
.expect("optimization should succeed");
@@ -917,9 +951,9 @@ fn test_tpe_with_fixed_kde_bandwidth() {
}
#[test]
#[should_panic(expected = "kde_bandwidth must be positive")]
fn test_tpe_sampler_invalid_kde_bandwidth() {
TpeSampler::with_config(0.25, 10, 24, Some(-1.0), None);
let result = TpeSampler::with_config(0.25, 10, 24, Some(-1.0), None);
assert!(matches!(result, Err(Error::InvalidBandwidth(_))));
}
#[test]
@@ -928,14 +962,15 @@ fn test_tpe_split_trials_with_two_trials() {
let sampler = TpeSampler::builder()
.seed(42)
.n_startup_trials(2) // TPE kicks in after 2 trials
.build();
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
study
.optimize_with_sampler(5, |trial| {
let x = trial.suggest_float("x", 0.0, 10.0)?;
Ok::<_, TpeError>(x)
Ok::<_, Error>(x)
})
.expect("optimization should succeed with small history");
@@ -944,7 +979,11 @@ fn test_tpe_split_trials_with_two_trials() {
#[test]
fn test_tpe_with_log_scale_int() {
let sampler = TpeSampler::builder().seed(42).n_startup_trials(5).build();
let sampler = TpeSampler::builder()
.seed(42)
.n_startup_trials(5)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
@@ -952,7 +991,7 @@ fn test_tpe_with_log_scale_int() {
.optimize_with_sampler(20, |trial| {
let batch_size = trial.suggest_int_log("batch_size", 1, 1024)?;
// Optimal around batch_size = 32
Ok::<_, TpeError>(((batch_size as f64).log2() - 5.0).powi(2))
Ok::<_, Error>(((batch_size as f64).log2() - 5.0).powi(2))
})
.expect("optimization should succeed");
@@ -962,7 +1001,11 @@ fn test_tpe_with_log_scale_int() {
#[test]
fn test_tpe_with_step_distributions() {
let sampler = TpeSampler::builder().seed(42).n_startup_trials(5).build();
let sampler = TpeSampler::builder()
.seed(42)
.n_startup_trials(5)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
@@ -970,7 +1013,7 @@ fn test_tpe_with_step_distributions() {
.optimize_with_sampler(20, |trial| {
let x = trial.suggest_float_step("x", 0.0, 10.0, 0.5)?;
let n = trial.suggest_int_step("n", 0, 100, 10)?;
Ok::<_, TpeError>((x - 5.0).powi(2) + ((n - 50) as f64).powi(2))
Ok::<_, Error>((x - 5.0).powi(2) + ((n - 50) as f64).powi(2))
})
.expect("optimization should succeed");
@@ -1040,7 +1083,8 @@ fn test_tpe_empty_good_or_bad_values_fallback() {
.seed(42)
.n_startup_trials(5)
.gamma(0.1) // Very small gamma means few "good" trials
.build();
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
@@ -1048,7 +1092,7 @@ fn test_tpe_empty_good_or_bad_values_fallback() {
study
.optimize_with_sampler(10, |trial| {
let x = trial.suggest_float("x", 0.0, 10.0)?;
Ok::<_, TpeError>(x)
Ok::<_, Error>(x)
})
.unwrap();
@@ -1056,7 +1100,7 @@ fn test_tpe_empty_good_or_bad_values_fallback() {
study
.optimize_with_sampler(5, |trial| {
let y = trial.suggest_float("y", 0.0, 10.0)?;
Ok::<_, TpeError>(y)
Ok::<_, Error>(y)
})
.unwrap();
@@ -1074,7 +1118,7 @@ fn test_callback_early_stopping_on_first_trial() {
100,
|trial| {
let x = trial.suggest_float("x", 0.0, 10.0)?;
Ok::<_, TpeError>(x)
Ok::<_, Error>(x)
},
|_study, _trial| {
// Stop immediately after first trial
@@ -1098,7 +1142,7 @@ fn test_callback_sampler_early_stopping() {
100,
|trial| {
let x = trial.suggest_float("x", 0.0, 10.0)?;
Ok::<_, TpeError>(x)
Ok::<_, Error>(x)
},
|study, _trial| {
if study.n_trials() >= 3 {
@@ -1134,7 +1178,7 @@ fn test_best_trial_with_nan_values() {
study
.optimize(5, |trial| {
let x = trial.suggest_float("x", 0.0, 10.0)?;
Ok::<_, TpeError>(x)
Ok::<_, Error>(x)
})
.unwrap();
@@ -1144,142 +1188,221 @@ fn test_best_trial_with_nan_values() {
}
// =============================================================================
// Serde tests (only run when serde feature is enabled)
// Tests for suggest_bool
// =============================================================================
#[cfg(feature = "serde")]
mod serde_tests {
use super::*;
#[test]
fn test_suggest_bool_caching() {
let mut trial = Trial::new(0);
#[test]
fn test_direction_serde() {
// Test Direction serialization
let min = Direction::Minimize;
let max = Direction::Maximize;
let b1 = trial.suggest_bool("flag").unwrap();
let b2 = trial.suggest_bool("flag").unwrap();
let min_json = serde_json::to_string(&min).unwrap();
let max_json = serde_json::to_string(&max).unwrap();
let min_deser: Direction = serde_json::from_str(&min_json).unwrap();
let max_deser: Direction = serde_json::from_str(&max_json).unwrap();
assert_eq!(min, min_deser);
assert_eq!(max, max_deser);
}
#[test]
fn test_study_serde_with_categorical() {
let study: Study<f64> = Study::new(Direction::Minimize);
study
.optimize(5, |trial| {
let x = trial.suggest_float("x", 0.0, 10.0)?;
let opt = trial.suggest_categorical("opt", &["a", "b", "c"])?;
let _ = opt;
Ok::<_, TpeError>(x)
})
.unwrap();
// Serialize
let json = serde_json::to_string(&study).unwrap();
// Deserialize
let loaded: Study<f64> = serde_json::from_str(&json).unwrap();
assert_eq!(loaded.n_trials(), 5);
assert_eq!(loaded.direction(), Direction::Minimize);
}
#[test]
fn test_study_serde_with_all_param_types() {
let study: Study<f64> = Study::new(Direction::Maximize);
study
.optimize(3, |trial| {
let x = trial.suggest_float("x", 0.0, 10.0)?;
let y = trial.suggest_float_log("y", 0.001, 1.0)?;
let z = trial.suggest_float_step("z", 0.0, 1.0, 0.1)?;
let a = trial.suggest_int("a", 1, 10)?;
let b = trial.suggest_int_log("b", 1, 100)?;
let c = trial.suggest_int_step("c", 0, 100, 10)?;
let d = trial.suggest_categorical("d", &["p", "q"])?;
let _ = (y, z, b, c, d);
Ok::<_, TpeError>(x + a as f64)
})
.unwrap();
let json = serde_json::to_string(&study).unwrap();
let loaded: Study<f64> = serde_json::from_str(&json).unwrap();
assert_eq!(loaded.n_trials(), 3);
assert_eq!(loaded.direction(), Direction::Maximize);
// Verify we can continue optimization
loaded
.optimize(2, |trial| {
let x = trial.suggest_float("x", 0.0, 10.0)?;
Ok::<_, TpeError>(x)
})
.unwrap();
assert_eq!(loaded.n_trials(), 5);
}
#[test]
fn test_study_serde_empty() {
// Test serializing a study with no trials
let study: Study<f64> = Study::new(Direction::Minimize);
let json = serde_json::to_string(&study).unwrap();
let loaded: Study<f64> = serde_json::from_str(&json).unwrap();
assert_eq!(loaded.n_trials(), 0);
assert_eq!(loaded.direction(), Direction::Minimize);
assert!(loaded.best_trial().is_err());
}
#[test]
fn test_study_serde_with_custom_value_type() {
// Test Study with i32 value type
let study: Study<i32> = Study::new(Direction::Minimize);
study
.optimize(5, |trial| {
let n = trial.suggest_int("n", 1, 100)?;
Ok::<_, TpeError>(n as i32)
})
.unwrap();
let json = serde_json::to_string(&study).unwrap();
let loaded: Study<i32> = serde_json::from_str(&json).unwrap();
assert_eq!(loaded.n_trials(), 5);
let best = loaded.best_trial().unwrap();
assert!(best.value >= 1 && best.value <= 100);
}
#[test]
fn test_completed_trial_access_after_serde() {
let study: Study<f64> = Study::new(Direction::Minimize);
study
.optimize(3, |trial| {
let x = trial.suggest_float("x", 0.0, 10.0)?;
Ok::<_, TpeError>(x * x)
})
.unwrap();
let json = serde_json::to_string(&study).unwrap();
let loaded: Study<f64> = serde_json::from_str(&json).unwrap();
// Access all trials
let trials = loaded.trials();
assert_eq!(trials.len(), 3);
for trial in &trials {
assert!(trial.params.contains_key("x"));
assert!(trial.distributions.contains_key("x"));
assert!(trial.value >= 0.0); // x^2 is non-negative
}
}
assert_eq!(b1, b2, "repeated suggest_bool should return cached value");
}
#[test]
fn test_suggest_bool_multiple_parameters() {
let mut trial = Trial::new(0);
let a = trial.suggest_bool("use_dropout").unwrap();
let b = trial.suggest_bool("use_batchnorm").unwrap();
let c = trial.suggest_bool("use_skip_connections").unwrap();
// All should be cached independently
assert_eq!(a, trial.suggest_bool("use_dropout").unwrap());
assert_eq!(b, trial.suggest_bool("use_batchnorm").unwrap());
assert_eq!(c, trial.suggest_bool("use_skip_connections").unwrap());
}
#[test]
fn test_suggest_bool_in_optimization() {
let study: Study<f64> = Study::new(Direction::Minimize);
study
.optimize(10, |trial| {
let use_feature = trial.suggest_bool("use_feature")?;
let x = trial.suggest_float("x", 0.0, 10.0)?;
// Objective depends on boolean flag
let value = if use_feature { x } else { x * 2.0 };
Ok::<_, Error>(value)
})
.unwrap();
assert_eq!(study.n_trials(), 10);
}
#[test]
fn test_suggest_bool_with_tpe() {
let sampler = TpeSampler::builder()
.seed(42)
.n_startup_trials(5)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
study
.optimize_with_sampler(20, |trial| {
let use_large = trial.suggest_bool("use_large")?;
let base = if use_large { 10.0 } else { 1.0 };
let x = trial.suggest_float("x", 0.0, base)?;
Ok::<_, Error>(x)
})
.unwrap();
let best = study.best_trial().unwrap();
// Best should prefer use_large=false for smaller range
assert!(best.value < 5.0);
}
// =============================================================================
// Tests for suggest_range
// =============================================================================
#[test]
fn test_suggest_range_float_exclusive() {
let mut trial = Trial::new(0);
let x = trial.suggest_range("x", 0.0..1.0).unwrap();
assert!((0.0..=1.0).contains(&x), "value {x} out of range 0.0..1.0");
}
#[test]
fn test_suggest_range_float_inclusive() {
let mut trial = Trial::new(0);
let x = trial.suggest_range("x", 0.0..=1.0).unwrap();
assert!((0.0..=1.0).contains(&x), "value {x} out of range 0.0..=1.0");
}
#[test]
fn test_suggest_range_int_exclusive() {
let mut trial = Trial::new(0);
// 1..10 means 1 to 9 inclusive
let n = trial.suggest_range("n", 1_i64..10).unwrap();
assert!(
(1..=9).contains(&n),
"value {n} out of range 1..10 (should be 1-9)"
);
}
#[test]
fn test_suggest_range_int_inclusive() {
let mut trial = Trial::new(0);
// 1..=10 means 1 to 10 inclusive
let n = trial.suggest_range("n", 1_i64..=10).unwrap();
assert!(
(1..=10).contains(&n),
"value {n} out of range 1..=10 (should be 1-10)"
);
}
#[test]
fn test_suggest_range_caching_float() {
let mut trial = Trial::new(0);
let x1 = trial.suggest_range("x", 0.0..1.0).unwrap();
let x2 = trial.suggest_range("x", 0.0..1.0).unwrap();
assert_eq!(x1, x2, "repeated suggest_range should return cached value");
}
#[test]
fn test_suggest_range_caching_int() {
let mut trial = Trial::new(0);
let n1 = trial.suggest_range("n", 1_i64..=100).unwrap();
let n2 = trial.suggest_range("n", 1_i64..=100).unwrap();
assert_eq!(n1, n2, "repeated suggest_range should return cached value");
}
#[test]
fn test_suggest_range_multiple_parameters() {
let mut trial = Trial::new(0);
let x = trial.suggest_range("x", 0.0..1.0).unwrap();
let y = trial.suggest_range("y", -5.0..=5.0).unwrap();
let n = trial.suggest_range("n", 1_i64..10).unwrap();
let m = trial.suggest_range("m", 100_i64..=200).unwrap();
// All should be cached independently
assert_eq!(x, trial.suggest_range("x", 0.0..1.0).unwrap());
assert_eq!(y, trial.suggest_range("y", -5.0..=5.0).unwrap());
assert_eq!(n, trial.suggest_range("n", 1_i64..10).unwrap());
assert_eq!(m, trial.suggest_range("m", 100_i64..=200).unwrap());
}
#[test]
fn test_suggest_range_in_optimization() {
let study: Study<f64> = Study::new(Direction::Minimize);
study
.optimize(10, |trial| {
let x = trial.suggest_range("x", -10.0..10.0)?;
let n = trial.suggest_range("n", 1_i64..=5)?;
Ok::<_, Error>(x * x + n as f64)
})
.unwrap();
assert_eq!(study.n_trials(), 10);
}
#[test]
fn test_suggest_range_with_tpe() {
let sampler = TpeSampler::builder()
.seed(42)
.n_startup_trials(5)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
study
.optimize_with_sampler(30, |trial| {
let x = trial.suggest_range("x", -5.0..=5.0)?;
let n = trial.suggest_range("n", 1_i64..=10)?;
Ok::<_, Error>(x * x + (n as f64 - 5.0).powi(2))
})
.unwrap();
let best = study.best_trial().unwrap();
// TPE should find near-optimal solution
assert!(best.value < 10.0, "TPE should find good solution");
}
#[test]
fn test_suggest_range_empty_int_range_error() {
let mut trial = Trial::new(0);
// 5..5 is empty (no valid integers)
let result = trial.suggest_range("n", 5_i64..5);
assert!(
matches!(result, Err(Error::InvalidBounds { .. })),
"empty range should return InvalidBounds error"
);
}
#[test]
fn test_suggest_range_single_value_int() {
let mut trial = Trial::new(0);
// 5..=5 has exactly one value: 5
let n = trial.suggest_range("n", 5_i64..=5).unwrap();
assert_eq!(n, 5, "single-value range should return that value");
}
#[test]
fn test_suggest_range_single_value_float() {
let mut trial = Trial::new(0);
let x = trial.suggest_range("x", 4.2..=4.2).unwrap();
assert!(
(x - 4.2).abs() < f64::EPSILON,
"single-value range should return that value"
);
}
+393
View File
@@ -0,0 +1,393 @@
//! Integration tests for the Multivariate TPE sampler.
//!
//! These tests compare the performance of `MultivariateTpeSampler` against
//! the standard `TpeSampler` on problems with and without parameter correlations.
#![allow(
clippy::cast_sign_loss,
clippy::cast_precision_loss,
clippy::cast_possible_truncation
)]
use optimizer::sampler::MultivariateTpeSampler;
use optimizer::sampler::tpe::TpeSampler;
use optimizer::{Direction, Error, Study};
// =============================================================================
// Rosenbrock function: f(x,y) = (a-x)^2 + b*(y-x^2)^2
// This is a classic benchmark with strong parameter correlation.
// Optimal: (x, y) = (a, a^2) with f(x, y) = 0
// Standard parameters: a = 1, b = 100
// The "banana-shaped" valley makes this hard for independent samplers.
// =============================================================================
/// Computes the Rosenbrock function value.
///
/// f(x, y) = (a - x)^2 + b * (y - x^2)^2
///
/// With standard parameters a = 1, b = 100:
/// - Optimal point: (1, 1)
/// - Optimal value: 0
fn rosenbrock(x: f64, y: f64) -> f64 {
let a = 1.0;
let b = 100.0;
(a - x).powi(2) + b * (y - x * x).powi(2)
}
// =============================================================================
// Test: Multivariate TPE on Rosenbrock function (correlated parameters)
// =============================================================================
#[test]
fn test_multivariate_tpe_rosenbrock_finds_good_solution() {
// Multivariate TPE should find a good solution on Rosenbrock
// because it can model the correlation between x and y
let sampler = MultivariateTpeSampler::builder()
.seed(42)
.n_startup_trials(10)
.n_ei_candidates(24)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
study
.optimize_with_sampler(100, |trial| {
let x = trial.suggest_float("x", -2.0, 2.0)?;
let y = trial.suggest_float("y", -2.0, 4.0)?;
Ok::<_, Error>(rosenbrock(x, y))
})
.expect("optimization should succeed");
let best = study.best_trial().expect("should have at least one trial");
// Multivariate TPE should find a reasonably good solution
// The global minimum is 0, but getting close is challenging
assert!(
best.value < 10.0,
"Multivariate TPE should find good Rosenbrock solution: best value {} should be < 10.0",
best.value
);
}
#[test]
fn test_independent_tpe_rosenbrock() {
// Independent TPE (standard TpeSampler) on Rosenbrock
// This establishes a baseline for comparison
let sampler = TpeSampler::builder()
.seed(42)
.n_startup_trials(10)
.n_ei_candidates(24)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
study
.optimize_with_sampler(100, |trial| {
let x = trial.suggest_float("x", -2.0, 2.0)?;
let y = trial.suggest_float("y", -2.0, 4.0)?;
Ok::<_, Error>(rosenbrock(x, y))
})
.expect("optimization should succeed");
let best = study.best_trial().expect("should have at least one trial");
// Independent TPE should still find a decent solution,
// but may not be as good as multivariate TPE on this correlated problem
assert!(
best.value < 50.0,
"Independent TPE should find reasonable Rosenbrock solution: best value {} should be < 50.0",
best.value
);
}
#[test]
fn test_multivariate_tpe_outperforms_on_correlated_problem() {
// Run multiple seeds and compare average performance
// Multivariate TPE should generally find better solutions on Rosenbrock
let n_runs = 5;
let n_trials = 80;
let mut multivariate_best_values = Vec::new();
let mut independent_best_values = Vec::new();
for seed in 0..n_runs {
// Multivariate TPE
let multivariate_sampler = MultivariateTpeSampler::builder()
.seed(seed as u64)
.n_startup_trials(10)
.n_ei_candidates(24)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, multivariate_sampler);
study
.optimize_with_sampler(n_trials, |trial| {
let x = trial.suggest_float("x", -2.0, 2.0)?;
let y = trial.suggest_float("y", -2.0, 4.0)?;
Ok::<_, Error>(rosenbrock(x, y))
})
.unwrap();
multivariate_best_values.push(study.best_trial().unwrap().value);
// Independent TPE
let independent_sampler = TpeSampler::builder()
.seed(seed as u64)
.n_startup_trials(10)
.n_ei_candidates(24)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, independent_sampler);
study
.optimize_with_sampler(n_trials, |trial| {
let x = trial.suggest_float("x", -2.0, 2.0)?;
let y = trial.suggest_float("y", -2.0, 4.0)?;
Ok::<_, Error>(rosenbrock(x, y))
})
.unwrap();
independent_best_values.push(study.best_trial().unwrap().value);
}
let multivariate_mean: f64 = multivariate_best_values.iter().sum::<f64>() / n_runs as f64;
let independent_mean: f64 = independent_best_values.iter().sum::<f64>() / n_runs as f64;
// Log results for debugging (these won't show in normal test runs,
// but are useful when running with --nocapture)
eprintln!("Multivariate TPE mean best: {multivariate_mean:.4}");
eprintln!("Independent TPE mean best: {independent_mean:.4}");
eprintln!("Multivariate best values: {multivariate_best_values:?}");
eprintln!("Independent best values: {independent_best_values:?}");
// Both methods should find reasonable solutions
assert!(
multivariate_mean < 20.0,
"Multivariate TPE mean {multivariate_mean:.4} should be < 20.0"
);
assert!(
independent_mean < 100.0,
"Independent TPE mean {independent_mean:.4} should be < 100.0"
);
}
// =============================================================================
// Independent parameter problem: f(x,y) = x^2 + y^2
// No correlation between parameters - both methods should work equally well.
// =============================================================================
/// Simple sphere function with independent parameters.
///
/// f(x, y) = x^2 + y^2
///
/// Optimal point: (0, 0)
/// Optimal value: 0
fn sphere(x: f64, y: f64) -> f64 {
x * x + y * y
}
#[test]
fn test_multivariate_tpe_independent_problem() {
// On an independent problem, multivariate TPE should still work well
let sampler = MultivariateTpeSampler::builder()
.seed(42)
.n_startup_trials(10)
.n_ei_candidates(24)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
study
.optimize_with_sampler(50, |trial| {
let x = trial.suggest_float("x", -5.0, 5.0)?;
let y = trial.suggest_float("y", -5.0, 5.0)?;
Ok::<_, Error>(sphere(x, y))
})
.expect("optimization should succeed");
let best = study.best_trial().expect("should have at least one trial");
assert!(
best.value < 5.0,
"Multivariate TPE should find good solution on sphere: best value {} should be < 5.0",
best.value
);
}
#[test]
fn test_independent_tpe_independent_problem() {
// Baseline: independent TPE on sphere function
let sampler = TpeSampler::builder()
.seed(42)
.n_startup_trials(10)
.n_ei_candidates(24)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
study
.optimize_with_sampler(50, |trial| {
let x = trial.suggest_float("x", -5.0, 5.0)?;
let y = trial.suggest_float("y", -5.0, 5.0)?;
Ok::<_, Error>(sphere(x, y))
})
.expect("optimization should succeed");
let best = study.best_trial().expect("should have at least one trial");
assert!(
best.value < 5.0,
"Independent TPE should find good solution on sphere: best value {} should be < 5.0",
best.value
);
}
#[test]
fn test_both_samplers_work_on_independent_problem() {
// Run both samplers on the independent sphere function
// and verify they both achieve similar performance
let n_runs = 5;
let n_trials = 50;
let mut multivariate_results = Vec::new();
let mut independent_results = Vec::new();
for seed in 0..n_runs {
// Multivariate TPE
let sampler = MultivariateTpeSampler::builder()
.seed(seed as u64)
.n_startup_trials(10)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
study
.optimize_with_sampler(n_trials, |trial| {
let x = trial.suggest_float("x", -5.0, 5.0)?;
let y = trial.suggest_float("y", -5.0, 5.0)?;
Ok::<_, Error>(sphere(x, y))
})
.unwrap();
multivariate_results.push(study.best_trial().unwrap().value);
// Independent TPE
let sampler = TpeSampler::builder()
.seed(seed as u64)
.n_startup_trials(10)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
study
.optimize_with_sampler(n_trials, |trial| {
let x = trial.suggest_float("x", -5.0, 5.0)?;
let y = trial.suggest_float("y", -5.0, 5.0)?;
Ok::<_, Error>(sphere(x, y))
})
.unwrap();
independent_results.push(study.best_trial().unwrap().value);
}
let multivariate_mean: f64 = multivariate_results.iter().sum::<f64>() / n_runs as f64;
let independent_mean: f64 = independent_results.iter().sum::<f64>() / n_runs as f64;
eprintln!("Sphere function results:");
eprintln!(" Multivariate TPE mean: {multivariate_mean:.4}");
eprintln!(" Independent TPE mean: {independent_mean:.4}");
// Both should find good solutions on this simple problem
assert!(
multivariate_mean < 5.0,
"Multivariate TPE mean {multivariate_mean:.4} should be < 5.0 on sphere"
);
assert!(
independent_mean < 5.0,
"Independent TPE mean {independent_mean:.4} should be < 5.0 on sphere"
);
}
// =============================================================================
// Test: Multivariate TPE with group decomposition
// =============================================================================
#[test]
fn test_multivariate_tpe_with_group_decomposition() {
// Test that group decomposition works correctly
let sampler = MultivariateTpeSampler::builder()
.seed(42)
.n_startup_trials(10)
.group(true) // Enable group decomposition
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
study
.optimize_with_sampler(50, |trial| {
let x = trial.suggest_float("x", -5.0, 5.0)?;
let y = trial.suggest_float("y", -5.0, 5.0)?;
Ok::<_, Error>(sphere(x, y))
})
.expect("optimization should succeed");
let best = study.best_trial().expect("should have at least one trial");
assert!(
best.value < 10.0,
"Multivariate TPE with groups should find good solution: best value {} should be < 10.0",
best.value
);
}
// =============================================================================
// Test: Multivariate TPE with mixed parameter types
// =============================================================================
#[test]
fn test_multivariate_tpe_mixed_parameter_types() {
// Test with float, int, and categorical parameters
let sampler = MultivariateTpeSampler::builder()
.seed(42)
.n_startup_trials(10)
.build()
.unwrap();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
study
.optimize_with_sampler(50, |trial| {
let x = trial.suggest_float("x", -5.0, 5.0)?;
let n = trial.suggest_int("n", 1, 10)?;
let mode = trial.suggest_categorical("mode", &["a", "b", "c"])?;
// Objective depends on all parameters
let mode_factor = match mode {
"a" => 1.0,
"b" => 0.5,
"c" => 2.0,
_ => unreachable!(),
};
Ok::<_, Error>(x * x + (n as f64 - 5.0).powi(2) * mode_factor)
})
.expect("optimization should succeed");
let best = study.best_trial().expect("should have at least one trial");
// Should find a reasonable solution
assert!(
best.value < 25.0,
"Multivariate TPE should handle mixed types: best value {} should be < 25.0",
best.value
);
}
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[default.extend-words]
Tpe = "Tpe"