Compare commits
12 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| 762f1b3cde | |||
| b3534b3a3b | |||
| 9944e69920 | |||
| e8e446fb0e | |||
| b482d56e89 | |||
| 90bf73a39f | |||
| 473b973408 | |||
| d8ef4352c3 | |||
| eb57519506 | |||
| cb5ecf33f0 | |||
| 3898136341 | |||
| 6a8a938b6e |
@@ -6,6 +6,9 @@ on:
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pull_request:
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pull_request:
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branches: [main, master]
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branches: [main, master]
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||||||
|
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||||||
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permissions:
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||||||
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contents: read
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||||||
|
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env:
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env:
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CARGO_TERM_COLOR: always
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CARGO_TERM_COLOR: always
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|
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@@ -275,7 +278,14 @@ jobs:
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fi
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fi
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||||||
|
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- name: Publish
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- name: Publish
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if: steps.check.outputs.skip == 'false' && github.ref == 'refs/heads/master'
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if: steps.check.outputs.skip == 'false'
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run: cargo publish
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run: |
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cargo publish --allow-dirty 2>&1 | tee publish_output.txt || {
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if grep -q "already uploaded" publish_output.txt; then
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|
echo "Version already published, skipping"
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|
exit 0
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|
fi
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exit 1
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}
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env:
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env:
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CARGO_REGISTRY_TOKEN: ${{ secrets.CARGO_REGISTRY_TOKEN }}
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CARGO_REGISTRY_TOKEN: ${{ secrets.CARGO_REGISTRY_TOKEN }}
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|||||||
@@ -5,6 +5,9 @@ on:
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- cron: "0 6 * * *" # Daily at 6:00 UTC
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- cron: "0 6 * * *" # Daily at 6:00 UTC
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workflow_dispatch: # Allow manual trigger
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workflow_dispatch: # Allow manual trigger
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||||||
|
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||||||
|
permissions:
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||||||
|
contents: read
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||||||
|
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env:
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env:
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CARGO_TERM_COLOR: always
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CARGO_TERM_COLOR: always
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||||||
|
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+5
-2
@@ -1,13 +1,16 @@
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[package]
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[package]
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name = "optimizer"
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name = "optimizer"
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version = "0.2.0"
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version = "0.3.1"
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edition = "2024"
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edition = "2024"
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rust-version = "1.88"
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rust-version = "1.88"
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license = "MIT"
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license = "MIT"
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authors = ["Manuel Raimann <raimannma@outlook.de"]
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authors = ["Manuel Raimann <raimannma@outlook.de"]
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description = "A Rust library for optimization algorithms."
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description = "A Rust library for optimization algorithms."
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repository = "https://github.com/raimannma/rust-optimizer"
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repository = "https://github.com/raimannma/rust-optimizer"
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documentation = "https://docs.rs/optimizer"
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keywords = ["optimization", "hyperparameter", "tpe", "grid-search", "bayesian"]
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categories = ["algorithm", "science", "data-structures"]
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readme = "README.md"
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|
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[dependencies]
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[dependencies]
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rand = "0.9"
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rand = "0.9"
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@@ -1,6 +1,6 @@
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# optimizer
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# optimizer
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A Rust library for black-box optimization using Tree-Parzen Estimator (TPE).
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A Rust library for black-box optimization with multiple sampling strategies.
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|
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[](https://docs.rs/optimizer)
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[](https://docs.rs/optimizer)
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[](https://crates.io/crates/optimizer)
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[](https://crates.io/crates/optimizer)
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@@ -9,6 +9,10 @@ A Rust library for black-box optimization using Tree-Parzen Estimator (TPE).
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## Features
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## Features
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|
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- Optuna-like API for hyperparameter optimization
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- Optuna-like API for hyperparameter optimization
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|
- Multiple sampling strategies:
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|
- **Random Search** - Simple random sampling for baseline comparisons
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|
- **TPE (Tree-Parzen Estimator)** - Bayesian optimization for efficient search
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|
- **Grid Search** - Exhaustive search over a specified parameter grid
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- Float, integer, and categorical parameter types
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- Float, integer, and categorical parameter types
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- Log-scale and stepped parameter sampling
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- Log-scale and stepped parameter sampling
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- Sync and async optimization with parallel trial evaluation
|
- Sync and async optimization with parallel trial evaluation
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@@ -16,15 +20,16 @@ A Rust library for black-box optimization using Tree-Parzen Estimator (TPE).
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## Quick Start
|
## Quick Start
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|
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```rust
|
```rust
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use optimizer::{Direction, Study, TpeSampler};
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use optimizer::{Direction, Study};
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use optimizer::sampler::tpe::TpeSampler;
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|
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let sampler = TpeSampler::builder().seed(42).build();
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let sampler = TpeSampler::builder().seed(42).build().unwrap();
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let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
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|
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study
|
study
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.optimize_with_sampler(20, |trial| {
|
.optimize_with_sampler(20, |trial| {
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let x = trial.suggest_float("x", -10.0, 10.0)?;
|
let x = trial.suggest_float("x", -10.0, 10.0)?;
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Ok::<_, optimizer::TpeError>(x * x)
|
Ok::<_, optimizer::Error>(x * x)
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})
|
})
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.unwrap();
|
.unwrap();
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|
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@@ -32,6 +37,50 @@ let best = study.best_trial().unwrap();
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println!("Best value: {} at x={:?}", best.value, best.params);
|
println!("Best value: {} at x={:?}", best.value, best.params);
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```
|
```
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|
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|
## Samplers
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||||||
|
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|
### Random Search
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|
|
||||||
|
```rust
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|
use optimizer::{Direction, Study};
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|
use optimizer::sampler::random::RandomSampler;
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|
|
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|
let study: Study<f64> = Study::with_sampler(
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|
Direction::Minimize,
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|
RandomSampler::with_seed(42),
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|
);
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||||||
|
```
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||||||
|
|
||||||
|
### TPE (Tree-Parzen Estimator)
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||||||
|
|
||||||
|
```rust
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||||||
|
use optimizer::{Direction, Study};
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|
use optimizer::sampler::tpe::TpeSampler;
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||||||
|
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||||||
|
let sampler = TpeSampler::builder()
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|
.gamma(0.15) // Quantile for good/bad split
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|
.n_startup_trials(20) // Random trials before TPE kicks in
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|
.n_ei_candidates(32) // Candidates to evaluate
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||||||
|
.seed(42)
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|
.build()
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|
.unwrap();
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||||||
|
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||||||
|
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
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|
```
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|
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|
### Grid Search
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||||||
|
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||||||
|
```rust
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|
use optimizer::{Direction, Study};
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|
use optimizer::sampler::grid::GridSearchSampler;
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|
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|
let sampler = GridSearchSampler::builder()
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|
.n_points_per_param(10) // Number of points per parameter dimension
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|
.build();
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|
|
||||||
|
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
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||||||
|
```
|
||||||
|
|
||||||
## Feature Flags
|
## Feature Flags
|
||||||
|
|
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- `async` - Enable async optimization methods (requires tokio)
|
- `async` - Enable async optimization methods (requires tokio)
|
||||||
|
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+24
-9
@@ -1,10 +1,5 @@
|
|||||||
//! Error types for the optimizer library.
|
#[derive(Debug, thiserror::Error)]
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||||||
|
pub enum Error {
|
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use thiserror::Error;
|
|
||||||
|
|
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/// The error type for TPE operations.
|
|
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#[derive(Debug, Error)]
|
|
||||||
pub enum TpeError {
|
|
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/// Returned when the lower bound is greater than the upper bound.
|
/// Returned when the lower bound is greater than the upper bound.
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#[error("invalid bounds: low ({low}) must be less than or equal to high ({high})")]
|
#[error("invalid bounds: low ({low}) must be less than or equal to high ({high})")]
|
||||||
InvalidBounds {
|
InvalidBounds {
|
||||||
@@ -38,7 +33,27 @@ pub enum TpeError {
|
|||||||
/// Returned when requesting the best trial but no trials have completed.
|
/// Returned when requesting the best trial but no trials have completed.
|
||||||
#[error("no completed trials available")]
|
#[error("no completed trials available")]
|
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NoCompletedTrials,
|
NoCompletedTrials,
|
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|
|
||||||
|
/// Returned when gamma is not in the valid range (0.0, 1.0).
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|
#[error("invalid gamma: {0} must be in (0.0, 1.0)")]
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|
InvalidGamma(f64),
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|
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|
/// Returned when bandwidth is not positive.
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|
#[error("invalid bandwidth: {0} must be positive")]
|
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|
InvalidBandwidth(f64),
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||||||
|
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|
/// Returned when KDE is created with empty samples.
|
||||||
|
#[error("KDE requires at least one sample")]
|
||||||
|
EmptySamples,
|
||||||
|
|
||||||
|
/// 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> = core::result::Result<T, Error>;
|
||||||
pub type Result<T> = std::result::Result<T, TpeError>;
|
|
||||||
|
|||||||
+46
-34
@@ -5,6 +5,8 @@
|
|||||||
|
|
||||||
use rand::Rng;
|
use rand::Rng;
|
||||||
|
|
||||||
|
use crate::error::{Error, Result};
|
||||||
|
|
||||||
/// A Gaussian kernel density estimator for continuous distributions.
|
/// A Gaussian kernel density estimator for continuous distributions.
|
||||||
///
|
///
|
||||||
/// KDE estimates a probability density function from a set of samples by
|
/// 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);
|
/// let sample = kde.sample(&mut rng);
|
||||||
/// ```
|
/// ```
|
||||||
#[derive(Clone, Debug)]
|
#[derive(Clone, Debug)]
|
||||||
pub struct KernelDensityEstimator {
|
pub(crate) struct KernelDensityEstimator {
|
||||||
/// The sample points used to construct the KDE.
|
/// The sample points used to construct the KDE.
|
||||||
samples: Vec<f64>,
|
samples: Vec<f64>,
|
||||||
/// The bandwidth (standard deviation) of the Gaussian kernels.
|
/// The bandwidth (standard deviation) of the Gaussian kernels.
|
||||||
@@ -38,37 +40,45 @@ pub struct KernelDensityEstimator {
|
|||||||
impl KernelDensityEstimator {
|
impl KernelDensityEstimator {
|
||||||
/// Creates a new KDE with automatic bandwidth selection using Scott's rule.
|
/// 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.
|
/// for unimodal distributions close to normal.
|
||||||
///
|
///
|
||||||
/// # Panics
|
/// # Errors
|
||||||
///
|
///
|
||||||
/// Panics if `samples` is empty.
|
/// Returns `Error::EmptySamples` if `samples` is empty.
|
||||||
pub fn new(samples: Vec<f64>) -> Self {
|
pub(crate) fn new(samples: Vec<f64>) -> Result<Self> {
|
||||||
assert!(!samples.is_empty(), "KDE requires at least one sample");
|
if samples.is_empty() {
|
||||||
|
return Err(Error::EmptySamples);
|
||||||
|
}
|
||||||
|
|
||||||
let bandwidth = Self::scotts_rule(&samples);
|
let bandwidth = Self::scotts_rule(&samples);
|
||||||
Self { samples, bandwidth }
|
Ok(Self { samples, bandwidth })
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Creates a new KDE with a specified bandwidth.
|
/// Creates a new KDE with a specified bandwidth.
|
||||||
///
|
///
|
||||||
/// Use this when you want explicit control over the smoothing parameter.
|
/// Use this when you want explicit control over the smoothing parameter.
|
||||||
///
|
///
|
||||||
/// # Panics
|
/// # Errors
|
||||||
///
|
///
|
||||||
/// Panics if `samples` is empty or `bandwidth` is not positive.
|
/// Returns `Error::EmptySamples` if `samples` is empty.
|
||||||
pub(crate) fn with_bandwidth(samples: Vec<f64>, bandwidth: f64) -> Self {
|
/// Returns `Error::InvalidBandwidth` if `bandwidth` is not positive.
|
||||||
assert!(!samples.is_empty(), "KDE requires at least one sample");
|
pub(crate) fn with_bandwidth(samples: Vec<f64>, bandwidth: f64) -> Result<Self> {
|
||||||
assert!(bandwidth > 0.0, "Bandwidth must be positive");
|
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.
|
/// Computes bandwidth using Scott's rule.
|
||||||
///
|
///
|
||||||
/// Scott's rule: h = n^(-1/5) * sigma
|
/// Scott's rule: h = n^(-1/5) * sigma
|
||||||
/// where sigma is the sample standard deviation.
|
/// where sigma is the sample standard deviation.
|
||||||
|
#[allow(clippy::cast_precision_loss)]
|
||||||
fn scotts_rule(samples: &[f64]) -> f64 {
|
fn scotts_rule(samples: &[f64]) -> f64 {
|
||||||
let n = samples.len() as f64;
|
let n = samples.len() as f64;
|
||||||
let std_dev = Self::sample_std_dev(samples);
|
let std_dev = Self::sample_std_dev(samples);
|
||||||
@@ -83,6 +93,7 @@ impl KernelDensityEstimator {
|
|||||||
}
|
}
|
||||||
|
|
||||||
/// Computes the sample standard deviation.
|
/// Computes the sample standard deviation.
|
||||||
|
#[allow(clippy::cast_precision_loss)]
|
||||||
fn sample_std_dev(samples: &[f64]) -> f64 {
|
fn sample_std_dev(samples: &[f64]) -> f64 {
|
||||||
let n = samples.len() as f64;
|
let n = samples.len() as f64;
|
||||||
let mean = samples.iter().sum::<f64>() / n;
|
let mean = samples.iter().sum::<f64>() / n;
|
||||||
@@ -95,13 +106,14 @@ impl KernelDensityEstimator {
|
|||||||
/// The density is computed as the average of Gaussian kernels centered
|
/// The density is computed as the average of Gaussian kernels centered
|
||||||
/// at each sample point:
|
/// 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.
|
/// 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 n = self.samples.len() as f64;
|
||||||
let inv_bandwidth = 1.0 / self.bandwidth;
|
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
|
let density: f64 = self
|
||||||
.samples
|
.samples
|
||||||
@@ -120,7 +132,7 @@ impl KernelDensityEstimator {
|
|||||||
/// Sampling works by:
|
/// Sampling works by:
|
||||||
/// 1. Uniformly selecting one of the kernel centers (samples)
|
/// 1. Uniformly selecting one of the kernel centers (samples)
|
||||||
/// 2. Adding Gaussian noise with the bandwidth as standard deviation
|
/// 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
|
// Select a random sample to center the kernel on
|
||||||
let idx = rng.random_range(0..self.samples.len());
|
let idx = rng.random_range(0..self.samples.len());
|
||||||
let center = self.samples[idx];
|
let center = self.samples[idx];
|
||||||
@@ -130,7 +142,7 @@ impl KernelDensityEstimator {
|
|||||||
let u1: f64 = rng.random();
|
let u1: f64 = rng.random();
|
||||||
let u2: 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
|
center + z * self.bandwidth
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -148,7 +160,7 @@ mod tests {
|
|||||||
#[test]
|
#[test]
|
||||||
fn test_kde_pdf_basic() {
|
fn test_kde_pdf_basic() {
|
||||||
let samples = vec![0.0, 1.0, 2.0];
|
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
|
// Density should be positive everywhere
|
||||||
assert!(kde.pdf(0.0) > 0.0);
|
assert!(kde.pdf(0.0) > 0.0);
|
||||||
@@ -164,17 +176,17 @@ mod tests {
|
|||||||
#[test]
|
#[test]
|
||||||
fn test_kde_pdf_integrates_to_one() {
|
fn test_kde_pdf_integrates_to_one() {
|
||||||
let samples = vec![0.0, 1.0, 2.0, 3.0, 4.0];
|
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
|
// Numerical integration over a wide range
|
||||||
let n_points = 10000;
|
let n_points = 10000;
|
||||||
let low = -10.0;
|
let low = -10.0;
|
||||||
let high = 15.0;
|
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)
|
let integral: f64 = (0..n_points)
|
||||||
.map(|i| {
|
.map(|i| {
|
||||||
let x = low + (i as f64 + 0.5) * dx;
|
let x = low + (f64::from(i) + 0.5) * dx;
|
||||||
kde.pdf(x) * dx
|
kde.pdf(x) * dx
|
||||||
})
|
})
|
||||||
.sum();
|
.sum();
|
||||||
@@ -189,16 +201,16 @@ mod tests {
|
|||||||
#[test]
|
#[test]
|
||||||
fn test_kde_with_bandwidth() {
|
fn test_kde_with_bandwidth() {
|
||||||
let samples = vec![0.0, 1.0, 2.0];
|
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);
|
assert!(kde.pdf(1.0) > 0.0);
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn test_kde_sample_in_reasonable_range() {
|
fn test_kde_sample_in_reasonable_range() {
|
||||||
let samples = vec![0.0, 1.0, 2.0, 3.0, 4.0];
|
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();
|
let mut rng = rand::rng();
|
||||||
|
|
||||||
// Samples should generally be in a reasonable range around the data
|
// Samples should generally be in a reasonable range around the data
|
||||||
@@ -213,7 +225,7 @@ mod tests {
|
|||||||
#[test]
|
#[test]
|
||||||
fn test_kde_single_sample() {
|
fn test_kde_single_sample() {
|
||||||
let samples = vec![5.0];
|
let samples = vec![5.0];
|
||||||
let kde = KernelDensityEstimator::new(samples);
|
let kde = KernelDensityEstimator::new(samples).unwrap();
|
||||||
|
|
||||||
// Should have positive density near the sample
|
// Should have positive density near the sample
|
||||||
assert!(kde.pdf(5.0) > 0.0);
|
assert!(kde.pdf(5.0) > 0.0);
|
||||||
@@ -223,7 +235,7 @@ mod tests {
|
|||||||
#[test]
|
#[test]
|
||||||
fn test_kde_identical_samples() {
|
fn test_kde_identical_samples() {
|
||||||
let samples = vec![3.0, 3.0, 3.0, 3.0];
|
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
|
// Should handle degenerate case with identical samples
|
||||||
assert!(kde.bandwidth() > 0.0);
|
assert!(kde.bandwidth() > 0.0);
|
||||||
@@ -233,7 +245,7 @@ mod tests {
|
|||||||
#[test]
|
#[test]
|
||||||
fn test_scotts_rule_bandwidth() {
|
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 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
|
// n = 10, n^(-1/5) ≈ 0.631
|
||||||
// std_dev ≈ 2.87
|
// std_dev ≈ 2.87
|
||||||
@@ -246,23 +258,23 @@ mod tests {
|
|||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
#[should_panic(expected = "KDE requires at least one sample")]
|
|
||||||
fn test_kde_empty_samples() {
|
fn test_kde_empty_samples() {
|
||||||
let samples: Vec<f64> = vec![];
|
let samples: Vec<f64> = vec![];
|
||||||
KernelDensityEstimator::new(samples);
|
let result = KernelDensityEstimator::new(samples);
|
||||||
|
assert!(matches!(result, Err(Error::EmptySamples)));
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
#[should_panic(expected = "Bandwidth must be positive")]
|
|
||||||
fn test_kde_zero_bandwidth() {
|
fn test_kde_zero_bandwidth() {
|
||||||
let samples = vec![1.0, 2.0, 3.0];
|
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]
|
#[test]
|
||||||
#[should_panic(expected = "Bandwidth must be positive")]
|
|
||||||
fn test_kde_negative_bandwidth() {
|
fn test_kde_negative_bandwidth() {
|
||||||
let samples = vec![1.0, 2.0, 3.0];
|
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
-14
@@ -1,7 +1,24 @@
|
|||||||
//! 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
|
//! 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
|
//! - Float, integer, and categorical parameter types
|
||||||
//! - Log-scale and stepped parameter sampling
|
//! - Log-scale and stepped parameter sampling
|
||||||
@@ -11,17 +28,18 @@
|
|||||||
//! # Quick Start
|
//! # Quick Start
|
||||||
//!
|
//!
|
||||||
//! ```
|
//! ```
|
||||||
//! use optimizer::{Direction, Study, TpeSampler};
|
//! use optimizer::sampler::tpe::TpeSampler;
|
||||||
|
//! use optimizer::{Direction, Study};
|
||||||
//!
|
//!
|
||||||
//! // Create a study with TPE sampler
|
//! // 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);
|
//! let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||||
//!
|
//!
|
||||||
//! // Optimize x^2 for 20 trials
|
//! // Optimize x^2 for 20 trials
|
||||||
//! study
|
//! study
|
||||||
//! .optimize_with_sampler(20, |trial| {
|
//! .optimize_with_sampler(20, |trial| {
|
||||||
//! let x = trial.suggest_float("x", -10.0, 10.0)?;
|
//! let x = trial.suggest_float("x", -10.0, 10.0)?;
|
||||||
//! Ok::<_, optimizer::TpeError>(x * x)
|
//! Ok::<_, optimizer::Error>(x * x)
|
||||||
//! })
|
//! })
|
||||||
//! .unwrap();
|
//! .unwrap();
|
||||||
//!
|
//!
|
||||||
@@ -35,7 +53,9 @@
|
|||||||
//! A [`Study`] manages optimization trials. Create one with an optimization direction:
|
//! 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
|
//! // Minimize with default random sampler
|
||||||
//! let study: Study<f64> = Study::new(Direction::Minimize);
|
//! let study: Study<f64> = Study::new(Direction::Minimize);
|
||||||
@@ -72,24 +92,53 @@
|
|||||||
//! let optimizer = trial.suggest_categorical("optimizer", &["sgd", "adam", "rmsprop"])?;
|
//! let optimizer = trial.suggest_categorical("optimizer", &["sgd", "adam", "rmsprop"])?;
|
||||||
//!
|
//!
|
||||||
//! // Return objective value
|
//! // Return objective value
|
||||||
//! Ok::<_, optimizer::TpeError>(x * n as f64)
|
//! Ok::<_, optimizer::Error>(x * n as f64)
|
||||||
//! })
|
//! })
|
||||||
//! .unwrap();
|
//! .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()
|
//! let sampler = TpeSampler::builder()
|
||||||
//! .gamma(0.15) // Quantile for good/bad split
|
//! .gamma(0.15) // Quantile for good/bad split
|
||||||
//! .n_startup_trials(20) // Random trials before TPE
|
//! .n_startup_trials(20) // Random trials before TPE
|
||||||
//! .n_ei_candidates(32) // Candidates to evaluate
|
//! .n_ei_candidates(32) // Candidates to evaluate
|
||||||
//! .seed(42) // Reproducibility
|
//! .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();
|
//! .build();
|
||||||
|
//!
|
||||||
|
//! let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||||
//! ```
|
//! ```
|
||||||
//!
|
//!
|
||||||
//! # Async and Parallel Optimization
|
//! # Async and Parallel Optimization
|
||||||
@@ -120,13 +169,13 @@ mod distribution;
|
|||||||
mod error;
|
mod error;
|
||||||
mod kde;
|
mod kde;
|
||||||
mod param;
|
mod param;
|
||||||
mod sampler;
|
pub mod sampler;
|
||||||
mod study;
|
mod study;
|
||||||
mod trial;
|
mod trial;
|
||||||
mod types;
|
mod types;
|
||||||
|
|
||||||
pub use error::{Result, TpeError};
|
pub use error::{Error, Result};
|
||||||
pub use sampler::{CompletedTrial, RandomSampler, Sampler, TpeSampler, TpeSamplerBuilder};
|
pub use param::ParamValue;
|
||||||
pub use study::Study;
|
pub use study::Study;
|
||||||
pub use trial::Trial;
|
pub use trial::{SuggestableRange, Trial};
|
||||||
pub use types::{Direction, TrialState};
|
pub use types::{Direction, TrialState};
|
||||||
|
|||||||
+1157
File diff suppressed because it is too large
Load Diff
+2
-4
@@ -1,13 +1,11 @@
|
|||||||
//! Sampler trait and implementations for parameter sampling.
|
//! Sampler trait and implementations for parameter sampling.
|
||||||
|
|
||||||
mod random;
|
pub mod grid;
|
||||||
|
pub mod random;
|
||||||
pub mod tpe;
|
pub mod tpe;
|
||||||
|
|
||||||
use std::collections::HashMap;
|
use std::collections::HashMap;
|
||||||
|
|
||||||
pub use random::RandomSampler;
|
|
||||||
pub use tpe::{TpeSampler, TpeSamplerBuilder};
|
|
||||||
|
|
||||||
use crate::distribution::Distribution;
|
use crate::distribution::Distribution;
|
||||||
use crate::param::ParamValue;
|
use crate::param::ParamValue;
|
||||||
|
|
||||||
|
|||||||
@@ -17,7 +17,7 @@ use crate::sampler::{CompletedTrial, Sampler};
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::RandomSampler;
|
/// use optimizer::sampler::random::RandomSampler;
|
||||||
///
|
///
|
||||||
/// // Create with default RNG
|
/// // Create with default RNG
|
||||||
/// let sampler = RandomSampler::new();
|
/// let sampler = RandomSampler::new();
|
||||||
@@ -31,6 +31,7 @@ pub struct RandomSampler {
|
|||||||
|
|
||||||
impl RandomSampler {
|
impl RandomSampler {
|
||||||
/// Creates a new random sampler with a default random seed.
|
/// Creates a new random sampler with a default random seed.
|
||||||
|
#[must_use]
|
||||||
pub fn new() -> Self {
|
pub fn new() -> Self {
|
||||||
Self {
|
Self {
|
||||||
rng: Mutex::new(StdRng::from_os_rng()),
|
rng: Mutex::new(StdRng::from_os_rng()),
|
||||||
@@ -40,6 +41,7 @@ impl RandomSampler {
|
|||||||
/// Creates a new random sampler with a fixed seed for reproducibility.
|
/// Creates a new random sampler with a fixed seed for reproducibility.
|
||||||
///
|
///
|
||||||
/// Using the same seed will produce the same sequence of sampled values.
|
/// Using the same seed will produce the same sequence of sampled values.
|
||||||
|
#[must_use]
|
||||||
pub fn with_seed(seed: u64) -> Self {
|
pub fn with_seed(seed: u64) -> Self {
|
||||||
Self {
|
Self {
|
||||||
rng: Mutex::new(StdRng::seed_from_u64(seed)),
|
rng: Mutex::new(StdRng::seed_from_u64(seed)),
|
||||||
@@ -54,6 +56,7 @@ impl Default for RandomSampler {
|
|||||||
}
|
}
|
||||||
|
|
||||||
impl Sampler for RandomSampler {
|
impl Sampler for RandomSampler {
|
||||||
|
#[allow(clippy::cast_possible_truncation, clippy::cast_precision_loss)]
|
||||||
fn sample(
|
fn sample(
|
||||||
&self,
|
&self,
|
||||||
distribution: &Distribution,
|
distribution: &Distribution,
|
||||||
@@ -110,6 +113,7 @@ impl Sampler for RandomSampler {
|
|||||||
}
|
}
|
||||||
|
|
||||||
#[cfg(test)]
|
#[cfg(test)]
|
||||||
|
#[allow(clippy::cast_possible_truncation, clippy::cast_precision_loss)]
|
||||||
mod tests {
|
mod tests {
|
||||||
use super::*;
|
use super::*;
|
||||||
use crate::distribution::{CategoricalDistribution, FloatDistribution, IntDistribution};
|
use crate::distribution::{CategoricalDistribution, FloatDistribution, IntDistribution};
|
||||||
|
|||||||
+148
-99
@@ -9,6 +9,7 @@ use rand::rngs::StdRng;
|
|||||||
use rand::{Rng, SeedableRng};
|
use rand::{Rng, SeedableRng};
|
||||||
|
|
||||||
use crate::distribution::Distribution;
|
use crate::distribution::Distribution;
|
||||||
|
use crate::error::{Error, Result};
|
||||||
use crate::kde::KernelDensityEstimator;
|
use crate::kde::KernelDensityEstimator;
|
||||||
use crate::param::ParamValue;
|
use crate::param::ParamValue;
|
||||||
use crate::sampler::{CompletedTrial, Sampler};
|
use crate::sampler::{CompletedTrial, Sampler};
|
||||||
@@ -27,7 +28,7 @@ use crate::sampler::{CompletedTrial, Sampler};
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::TpeSampler;
|
/// use optimizer::sampler::tpe::TpeSampler;
|
||||||
///
|
///
|
||||||
/// // Create with default settings
|
/// // Create with default settings
|
||||||
/// let sampler = TpeSampler::new();
|
/// let sampler = TpeSampler::new();
|
||||||
@@ -38,7 +39,8 @@ use crate::sampler::{CompletedTrial, Sampler};
|
|||||||
/// .n_startup_trials(20)
|
/// .n_startup_trials(20)
|
||||||
/// .n_ei_candidates(32)
|
/// .n_ei_candidates(32)
|
||||||
/// .seed(42)
|
/// .seed(42)
|
||||||
/// .build();
|
/// .build()
|
||||||
|
/// .unwrap();
|
||||||
/// ```
|
/// ```
|
||||||
pub struct TpeSampler {
|
pub struct TpeSampler {
|
||||||
/// Fraction of trials to consider as "good" (gamma quantile).
|
/// Fraction of trials to consider as "good" (gamma quantile).
|
||||||
@@ -58,9 +60,10 @@ impl TpeSampler {
|
|||||||
///
|
///
|
||||||
/// Default settings:
|
/// Default settings:
|
||||||
/// - gamma: 0.25 (top 25% of trials are considered "good")
|
/// - gamma: 0.25 (top 25% of trials are considered "good")
|
||||||
/// - n_startup_trials: 10 (random sampling for first 10 trials)
|
/// - `n_startup_trials`: 10 (random sampling for first 10 trials)
|
||||||
/// - n_ei_candidates: 24 (evaluate 24 candidates per sample)
|
/// - `n_ei_candidates`: 24 (evaluate 24 candidates per sample)
|
||||||
/// - kde_bandwidth: None (uses Scott's rule for automatic bandwidth)
|
/// - `kde_bandwidth`: None (uses Scott's rule for automatic bandwidth)
|
||||||
|
#[must_use]
|
||||||
pub fn new() -> Self {
|
pub fn new() -> Self {
|
||||||
Self {
|
Self {
|
||||||
gamma: 0.25,
|
gamma: 0.25,
|
||||||
@@ -76,15 +79,17 @@ impl TpeSampler {
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::TpeSampler;
|
/// use optimizer::sampler::tpe::TpeSampler;
|
||||||
///
|
///
|
||||||
/// let sampler = TpeSampler::builder()
|
/// let sampler = TpeSampler::builder()
|
||||||
/// .gamma(0.15)
|
/// .gamma(0.15)
|
||||||
/// .n_startup_trials(20)
|
/// .n_startup_trials(20)
|
||||||
/// .n_ei_candidates(32)
|
/// .n_ei_candidates(32)
|
||||||
/// .seed(42)
|
/// .seed(42)
|
||||||
/// .build();
|
/// .build()
|
||||||
|
/// .unwrap();
|
||||||
/// ```
|
/// ```
|
||||||
|
#[must_use]
|
||||||
pub fn builder() -> TpeSamplerBuilder {
|
pub fn builder() -> TpeSamplerBuilder {
|
||||||
TpeSamplerBuilder::new()
|
TpeSamplerBuilder::new()
|
||||||
}
|
}
|
||||||
@@ -99,22 +104,24 @@ impl TpeSampler {
|
|||||||
/// * `kde_bandwidth` - Optional fixed bandwidth for KDE. If None, uses Scott's rule.
|
/// * `kde_bandwidth` - Optional fixed bandwidth for KDE. If None, uses Scott's rule.
|
||||||
/// * `seed` - Optional seed for reproducibility.
|
/// * `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(
|
pub fn with_config(
|
||||||
gamma: f64,
|
gamma: f64,
|
||||||
n_startup_trials: usize,
|
n_startup_trials: usize,
|
||||||
n_ei_candidates: usize,
|
n_ei_candidates: usize,
|
||||||
kde_bandwidth: Option<f64>,
|
kde_bandwidth: Option<f64>,
|
||||||
seed: Option<u64>,
|
seed: Option<u64>,
|
||||||
) -> Self {
|
) -> Result<Self> {
|
||||||
assert!(
|
if gamma <= 0.0 || gamma >= 1.0 {
|
||||||
gamma > 0.0 && gamma < 1.0,
|
return Err(Error::InvalidGamma(gamma));
|
||||||
"gamma must be in (0.0, 1.0), got {gamma}"
|
}
|
||||||
);
|
if let Some(bw) = kde_bandwidth
|
||||||
if let Some(bw) = kde_bandwidth {
|
&& bw <= 0.0
|
||||||
assert!(bw > 0.0, "kde_bandwidth must be positive, got {bw}");
|
{
|
||||||
|
return Err(Error::InvalidBandwidth(bw));
|
||||||
}
|
}
|
||||||
|
|
||||||
let rng = match seed {
|
let rng = match seed {
|
||||||
@@ -122,19 +129,24 @@ impl TpeSampler {
|
|||||||
None => StdRng::from_os_rng(),
|
None => StdRng::from_os_rng(),
|
||||||
};
|
};
|
||||||
|
|
||||||
Self {
|
Ok(Self {
|
||||||
gamma,
|
gamma,
|
||||||
n_startup_trials,
|
n_startup_trials,
|
||||||
n_ei_candidates,
|
n_ei_candidates,
|
||||||
kde_bandwidth,
|
kde_bandwidth,
|
||||||
rng: Mutex::new(rng),
|
rng: Mutex::new(rng),
|
||||||
}
|
})
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Splits trials into good and bad groups based on the gamma quantile.
|
/// Splits trials into good and bad groups based on the gamma quantile.
|
||||||
///
|
///
|
||||||
/// Returns (good_trials, bad_trials) where good_trials contains trials
|
/// Returns (`good_trials`, `bad_trials`) where `good_trials` contains trials
|
||||||
/// with values below the gamma quantile (for minimization).
|
/// 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>(
|
fn split_trials<'a>(
|
||||||
&self,
|
&self,
|
||||||
history: &'a [CompletedTrial],
|
history: &'a [CompletedTrial],
|
||||||
@@ -149,7 +161,7 @@ impl TpeSampler {
|
|||||||
history[a]
|
history[a]
|
||||||
.value
|
.value
|
||||||
.partial_cmp(&history[b].value)
|
.partial_cmp(&history[b].value)
|
||||||
.unwrap_or(std::cmp::Ordering::Equal)
|
.unwrap_or(core::cmp::Ordering::Equal)
|
||||||
});
|
});
|
||||||
|
|
||||||
// Calculate the split point (gamma quantile)
|
// Calculate the split point (gamma quantile)
|
||||||
@@ -171,6 +183,11 @@ impl TpeSampler {
|
|||||||
}
|
}
|
||||||
|
|
||||||
/// Samples uniformly from a distribution (used during startup phase).
|
/// 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 {
|
fn sample_uniform(&self, distribution: &Distribution, rng: &mut StdRng) -> ParamValue {
|
||||||
match distribution {
|
match distribution {
|
||||||
Distribution::Float(d) => {
|
Distribution::Float(d) => {
|
||||||
@@ -241,6 +258,11 @@ impl TpeSampler {
|
|||||||
None => KernelDensityEstimator::new(bad_internal),
|
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
|
// 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_candidate = internal_low;
|
||||||
let mut best_ratio = f64::NEG_INFINITY;
|
let mut best_ratio = f64::NEG_INFINITY;
|
||||||
@@ -289,15 +311,19 @@ impl TpeSampler {
|
|||||||
}
|
}
|
||||||
|
|
||||||
/// Samples using TPE for integer distributions.
|
/// 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(
|
fn sample_tpe_int(
|
||||||
&self,
|
&self,
|
||||||
low: i64,
|
low: i64,
|
||||||
high: i64,
|
high: i64,
|
||||||
log_scale: bool,
|
log_scale: bool,
|
||||||
step: Option<i64>,
|
step: Option<i64>,
|
||||||
good_values: Vec<i64>,
|
good_values: &[i64],
|
||||||
bad_values: Vec<i64>,
|
bad_values: &[i64],
|
||||||
rng: &mut StdRng,
|
rng: &mut StdRng,
|
||||||
) -> i64 {
|
) -> i64 {
|
||||||
// Convert to floats for KDE
|
// Convert to floats for KDE
|
||||||
@@ -331,23 +357,24 @@ impl TpeSampler {
|
|||||||
}
|
}
|
||||||
|
|
||||||
/// Samples using TPE for categorical distributions.
|
/// Samples using TPE for categorical distributions.
|
||||||
|
#[allow(clippy::cast_precision_loss, clippy::unused_self)]
|
||||||
fn sample_tpe_categorical(
|
fn sample_tpe_categorical(
|
||||||
&self,
|
&self,
|
||||||
n_choices: usize,
|
n_choices: usize,
|
||||||
good_indices: Vec<usize>,
|
good_indices: &[usize],
|
||||||
bad_indices: Vec<usize>,
|
bad_indices: &[usize],
|
||||||
rng: &mut StdRng,
|
rng: &mut StdRng,
|
||||||
) -> usize {
|
) -> usize {
|
||||||
// Count occurrences in good and bad groups
|
// Count occurrences in good and bad groups
|
||||||
let mut good_counts = vec![0usize; n_choices];
|
let mut good_counts = vec![0usize; n_choices];
|
||||||
let mut bad_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 {
|
if idx < n_choices {
|
||||||
good_counts[idx] += 1;
|
good_counts[idx] += 1;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
for &idx in &bad_indices {
|
for &idx in bad_indices {
|
||||||
if idx < n_choices {
|
if idx < n_choices {
|
||||||
bad_counts[idx] += 1;
|
bad_counts[idx] += 1;
|
||||||
}
|
}
|
||||||
@@ -395,14 +422,15 @@ impl Default for TpeSampler {
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::TpeSamplerBuilder;
|
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
|
||||||
///
|
///
|
||||||
/// let sampler = TpeSamplerBuilder::new()
|
/// let sampler = TpeSamplerBuilder::new()
|
||||||
/// .gamma(0.15)
|
/// .gamma(0.15)
|
||||||
/// .n_startup_trials(20)
|
/// .n_startup_trials(20)
|
||||||
/// .n_ei_candidates(32)
|
/// .n_ei_candidates(32)
|
||||||
/// .seed(42)
|
/// .seed(42)
|
||||||
/// .build();
|
/// .build()
|
||||||
|
/// .unwrap();
|
||||||
/// ```
|
/// ```
|
||||||
#[derive(Debug, Clone)]
|
#[derive(Debug, Clone)]
|
||||||
pub struct TpeSamplerBuilder {
|
pub struct TpeSamplerBuilder {
|
||||||
@@ -418,10 +446,11 @@ impl TpeSamplerBuilder {
|
|||||||
///
|
///
|
||||||
/// Default settings:
|
/// Default settings:
|
||||||
/// - gamma: 0.25 (top 25% of trials are considered "good")
|
/// - gamma: 0.25 (top 25% of trials are considered "good")
|
||||||
/// - n_startup_trials: 10 (random sampling for first 10 trials)
|
/// - `n_startup_trials`: 10 (random sampling for first 10 trials)
|
||||||
/// - n_ei_candidates: 24 (evaluate 24 candidates per sample)
|
/// - `n_ei_candidates`: 24 (evaluate 24 candidates per sample)
|
||||||
/// - kde_bandwidth: None (uses Scott's rule for automatic bandwidth)
|
/// - `kde_bandwidth`: None (uses Scott's rule for automatic bandwidth)
|
||||||
/// - seed: None (use OS-provided entropy)
|
/// - seed: None (use OS-provided entropy)
|
||||||
|
#[must_use]
|
||||||
pub fn new() -> Self {
|
pub fn new() -> Self {
|
||||||
Self {
|
Self {
|
||||||
gamma: 0.25,
|
gamma: 0.25,
|
||||||
@@ -441,24 +470,23 @@ impl TpeSamplerBuilder {
|
|||||||
///
|
///
|
||||||
/// * `gamma` - Quantile value, must be in (0.0, 1.0).
|
/// * `gamma` - Quantile value, must be in (0.0, 1.0).
|
||||||
///
|
///
|
||||||
/// # Panics
|
|
||||||
///
|
|
||||||
/// Panics if gamma is not in (0.0, 1.0).
|
|
||||||
///
|
|
||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::TpeSamplerBuilder;
|
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
|
||||||
///
|
///
|
||||||
/// let sampler = TpeSamplerBuilder::new()
|
/// let sampler = TpeSamplerBuilder::new()
|
||||||
/// .gamma(0.10) // Use top 10% as "good" trials
|
/// .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 {
|
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;
|
self.gamma = gamma;
|
||||||
self
|
self
|
||||||
}
|
}
|
||||||
@@ -476,12 +504,14 @@ impl TpeSamplerBuilder {
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::TpeSamplerBuilder;
|
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
|
||||||
///
|
///
|
||||||
/// let sampler = TpeSamplerBuilder::new()
|
/// let sampler = TpeSamplerBuilder::new()
|
||||||
/// .n_startup_trials(20) // Random sample first 20 trials
|
/// .n_startup_trials(20) // Random sample first 20 trials
|
||||||
/// .build();
|
/// .build()
|
||||||
|
/// .unwrap();
|
||||||
/// ```
|
/// ```
|
||||||
|
#[must_use]
|
||||||
pub fn n_startup_trials(mut self, n: usize) -> Self {
|
pub fn n_startup_trials(mut self, n: usize) -> Self {
|
||||||
self.n_startup_trials = n;
|
self.n_startup_trials = n;
|
||||||
self
|
self
|
||||||
@@ -500,12 +530,14 @@ impl TpeSamplerBuilder {
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::TpeSamplerBuilder;
|
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
|
||||||
///
|
///
|
||||||
/// let sampler = TpeSamplerBuilder::new()
|
/// let sampler = TpeSamplerBuilder::new()
|
||||||
/// .n_ei_candidates(48) // Evaluate more candidates
|
/// .n_ei_candidates(48) // Evaluate more candidates
|
||||||
/// .build();
|
/// .build()
|
||||||
|
/// .unwrap();
|
||||||
/// ```
|
/// ```
|
||||||
|
#[must_use]
|
||||||
pub fn n_ei_candidates(mut self, n: usize) -> Self {
|
pub fn n_ei_candidates(mut self, n: usize) -> Self {
|
||||||
self.n_ei_candidates = n;
|
self.n_ei_candidates = n;
|
||||||
self
|
self
|
||||||
@@ -523,24 +555,23 @@ impl TpeSamplerBuilder {
|
|||||||
///
|
///
|
||||||
/// * `bandwidth` - The fixed bandwidth (standard deviation) for Gaussian kernels.
|
/// * `bandwidth` - The fixed bandwidth (standard deviation) for Gaussian kernels.
|
||||||
///
|
///
|
||||||
/// # Panics
|
|
||||||
///
|
|
||||||
/// Panics if bandwidth is not positive.
|
|
||||||
///
|
|
||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::TpeSamplerBuilder;
|
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
|
||||||
///
|
///
|
||||||
/// let sampler = TpeSamplerBuilder::new()
|
/// let sampler = TpeSamplerBuilder::new()
|
||||||
/// .kde_bandwidth(0.5) // Fixed bandwidth of 0.5
|
/// .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 {
|
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.kde_bandwidth = Some(bandwidth);
|
||||||
self
|
self
|
||||||
}
|
}
|
||||||
@@ -554,12 +585,14 @@ impl TpeSamplerBuilder {
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::TpeSamplerBuilder;
|
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
|
||||||
///
|
///
|
||||||
/// let sampler = TpeSamplerBuilder::new()
|
/// let sampler = TpeSamplerBuilder::new()
|
||||||
/// .seed(42) // Reproducible results
|
/// .seed(42) // Reproducible results
|
||||||
/// .build();
|
/// .build()
|
||||||
|
/// .unwrap();
|
||||||
/// ```
|
/// ```
|
||||||
|
#[must_use]
|
||||||
pub fn seed(mut self, seed: u64) -> Self {
|
pub fn seed(mut self, seed: u64) -> Self {
|
||||||
self.seed = Some(seed);
|
self.seed = Some(seed);
|
||||||
self
|
self
|
||||||
@@ -567,19 +600,25 @@ impl TpeSamplerBuilder {
|
|||||||
|
|
||||||
/// Builds the configured [`TpeSampler`].
|
/// Builds the configured [`TpeSampler`].
|
||||||
///
|
///
|
||||||
|
/// # Errors
|
||||||
|
///
|
||||||
|
/// Returns `Error::InvalidGamma` if gamma is not in (0.0, 1.0).
|
||||||
|
/// Returns `Error::InvalidBandwidth` if `kde_bandwidth` is Some but not positive.
|
||||||
|
///
|
||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::TpeSamplerBuilder;
|
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
|
||||||
///
|
///
|
||||||
/// let sampler = TpeSamplerBuilder::new()
|
/// let sampler = TpeSamplerBuilder::new()
|
||||||
/// .gamma(0.15)
|
/// .gamma(0.15)
|
||||||
/// .n_startup_trials(20)
|
/// .n_startup_trials(20)
|
||||||
/// .n_ei_candidates(32)
|
/// .n_ei_candidates(32)
|
||||||
/// .seed(42)
|
/// .seed(42)
|
||||||
/// .build();
|
/// .build()
|
||||||
|
/// .unwrap();
|
||||||
/// ```
|
/// ```
|
||||||
pub fn build(self) -> TpeSampler {
|
pub fn build(self) -> Result<TpeSampler> {
|
||||||
TpeSampler::with_config(
|
TpeSampler::with_config(
|
||||||
self.gamma,
|
self.gamma,
|
||||||
self.n_startup_trials,
|
self.n_startup_trials,
|
||||||
@@ -597,6 +636,7 @@ impl Default for TpeSamplerBuilder {
|
|||||||
}
|
}
|
||||||
|
|
||||||
impl Sampler for TpeSampler {
|
impl Sampler for TpeSampler {
|
||||||
|
#[allow(clippy::too_many_lines)]
|
||||||
fn sample(
|
fn sample(
|
||||||
&self,
|
&self,
|
||||||
distribution: &Distribution,
|
distribution: &Distribution,
|
||||||
@@ -693,8 +733,8 @@ impl Sampler for TpeSampler {
|
|||||||
d.high,
|
d.high,
|
||||||
d.log_scale,
|
d.log_scale,
|
||||||
d.step,
|
d.step,
|
||||||
good_values,
|
&good_values,
|
||||||
bad_values,
|
&bad_values,
|
||||||
&mut rng,
|
&mut rng,
|
||||||
);
|
);
|
||||||
ParamValue::Int(value)
|
ParamValue::Int(value)
|
||||||
@@ -725,7 +765,7 @@ impl Sampler for TpeSampler {
|
|||||||
}
|
}
|
||||||
|
|
||||||
let index =
|
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)
|
ParamValue::Categorical(index)
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -733,6 +773,11 @@ impl Sampler for TpeSampler {
|
|||||||
}
|
}
|
||||||
|
|
||||||
#[cfg(test)]
|
#[cfg(test)]
|
||||||
|
#[allow(
|
||||||
|
clippy::similar_names,
|
||||||
|
clippy::cast_sign_loss,
|
||||||
|
clippy::cast_precision_loss
|
||||||
|
)]
|
||||||
mod tests {
|
mod tests {
|
||||||
use std::collections::HashMap;
|
use std::collections::HashMap;
|
||||||
|
|
||||||
@@ -756,34 +801,34 @@ mod tests {
|
|||||||
#[test]
|
#[test]
|
||||||
fn test_tpe_sampler_new() {
|
fn test_tpe_sampler_new() {
|
||||||
let sampler = TpeSampler::new();
|
let sampler = TpeSampler::new();
|
||||||
assert_eq!(sampler.gamma, 0.25);
|
assert!((sampler.gamma - 0.25).abs() < f64::EPSILON);
|
||||||
assert_eq!(sampler.n_startup_trials, 10);
|
assert_eq!(sampler.n_startup_trials, 10);
|
||||||
assert_eq!(sampler.n_ei_candidates, 24);
|
assert_eq!(sampler.n_ei_candidates, 24);
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn test_tpe_sampler_with_config() {
|
fn test_tpe_sampler_with_config() {
|
||||||
let sampler = TpeSampler::with_config(0.15, 20, 32, None, Some(42));
|
let sampler = TpeSampler::with_config(0.15, 20, 32, None, Some(42)).unwrap();
|
||||||
assert_eq!(sampler.gamma, 0.15);
|
assert!((sampler.gamma - 0.15).abs() < f64::EPSILON);
|
||||||
assert_eq!(sampler.n_startup_trials, 20);
|
assert_eq!(sampler.n_startup_trials, 20);
|
||||||
assert_eq!(sampler.n_ei_candidates, 32);
|
assert_eq!(sampler.n_ei_candidates, 32);
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
#[should_panic(expected = "gamma must be in (0.0, 1.0)")]
|
|
||||||
fn test_tpe_sampler_invalid_gamma_zero() {
|
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]
|
#[test]
|
||||||
#[should_panic(expected = "gamma must be in (0.0, 1.0)")]
|
|
||||||
fn test_tpe_sampler_invalid_gamma_one() {
|
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]
|
#[test]
|
||||||
fn test_tpe_startup_random_sampling() {
|
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 {
|
let dist = Distribution::Float(FloatDistribution {
|
||||||
low: 0.0,
|
low: 0.0,
|
||||||
high: 1.0,
|
high: 1.0,
|
||||||
@@ -806,7 +851,7 @@ mod tests {
|
|||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn test_tpe_split_trials() {
|
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 {
|
let dist = Distribution::Float(FloatDistribution {
|
||||||
low: 0.0,
|
low: 0.0,
|
||||||
@@ -820,8 +865,8 @@ mod tests {
|
|||||||
.map(|i| {
|
.map(|i| {
|
||||||
create_trial(
|
create_trial(
|
||||||
i as u64,
|
i as u64,
|
||||||
i as f64,
|
f64::from(i),
|
||||||
vec![("x", ParamValue::Float(i as f64 / 20.0), dist.clone())],
|
vec![("x", ParamValue::Float(f64::from(i) / 20.0), dist.clone())],
|
||||||
)
|
)
|
||||||
})
|
})
|
||||||
.collect();
|
.collect();
|
||||||
@@ -840,7 +885,7 @@ mod tests {
|
|||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn test_tpe_samples_float_with_history() {
|
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 {
|
let dist = Distribution::Float(FloatDistribution {
|
||||||
low: 0.0,
|
low: 0.0,
|
||||||
@@ -852,7 +897,7 @@ mod tests {
|
|||||||
// Create history where low values (near 0.2) are "good"
|
// Create history where low values (near 0.2) are "good"
|
||||||
let history: Vec<CompletedTrial> = (0..20)
|
let history: Vec<CompletedTrial> = (0..20)
|
||||||
.map(|i| {
|
.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
|
// Objective is (x - 0.2)^2, minimized at x=0.2
|
||||||
let value = (x - 0.2).powi(2);
|
let value = (x - 0.2).powi(2);
|
||||||
create_trial(
|
create_trial(
|
||||||
@@ -882,7 +927,7 @@ mod tests {
|
|||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn test_tpe_categorical_sampling() {
|
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 });
|
let dist = Distribution::Categorical(CategoricalDistribution { n_choices: 4 });
|
||||||
|
|
||||||
@@ -922,7 +967,7 @@ mod tests {
|
|||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn test_tpe_int_sampling() {
|
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 {
|
let dist = Distribution::Int(IntDistribution {
|
||||||
low: 0,
|
low: 0,
|
||||||
@@ -968,14 +1013,14 @@ mod tests {
|
|||||||
.map(|i| {
|
.map(|i| {
|
||||||
create_trial(
|
create_trial(
|
||||||
i as u64,
|
i as u64,
|
||||||
i as f64,
|
f64::from(i),
|
||||||
vec![("x", ParamValue::Float(i as f64 / 20.0), dist.clone())],
|
vec![("x", ParamValue::Float(f64::from(i) / 20.0), dist.clone())],
|
||||||
)
|
)
|
||||||
})
|
})
|
||||||
.collect();
|
.collect();
|
||||||
|
|
||||||
let sampler1 = 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));
|
let sampler2 = TpeSampler::with_config(0.25, 5, 24, None, Some(12345)).unwrap();
|
||||||
|
|
||||||
for i in 0..10 {
|
for i in 0..10 {
|
||||||
let v1 = sampler1.sample(&dist, i, &history);
|
let v1 = sampler1.sample(&dist, i, &history);
|
||||||
@@ -987,8 +1032,8 @@ mod tests {
|
|||||||
#[test]
|
#[test]
|
||||||
fn test_tpe_sampler_builder_default() {
|
fn test_tpe_sampler_builder_default() {
|
||||||
let builder = TpeSamplerBuilder::new();
|
let builder = TpeSamplerBuilder::new();
|
||||||
let sampler = builder.build();
|
let sampler = builder.build().unwrap();
|
||||||
assert_eq!(sampler.gamma, 0.25);
|
assert!((sampler.gamma - 0.25).abs() < f64::EPSILON);
|
||||||
assert_eq!(sampler.n_startup_trials, 10);
|
assert_eq!(sampler.n_startup_trials, 10);
|
||||||
assert_eq!(sampler.n_ei_candidates, 24);
|
assert_eq!(sampler.n_ei_candidates, 24);
|
||||||
}
|
}
|
||||||
@@ -1000,8 +1045,9 @@ mod tests {
|
|||||||
.n_startup_trials(20)
|
.n_startup_trials(20)
|
||||||
.n_ei_candidates(32)
|
.n_ei_candidates(32)
|
||||||
.seed(42)
|
.seed(42)
|
||||||
.build();
|
.build()
|
||||||
assert_eq!(sampler.gamma, 0.15);
|
.unwrap();
|
||||||
|
assert!((sampler.gamma - 0.15).abs() < f64::EPSILON);
|
||||||
assert_eq!(sampler.n_startup_trials, 20);
|
assert_eq!(sampler.n_startup_trials, 20);
|
||||||
assert_eq!(sampler.n_ei_candidates, 32);
|
assert_eq!(sampler.n_ei_candidates, 32);
|
||||||
}
|
}
|
||||||
@@ -1012,8 +1058,9 @@ mod tests {
|
|||||||
.gamma(0.10)
|
.gamma(0.10)
|
||||||
.n_startup_trials(15)
|
.n_startup_trials(15)
|
||||||
.n_ei_candidates(48)
|
.n_ei_candidates(48)
|
||||||
.build();
|
.build()
|
||||||
assert_eq!(sampler.gamma, 0.10);
|
.unwrap();
|
||||||
|
assert!((sampler.gamma - 0.10).abs() < f64::EPSILON);
|
||||||
assert_eq!(sampler.n_startup_trials, 15);
|
assert_eq!(sampler.n_startup_trials, 15);
|
||||||
assert_eq!(sampler.n_ei_candidates, 48);
|
assert_eq!(sampler.n_ei_candidates, 48);
|
||||||
}
|
}
|
||||||
@@ -1021,16 +1068,16 @@ mod tests {
|
|||||||
#[test]
|
#[test]
|
||||||
fn test_tpe_sampler_builder_partial() {
|
fn test_tpe_sampler_builder_partial() {
|
||||||
// Test setting only some options
|
// Test setting only some options
|
||||||
let sampler = TpeSamplerBuilder::new().gamma(0.20).build();
|
let sampler = TpeSamplerBuilder::new().gamma(0.20).build().unwrap();
|
||||||
assert_eq!(sampler.gamma, 0.20);
|
assert!((sampler.gamma - 0.20).abs() < f64::EPSILON);
|
||||||
assert_eq!(sampler.n_startup_trials, 10); // default
|
assert_eq!(sampler.n_startup_trials, 10); // default
|
||||||
assert_eq!(sampler.n_ei_candidates, 24); // default
|
assert_eq!(sampler.n_ei_candidates, 24); // default
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
#[should_panic(expected = "gamma must be in (0.0, 1.0)")]
|
|
||||||
fn test_tpe_sampler_builder_invalid_gamma() {
|
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]
|
#[test]
|
||||||
@@ -1042,12 +1089,12 @@ mod tests {
|
|||||||
step: None,
|
step: None,
|
||||||
});
|
});
|
||||||
|
|
||||||
let history: Vec<CompletedTrial> = (0..20)
|
let history: Vec<CompletedTrial> = (0..20u32)
|
||||||
.map(|i| {
|
.map(|i| {
|
||||||
create_trial(
|
create_trial(
|
||||||
i as u64,
|
u64::from(i),
|
||||||
i as f64,
|
f64::from(i),
|
||||||
vec![("x", ParamValue::Float(i as f64 / 20.0), dist.clone())],
|
vec![("x", ParamValue::Float(f64::from(i) / 20.0), dist.clone())],
|
||||||
)
|
)
|
||||||
})
|
})
|
||||||
.collect();
|
.collect();
|
||||||
@@ -1055,11 +1102,13 @@ mod tests {
|
|||||||
let sampler1 = TpeSampler::builder()
|
let sampler1 = TpeSampler::builder()
|
||||||
.seed(99999)
|
.seed(99999)
|
||||||
.n_startup_trials(5)
|
.n_startup_trials(5)
|
||||||
.build();
|
.build()
|
||||||
|
.unwrap();
|
||||||
let sampler2 = TpeSampler::builder()
|
let sampler2 = TpeSampler::builder()
|
||||||
.seed(99999)
|
.seed(99999)
|
||||||
.n_startup_trials(5)
|
.n_startup_trials(5)
|
||||||
.build();
|
.build()
|
||||||
|
.unwrap();
|
||||||
|
|
||||||
for i in 0..10 {
|
for i in 0..10 {
|
||||||
let v1 = sampler1.sample(&dist, i, &history);
|
let v1 = sampler1.sample(&dist, i, &history);
|
||||||
|
|||||||
+98
-61
@@ -1,14 +1,15 @@
|
|||||||
//! Study implementation for managing optimization trials.
|
//! Study implementation for managing optimization trials.
|
||||||
|
|
||||||
#[cfg(feature = "async")]
|
#[cfg(feature = "async")]
|
||||||
use std::future::Future;
|
use core::future::Future;
|
||||||
use std::ops::ControlFlow;
|
use core::ops::ControlFlow;
|
||||||
|
use core::sync::atomic::{AtomicU64, Ordering};
|
||||||
use std::sync::Arc;
|
use std::sync::Arc;
|
||||||
use std::sync::atomic::{AtomicU64, Ordering};
|
|
||||||
|
|
||||||
use parking_lot::RwLock;
|
use parking_lot::RwLock;
|
||||||
|
|
||||||
use crate::sampler::{CompletedTrial, RandomSampler, Sampler};
|
use crate::sampler::random::RandomSampler;
|
||||||
|
use crate::sampler::{CompletedTrial, Sampler};
|
||||||
use crate::trial::Trial;
|
use crate::trial::Trial;
|
||||||
use crate::types::Direction;
|
use crate::types::Direction;
|
||||||
|
|
||||||
@@ -64,6 +65,7 @@ where
|
|||||||
/// let study: Study<f64> = Study::new(Direction::Minimize);
|
/// let study: Study<f64> = Study::new(Direction::Minimize);
|
||||||
/// assert_eq!(study.direction(), Direction::Minimize);
|
/// assert_eq!(study.direction(), Direction::Minimize);
|
||||||
/// ```
|
/// ```
|
||||||
|
#[must_use]
|
||||||
pub fn new(direction: Direction) -> Self {
|
pub fn new(direction: Direction) -> Self {
|
||||||
Self::with_sampler(direction, RandomSampler::new())
|
Self::with_sampler(direction, RandomSampler::new())
|
||||||
}
|
}
|
||||||
@@ -78,7 +80,8 @@ where
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::{Direction, RandomSampler, Study};
|
/// use optimizer::sampler::random::RandomSampler;
|
||||||
|
/// use optimizer::{Direction, Study};
|
||||||
///
|
///
|
||||||
/// let sampler = RandomSampler::with_seed(42);
|
/// let sampler = RandomSampler::with_seed(42);
|
||||||
/// let study: Study<f64> = Study::with_sampler(Direction::Maximize, sampler);
|
/// let study: Study<f64> = Study::with_sampler(Direction::Maximize, sampler);
|
||||||
@@ -107,7 +110,8 @@ where
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::{Direction, Study, TpeSampler};
|
/// use optimizer::sampler::tpe::TpeSampler;
|
||||||
|
/// use optimizer::{Direction, Study};
|
||||||
///
|
///
|
||||||
/// let mut study: Study<f64> = Study::new(Direction::Minimize);
|
/// let mut study: Study<f64> = Study::new(Direction::Minimize);
|
||||||
/// study.set_sampler(TpeSampler::new());
|
/// study.set_sampler(TpeSampler::new());
|
||||||
@@ -271,7 +275,7 @@ where
|
|||||||
///
|
///
|
||||||
/// # Errors
|
/// # Errors
|
||||||
///
|
///
|
||||||
/// Returns `TpeError::NoCompletedTrials` if no trials have been completed.
|
/// Returns `Error::NoCompletedTrials` if no trials have been completed.
|
||||||
///
|
///
|
||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
@@ -301,7 +305,7 @@ where
|
|||||||
let trials = self.completed_trials.read();
|
let trials = self.completed_trials.read();
|
||||||
|
|
||||||
if trials.is_empty() {
|
if trials.is_empty() {
|
||||||
return Err(crate::TpeError::NoCompletedTrials);
|
return Err(crate::Error::NoCompletedTrials);
|
||||||
}
|
}
|
||||||
|
|
||||||
let best = trials
|
let best = trials
|
||||||
@@ -313,17 +317,15 @@ where
|
|||||||
match self.direction {
|
match self.direction {
|
||||||
Direction::Minimize => {
|
Direction::Minimize => {
|
||||||
// Reverse ordering: smaller values are "greater" for max_by
|
// Reverse ordering: smaller values are "greater" for max_by
|
||||||
ordering
|
ordering.map_or(core::cmp::Ordering::Equal, core::cmp::Ordering::reverse)
|
||||||
.map(|o| o.reverse())
|
|
||||||
.unwrap_or(std::cmp::Ordering::Equal)
|
|
||||||
}
|
}
|
||||||
Direction::Maximize => {
|
Direction::Maximize => {
|
||||||
// Normal ordering: larger values are "greater" for max_by
|
// 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())
|
Ok(best.clone())
|
||||||
}
|
}
|
||||||
@@ -336,7 +338,7 @@ where
|
|||||||
///
|
///
|
||||||
/// # Errors
|
/// # Errors
|
||||||
///
|
///
|
||||||
/// Returns `TpeError::NoCompletedTrials` if no trials have been completed.
|
/// Returns `Error::NoCompletedTrials` if no trials have been completed.
|
||||||
///
|
///
|
||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
@@ -385,12 +387,13 @@ where
|
|||||||
///
|
///
|
||||||
/// # Errors
|
/// # Errors
|
||||||
///
|
///
|
||||||
/// Returns `TpeError::NoCompletedTrials` if all trials failed (no successful trials).
|
/// Returns `Error::NoCompletedTrials` if all trials failed (no successful trials).
|
||||||
///
|
///
|
||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::{Direction, RandomSampler, Study};
|
/// use optimizer::sampler::random::RandomSampler;
|
||||||
|
/// use optimizer::{Direction, Study};
|
||||||
///
|
///
|
||||||
/// // Minimize x^2
|
/// // Minimize x^2
|
||||||
/// let sampler = RandomSampler::with_seed(42);
|
/// let sampler = RandomSampler::with_seed(42);
|
||||||
@@ -399,7 +402,7 @@ where
|
|||||||
/// study
|
/// study
|
||||||
/// .optimize(10, |trial| {
|
/// .optimize(10, |trial| {
|
||||||
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
|
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
|
||||||
/// Ok::<_, optimizer::TpeError>(x * x)
|
/// Ok::<_, optimizer::Error>(x * x)
|
||||||
/// })
|
/// })
|
||||||
/// .unwrap();
|
/// .unwrap();
|
||||||
///
|
///
|
||||||
@@ -410,7 +413,7 @@ where
|
|||||||
/// ```
|
/// ```
|
||||||
pub fn optimize<F, E>(&self, n_trials: usize, mut objective: F) -> crate::Result<()>
|
pub fn optimize<F, E>(&self, n_trials: usize, mut objective: F) -> crate::Result<()>
|
||||||
where
|
where
|
||||||
F: FnMut(&mut Trial) -> std::result::Result<V, E>,
|
F: FnMut(&mut Trial) -> core::result::Result<V, E>,
|
||||||
E: ToString,
|
E: ToString,
|
||||||
{
|
{
|
||||||
for _ in 0..n_trials {
|
for _ in 0..n_trials {
|
||||||
@@ -428,7 +431,7 @@ where
|
|||||||
|
|
||||||
// Return error if no trials succeeded
|
// Return error if no trials succeeded
|
||||||
if self.n_trials() == 0 {
|
if self.n_trials() == 0 {
|
||||||
return Err(crate::TpeError::NoCompletedTrials);
|
return Err(crate::Error::NoCompletedTrials);
|
||||||
}
|
}
|
||||||
|
|
||||||
Ok(())
|
Ok(())
|
||||||
@@ -452,12 +455,13 @@ where
|
|||||||
///
|
///
|
||||||
/// # Errors
|
/// # Errors
|
||||||
///
|
///
|
||||||
/// Returns `TpeError::NoCompletedTrials` if all trials failed (no successful trials).
|
/// Returns `Error::NoCompletedTrials` if all trials failed (no successful trials).
|
||||||
///
|
///
|
||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::{Direction, RandomSampler, Study};
|
/// use optimizer::sampler::random::RandomSampler;
|
||||||
|
/// use optimizer::{Direction, Study};
|
||||||
///
|
///
|
||||||
/// # #[cfg(feature = "async")]
|
/// # #[cfg(feature = "async")]
|
||||||
/// # async fn example() -> optimizer::Result<()> {
|
/// # async fn example() -> optimizer::Result<()> {
|
||||||
@@ -470,7 +474,7 @@ where
|
|||||||
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
|
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
|
||||||
/// // Simulate async work (e.g., network request)
|
/// // Simulate async work (e.g., network request)
|
||||||
/// let value = x * x;
|
/// let value = x * x;
|
||||||
/// Ok::<_, optimizer::TpeError>((trial, value))
|
/// Ok::<_, optimizer::Error>((trial, value))
|
||||||
/// })
|
/// })
|
||||||
/// .await?;
|
/// .await?;
|
||||||
///
|
///
|
||||||
@@ -487,7 +491,7 @@ where
|
|||||||
) -> crate::Result<()>
|
) -> crate::Result<()>
|
||||||
where
|
where
|
||||||
F: Fn(Trial) -> Fut,
|
F: Fn(Trial) -> Fut,
|
||||||
Fut: Future<Output = std::result::Result<(Trial, V), E>>,
|
Fut: Future<Output = core::result::Result<(Trial, V), E>>,
|
||||||
E: ToString,
|
E: ToString,
|
||||||
{
|
{
|
||||||
for _ in 0..n_trials {
|
for _ in 0..n_trials {
|
||||||
@@ -507,7 +511,7 @@ where
|
|||||||
|
|
||||||
// Return error if no trials succeeded
|
// Return error if no trials succeeded
|
||||||
if self.n_trials() == 0 {
|
if self.n_trials() == 0 {
|
||||||
return Err(crate::TpeError::NoCompletedTrials);
|
return Err(crate::Error::NoCompletedTrials);
|
||||||
}
|
}
|
||||||
|
|
||||||
Ok(())
|
Ok(())
|
||||||
@@ -532,12 +536,14 @@ where
|
|||||||
///
|
///
|
||||||
/// # Errors
|
/// # 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
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::{Direction, RandomSampler, Study};
|
/// use optimizer::sampler::random::RandomSampler;
|
||||||
|
/// use optimizer::{Direction, Study};
|
||||||
///
|
///
|
||||||
/// # #[cfg(feature = "async")]
|
/// # #[cfg(feature = "async")]
|
||||||
/// # async fn example() -> optimizer::Result<()> {
|
/// # async fn example() -> optimizer::Result<()> {
|
||||||
@@ -550,7 +556,7 @@ where
|
|||||||
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
|
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
|
||||||
/// // Async objective function (e.g., network request)
|
/// // Async objective function (e.g., network request)
|
||||||
/// let value = x * x;
|
/// let value = x * x;
|
||||||
/// Ok::<_, optimizer::TpeError>((trial, value))
|
/// Ok::<_, optimizer::Error>((trial, value))
|
||||||
/// })
|
/// })
|
||||||
/// .await?;
|
/// .await?;
|
||||||
///
|
///
|
||||||
@@ -568,7 +574,7 @@ where
|
|||||||
) -> crate::Result<()>
|
) -> crate::Result<()>
|
||||||
where
|
where
|
||||||
F: Fn(Trial) -> Fut + Send + Sync + 'static,
|
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,
|
E: ToString + Send + 'static,
|
||||||
V: Send + 'static,
|
V: Send + 'static,
|
||||||
{
|
{
|
||||||
@@ -580,7 +586,11 @@ where
|
|||||||
let mut handles = Vec::with_capacity(n_trials);
|
let mut handles = Vec::with_capacity(n_trials);
|
||||||
|
|
||||||
for _ in 0..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 trial = self.create_trial();
|
||||||
let objective = Arc::clone(&objective);
|
let objective = Arc::clone(&objective);
|
||||||
|
|
||||||
@@ -595,7 +605,10 @@ where
|
|||||||
|
|
||||||
// Wait for all tasks and record results
|
// Wait for all tasks and record results
|
||||||
for handle in handles {
|
for handle in handles {
|
||||||
match handle.await.unwrap() {
|
match handle
|
||||||
|
.await
|
||||||
|
.map_err(|e| crate::Error::TaskError(e.to_string()))?
|
||||||
|
{
|
||||||
Ok((trial, value)) => {
|
Ok((trial, value)) => {
|
||||||
self.complete_trial(trial, value);
|
self.complete_trial(trial, value);
|
||||||
}
|
}
|
||||||
@@ -607,7 +620,7 @@ where
|
|||||||
|
|
||||||
// Return error if no trials succeeded
|
// Return error if no trials succeeded
|
||||||
if self.n_trials() == 0 {
|
if self.n_trials() == 0 {
|
||||||
return Err(crate::TpeError::NoCompletedTrials);
|
return Err(crate::Error::NoCompletedTrials);
|
||||||
}
|
}
|
||||||
|
|
||||||
Ok(())
|
Ok(())
|
||||||
@@ -630,15 +643,17 @@ where
|
|||||||
///
|
///
|
||||||
/// # Errors
|
/// # 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).
|
/// 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
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use std::ops::ControlFlow;
|
/// 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
|
/// // Stop early when we find a good enough value
|
||||||
/// let sampler = RandomSampler::with_seed(42);
|
/// let sampler = RandomSampler::with_seed(42);
|
||||||
@@ -649,7 +664,7 @@ where
|
|||||||
/// 100,
|
/// 100,
|
||||||
/// |trial| {
|
/// |trial| {
|
||||||
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
|
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
|
||||||
/// Ok::<_, optimizer::TpeError>(x * x)
|
/// Ok::<_, optimizer::Error>(x * x)
|
||||||
/// },
|
/// },
|
||||||
/// |_study, completed_trial| {
|
/// |_study, completed_trial| {
|
||||||
/// // Stop early if we find a value less than 1.0
|
/// // Stop early if we find a value less than 1.0
|
||||||
@@ -673,7 +688,7 @@ where
|
|||||||
) -> crate::Result<()>
|
) -> crate::Result<()>
|
||||||
where
|
where
|
||||||
V: Clone,
|
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<()>,
|
C: FnMut(&Study<V>, &CompletedTrial<V>) -> ControlFlow<()>,
|
||||||
E: ToString,
|
E: ToString,
|
||||||
{
|
{
|
||||||
@@ -686,7 +701,11 @@ where
|
|||||||
|
|
||||||
// Get the just-completed trial for the callback
|
// Get the just-completed trial for the callback
|
||||||
let trials = self.completed_trials.read();
|
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
|
// Call the callback and check if we should stop
|
||||||
// Note: We need to drop the read lock before calling callback
|
// Note: We need to drop the read lock before calling callback
|
||||||
@@ -706,7 +725,7 @@ where
|
|||||||
|
|
||||||
// Return error if no trials succeeded
|
// Return error if no trials succeeded
|
||||||
if self.n_trials() == 0 {
|
if self.n_trials() == 0 {
|
||||||
return Err(crate::TpeError::NoCompletedTrials);
|
return Err(crate::Error::NoCompletedTrials);
|
||||||
}
|
}
|
||||||
|
|
||||||
Ok(())
|
Ok(())
|
||||||
@@ -727,7 +746,8 @@ impl Study<f64> {
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::{Direction, RandomSampler, Study};
|
/// use optimizer::sampler::random::RandomSampler;
|
||||||
|
/// use optimizer::{Direction, Study};
|
||||||
///
|
///
|
||||||
/// // With a seeded sampler for reproducibility
|
/// // With a seeded sampler for reproducibility
|
||||||
/// let sampler = RandomSampler::with_seed(42);
|
/// let sampler = RandomSampler::with_seed(42);
|
||||||
@@ -763,12 +783,13 @@ impl Study<f64> {
|
|||||||
///
|
///
|
||||||
/// # Errors
|
/// # Errors
|
||||||
///
|
///
|
||||||
/// Returns `TpeError::NoCompletedTrials` if all trials failed (no successful trials).
|
/// Returns `Error::NoCompletedTrials` if all trials failed (no successful trials).
|
||||||
///
|
///
|
||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::{Direction, RandomSampler, Study};
|
/// use optimizer::sampler::random::RandomSampler;
|
||||||
|
/// use optimizer::{Direction, Study};
|
||||||
///
|
///
|
||||||
/// // Minimize x^2 with sampler integration
|
/// // Minimize x^2 with sampler integration
|
||||||
/// let sampler = RandomSampler::with_seed(42);
|
/// let sampler = RandomSampler::with_seed(42);
|
||||||
@@ -777,7 +798,7 @@ impl Study<f64> {
|
|||||||
/// study
|
/// study
|
||||||
/// .optimize_with_sampler(10, |trial| {
|
/// .optimize_with_sampler(10, |trial| {
|
||||||
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
|
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
|
||||||
/// Ok::<_, optimizer::TpeError>(x * x)
|
/// Ok::<_, optimizer::Error>(x * x)
|
||||||
/// })
|
/// })
|
||||||
/// .unwrap();
|
/// .unwrap();
|
||||||
///
|
///
|
||||||
@@ -790,7 +811,7 @@ impl Study<f64> {
|
|||||||
mut objective: F,
|
mut objective: F,
|
||||||
) -> crate::Result<()>
|
) -> crate::Result<()>
|
||||||
where
|
where
|
||||||
F: FnMut(&mut Trial) -> std::result::Result<f64, E>,
|
F: FnMut(&mut Trial) -> core::result::Result<f64, E>,
|
||||||
E: ToString,
|
E: ToString,
|
||||||
{
|
{
|
||||||
for _ in 0..n_trials {
|
for _ in 0..n_trials {
|
||||||
@@ -808,7 +829,7 @@ impl Study<f64> {
|
|||||||
|
|
||||||
// Return error if no trials succeeded
|
// Return error if no trials succeeded
|
||||||
if self.n_trials() == 0 {
|
if self.n_trials() == 0 {
|
||||||
return Err(crate::TpeError::NoCompletedTrials);
|
return Err(crate::Error::NoCompletedTrials);
|
||||||
}
|
}
|
||||||
|
|
||||||
Ok(())
|
Ok(())
|
||||||
@@ -830,14 +851,16 @@ impl Study<f64> {
|
|||||||
///
|
///
|
||||||
/// # Errors
|
/// # 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
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use std::ops::ControlFlow;
|
/// 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
|
/// // Optimize with sampler integration and early stopping
|
||||||
/// let sampler = RandomSampler::with_seed(42);
|
/// let sampler = RandomSampler::with_seed(42);
|
||||||
@@ -848,7 +871,7 @@ impl Study<f64> {
|
|||||||
/// 100,
|
/// 100,
|
||||||
/// |trial| {
|
/// |trial| {
|
||||||
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
|
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
|
||||||
/// Ok::<_, optimizer::TpeError>(x * x)
|
/// Ok::<_, optimizer::Error>(x * x)
|
||||||
/// },
|
/// },
|
||||||
/// |study, _completed_trial| {
|
/// |study, _completed_trial| {
|
||||||
/// // Stop after finding 5 good trials
|
/// // Stop after finding 5 good trials
|
||||||
@@ -870,7 +893,7 @@ impl Study<f64> {
|
|||||||
mut callback: C,
|
mut callback: C,
|
||||||
) -> crate::Result<()>
|
) -> crate::Result<()>
|
||||||
where
|
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<()>,
|
C: FnMut(&Study<f64>, &CompletedTrial<f64>) -> ControlFlow<()>,
|
||||||
E: ToString,
|
E: ToString,
|
||||||
{
|
{
|
||||||
@@ -883,7 +906,11 @@ impl Study<f64> {
|
|||||||
|
|
||||||
// Get the just-completed trial for the callback
|
// Get the just-completed trial for the callback
|
||||||
let trials = self.completed_trials.read();
|
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
|
// Call the callback and check if we should stop
|
||||||
// Note: We need to drop the read lock before calling callback
|
// Note: We need to drop the read lock before calling callback
|
||||||
@@ -903,7 +930,7 @@ impl Study<f64> {
|
|||||||
|
|
||||||
// Return error if no trials succeeded
|
// Return error if no trials succeeded
|
||||||
if self.n_trials() == 0 {
|
if self.n_trials() == 0 {
|
||||||
return Err(crate::TpeError::NoCompletedTrials);
|
return Err(crate::Error::NoCompletedTrials);
|
||||||
}
|
}
|
||||||
|
|
||||||
Ok(())
|
Ok(())
|
||||||
@@ -926,12 +953,13 @@ impl Study<f64> {
|
|||||||
///
|
///
|
||||||
/// # Errors
|
/// # Errors
|
||||||
///
|
///
|
||||||
/// Returns `TpeError::NoCompletedTrials` if all trials failed (no successful trials).
|
/// Returns `Error::NoCompletedTrials` if all trials failed (no successful trials).
|
||||||
///
|
///
|
||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::{Direction, RandomSampler, Study};
|
/// use optimizer::sampler::random::RandomSampler;
|
||||||
|
/// use optimizer::{Direction, Study};
|
||||||
///
|
///
|
||||||
/// # #[cfg(feature = "async")]
|
/// # #[cfg(feature = "async")]
|
||||||
/// # async fn example() -> optimizer::Result<()> {
|
/// # async fn example() -> optimizer::Result<()> {
|
||||||
@@ -944,7 +972,7 @@ impl Study<f64> {
|
|||||||
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
|
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
|
||||||
/// // Simulate async work (e.g., network request)
|
/// // Simulate async work (e.g., network request)
|
||||||
/// let value = x * x;
|
/// let value = x * x;
|
||||||
/// Ok::<_, optimizer::TpeError>((trial, value))
|
/// Ok::<_, optimizer::Error>((trial, value))
|
||||||
/// })
|
/// })
|
||||||
/// .await?;
|
/// .await?;
|
||||||
///
|
///
|
||||||
@@ -961,7 +989,7 @@ impl Study<f64> {
|
|||||||
) -> crate::Result<()>
|
) -> crate::Result<()>
|
||||||
where
|
where
|
||||||
F: Fn(Trial) -> Fut,
|
F: Fn(Trial) -> Fut,
|
||||||
Fut: Future<Output = std::result::Result<(Trial, f64), E>>,
|
Fut: Future<Output = core::result::Result<(Trial, f64), E>>,
|
||||||
E: ToString,
|
E: ToString,
|
||||||
{
|
{
|
||||||
for _ in 0..n_trials {
|
for _ in 0..n_trials {
|
||||||
@@ -981,7 +1009,7 @@ impl Study<f64> {
|
|||||||
|
|
||||||
// Return error if no trials succeeded
|
// Return error if no trials succeeded
|
||||||
if self.n_trials() == 0 {
|
if self.n_trials() == 0 {
|
||||||
return Err(crate::TpeError::NoCompletedTrials);
|
return Err(crate::Error::NoCompletedTrials);
|
||||||
}
|
}
|
||||||
|
|
||||||
Ok(())
|
Ok(())
|
||||||
@@ -1006,12 +1034,14 @@ impl Study<f64> {
|
|||||||
///
|
///
|
||||||
/// # Errors
|
/// # 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
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::{Direction, RandomSampler, Study};
|
/// use optimizer::sampler::random::RandomSampler;
|
||||||
|
/// use optimizer::{Direction, Study};
|
||||||
///
|
///
|
||||||
/// # #[cfg(feature = "async")]
|
/// # #[cfg(feature = "async")]
|
||||||
/// # async fn example() -> optimizer::Result<()> {
|
/// # async fn example() -> optimizer::Result<()> {
|
||||||
@@ -1024,7 +1054,7 @@ impl Study<f64> {
|
|||||||
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
|
/// let x = trial.suggest_float("x", -10.0, 10.0)?;
|
||||||
/// // Async objective function (e.g., network request)
|
/// // Async objective function (e.g., network request)
|
||||||
/// let value = x * x;
|
/// let value = x * x;
|
||||||
/// Ok::<_, optimizer::TpeError>((trial, value))
|
/// Ok::<_, optimizer::Error>((trial, value))
|
||||||
/// })
|
/// })
|
||||||
/// .await?;
|
/// .await?;
|
||||||
///
|
///
|
||||||
@@ -1042,7 +1072,7 @@ impl Study<f64> {
|
|||||||
) -> crate::Result<()>
|
) -> crate::Result<()>
|
||||||
where
|
where
|
||||||
F: Fn(Trial) -> Fut + Send + Sync + 'static,
|
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,
|
E: ToString + Send + 'static,
|
||||||
{
|
{
|
||||||
use tokio::sync::Semaphore;
|
use tokio::sync::Semaphore;
|
||||||
@@ -1053,7 +1083,11 @@ impl Study<f64> {
|
|||||||
let mut handles = Vec::with_capacity(n_trials);
|
let mut handles = Vec::with_capacity(n_trials);
|
||||||
|
|
||||||
for _ in 0..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 trial = self.create_trial_with_sampler();
|
||||||
let objective = Arc::clone(&objective);
|
let objective = Arc::clone(&objective);
|
||||||
|
|
||||||
@@ -1068,7 +1102,10 @@ impl Study<f64> {
|
|||||||
|
|
||||||
// Wait for all tasks and record results
|
// Wait for all tasks and record results
|
||||||
for handle in handles {
|
for handle in handles {
|
||||||
match handle.await.unwrap() {
|
match handle
|
||||||
|
.await
|
||||||
|
.map_err(|e| crate::Error::TaskError(e.to_string()))?
|
||||||
|
{
|
||||||
Ok((trial, value)) => {
|
Ok((trial, value)) => {
|
||||||
self.complete_trial(trial, value);
|
self.complete_trial(trial, value);
|
||||||
}
|
}
|
||||||
@@ -1080,7 +1117,7 @@ impl Study<f64> {
|
|||||||
|
|
||||||
// Return error if no trials succeeded
|
// Return error if no trials succeeded
|
||||||
if self.n_trials() == 0 {
|
if self.n_trials() == 0 {
|
||||||
return Err(crate::TpeError::NoCompletedTrials);
|
return Err(crate::Error::NoCompletedTrials);
|
||||||
}
|
}
|
||||||
|
|
||||||
Ok(())
|
Ok(())
|
||||||
|
|||||||
+211
-52
@@ -1,5 +1,6 @@
|
|||||||
//! Trial implementation for tracking sampled parameters and trial state.
|
//! Trial implementation for tracking sampled parameters and trial state.
|
||||||
|
|
||||||
|
use core::ops::{Range, RangeInclusive};
|
||||||
use std::collections::HashMap;
|
use std::collections::HashMap;
|
||||||
use std::sync::Arc;
|
use std::sync::Arc;
|
||||||
|
|
||||||
@@ -8,11 +9,69 @@ use parking_lot::RwLock;
|
|||||||
use crate::distribution::{
|
use crate::distribution::{
|
||||||
CategoricalDistribution, Distribution, FloatDistribution, IntDistribution,
|
CategoricalDistribution, Distribution, FloatDistribution, IntDistribution,
|
||||||
};
|
};
|
||||||
use crate::error::{Result, TpeError};
|
use crate::error::{Error, Result};
|
||||||
use crate::param::ParamValue;
|
use crate::param::ParamValue;
|
||||||
use crate::sampler::{CompletedTrial, Sampler};
|
use crate::sampler::{CompletedTrial, Sampler};
|
||||||
use crate::types::TrialState;
|
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.saturating_sub(1))
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
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.
|
/// A trial represents a single evaluation of the objective function.
|
||||||
///
|
///
|
||||||
/// Each trial has a unique ID and stores the sampled parameters along with
|
/// Each trial has a unique ID and stores the sampled parameters along with
|
||||||
@@ -37,8 +96,8 @@ pub struct Trial {
|
|||||||
history: Option<Arc<RwLock<Vec<CompletedTrial<f64>>>>>,
|
history: Option<Arc<RwLock<Vec<CompletedTrial<f64>>>>>,
|
||||||
}
|
}
|
||||||
|
|
||||||
impl std::fmt::Debug for Trial {
|
impl core::fmt::Debug for Trial {
|
||||||
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
|
fn fmt(&self, f: &mut core::fmt::Formatter<'_>) -> core::fmt::Result {
|
||||||
f.debug_struct("Trial")
|
f.debug_struct("Trial")
|
||||||
.field("id", &self.id)
|
.field("id", &self.id)
|
||||||
.field("state", &self.state)
|
.field("state", &self.state)
|
||||||
@@ -71,6 +130,7 @@ impl Trial {
|
|||||||
/// let trial = Trial::new(0);
|
/// let trial = Trial::new(0);
|
||||||
/// assert_eq!(trial.id(), 0);
|
/// assert_eq!(trial.id(), 0);
|
||||||
/// ```
|
/// ```
|
||||||
|
#[must_use]
|
||||||
pub fn new(id: u64) -> Self {
|
pub fn new(id: u64) -> Self {
|
||||||
Self {
|
Self {
|
||||||
id,
|
id,
|
||||||
@@ -110,7 +170,7 @@ impl Trial {
|
|||||||
/// Samples a value from the given distribution using the sampler.
|
/// Samples a value from the given distribution using the sampler.
|
||||||
///
|
///
|
||||||
/// If the trial has a sampler, it delegates to the sampler's sample method
|
/// 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.
|
/// as a fallback.
|
||||||
fn sample_value(&self, distribution: &Distribution) -> ParamValue {
|
fn sample_value(&self, distribution: &Distribution) -> ParamValue {
|
||||||
if let (Some(sampler), Some(history)) = (&self.sampler, &self.history) {
|
if let (Some(sampler), Some(history)) = (&self.sampler, &self.history) {
|
||||||
@@ -118,28 +178,32 @@ impl Trial {
|
|||||||
sampler.sample(distribution, self.id, &history_guard)
|
sampler.sample(distribution, self.id, &history_guard)
|
||||||
} else {
|
} else {
|
||||||
// Fallback to RandomSampler when no sampler is configured
|
// Fallback to RandomSampler when no sampler is configured
|
||||||
use crate::sampler::RandomSampler;
|
use crate::sampler::random::RandomSampler;
|
||||||
let fallback = RandomSampler::new();
|
let fallback = RandomSampler::new();
|
||||||
fallback.sample(distribution, self.id, &[])
|
fallback.sample(distribution, self.id, &[])
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Returns the unique ID of this trial.
|
/// Returns the unique ID of this trial.
|
||||||
|
#[must_use]
|
||||||
pub fn id(&self) -> u64 {
|
pub fn id(&self) -> u64 {
|
||||||
self.id
|
self.id
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Returns the current state of this trial.
|
/// Returns the current state of this trial.
|
||||||
|
#[must_use]
|
||||||
pub fn state(&self) -> TrialState {
|
pub fn state(&self) -> TrialState {
|
||||||
self.state
|
self.state
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Returns a reference to the sampled parameters.
|
/// Returns a reference to the sampled parameters.
|
||||||
|
#[must_use]
|
||||||
pub fn params(&self) -> &HashMap<String, ParamValue> {
|
pub fn params(&self) -> &HashMap<String, ParamValue> {
|
||||||
&self.params
|
&self.params
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Returns a reference to the parameter distributions.
|
/// Returns a reference to the parameter distributions.
|
||||||
|
#[must_use]
|
||||||
pub fn distributions(&self) -> &HashMap<String, Distribution> {
|
pub fn distributions(&self) -> &HashMap<String, Distribution> {
|
||||||
&self.distributions
|
&self.distributions
|
||||||
}
|
}
|
||||||
@@ -185,7 +249,7 @@ impl Trial {
|
|||||||
/// ```
|
/// ```
|
||||||
pub fn suggest_float(&mut self, name: impl Into<String>, low: f64, high: f64) -> Result<f64> {
|
pub fn suggest_float(&mut self, name: impl Into<String>, low: f64, high: f64) -> Result<f64> {
|
||||||
if low > high {
|
if low > high {
|
||||||
return Err(TpeError::InvalidBounds { low, high });
|
return Err(Error::InvalidBounds { low, high });
|
||||||
}
|
}
|
||||||
|
|
||||||
let name = name.into();
|
let name = name.into();
|
||||||
@@ -200,8 +264,8 @@ impl Trial {
|
|||||||
if let Some(existing_dist) = self.distributions.get(&name) {
|
if let Some(existing_dist) = self.distributions.get(&name) {
|
||||||
// Verify the distribution matches
|
// Verify the distribution matches
|
||||||
if let Distribution::Float(existing) = existing_dist
|
if let Distribution::Float(existing) = existing_dist
|
||||||
&& existing.low == low
|
&& (existing.low - low).abs() < f64::EPSILON
|
||||||
&& existing.high == high
|
&& (existing.high - high).abs() < f64::EPSILON
|
||||||
&& !existing.log_scale
|
&& !existing.log_scale
|
||||||
&& existing.step.is_none()
|
&& existing.step.is_none()
|
||||||
{
|
{
|
||||||
@@ -211,7 +275,7 @@ impl Trial {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
// Distribution exists but doesn't match
|
// Distribution exists but doesn't match
|
||||||
return Err(TpeError::ParameterConflict {
|
return Err(Error::ParameterConflict {
|
||||||
name,
|
name,
|
||||||
reason: "parameter was previously sampled with different bounds or type"
|
reason: "parameter was previously sampled with different bounds or type"
|
||||||
.to_string(),
|
.to_string(),
|
||||||
@@ -220,9 +284,10 @@ impl Trial {
|
|||||||
|
|
||||||
// Sample using the sampler
|
// Sample using the sampler
|
||||||
let dist = Distribution::Float(distribution);
|
let dist = Distribution::Float(distribution);
|
||||||
let value = match self.sample_value(&dist) {
|
let ParamValue::Float(value) = self.sample_value(&dist) else {
|
||||||
ParamValue::Float(v) => v,
|
return Err(Error::Internal(
|
||||||
_ => unreachable!("Float distribution should return Float value"),
|
"Float distribution should return Float value",
|
||||||
|
));
|
||||||
};
|
};
|
||||||
|
|
||||||
// Store distribution and value
|
// Store distribution and value
|
||||||
@@ -237,7 +302,7 @@ impl Trial {
|
|||||||
/// The value is sampled uniformly in log space, which is useful for parameters
|
/// The value is sampled uniformly in log space, which is useful for parameters
|
||||||
/// that span multiple orders of magnitude (e.g., learning rates).
|
/// 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,
|
/// the cached value is returned. If the parameter was sampled with different configuration,
|
||||||
/// a `ParameterConflict` error is returned.
|
/// a `ParameterConflict` error is returned.
|
||||||
///
|
///
|
||||||
@@ -277,11 +342,11 @@ impl Trial {
|
|||||||
high: f64,
|
high: f64,
|
||||||
) -> Result<f64> {
|
) -> Result<f64> {
|
||||||
if low <= 0.0 {
|
if low <= 0.0 {
|
||||||
return Err(TpeError::InvalidLogBounds);
|
return Err(Error::InvalidLogBounds);
|
||||||
}
|
}
|
||||||
|
|
||||||
if low > high {
|
if low > high {
|
||||||
return Err(TpeError::InvalidBounds { low, high });
|
return Err(Error::InvalidBounds { low, high });
|
||||||
}
|
}
|
||||||
|
|
||||||
let name = name.into();
|
let name = name.into();
|
||||||
@@ -296,8 +361,8 @@ impl Trial {
|
|||||||
if let Some(existing_dist) = self.distributions.get(&name) {
|
if let Some(existing_dist) = self.distributions.get(&name) {
|
||||||
// Verify the distribution matches
|
// Verify the distribution matches
|
||||||
if let Distribution::Float(existing) = existing_dist
|
if let Distribution::Float(existing) = existing_dist
|
||||||
&& existing.low == low
|
&& (existing.low - low).abs() < f64::EPSILON
|
||||||
&& existing.high == high
|
&& (existing.high - high).abs() < f64::EPSILON
|
||||||
&& existing.log_scale
|
&& existing.log_scale
|
||||||
&& existing.step.is_none()
|
&& existing.step.is_none()
|
||||||
{
|
{
|
||||||
@@ -307,7 +372,7 @@ impl Trial {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
// Distribution exists but doesn't match
|
// Distribution exists but doesn't match
|
||||||
return Err(TpeError::ParameterConflict {
|
return Err(Error::ParameterConflict {
|
||||||
name,
|
name,
|
||||||
reason: "parameter was previously sampled with different bounds or type"
|
reason: "parameter was previously sampled with different bounds or type"
|
||||||
.to_string(),
|
.to_string(),
|
||||||
@@ -316,9 +381,10 @@ impl Trial {
|
|||||||
|
|
||||||
// Sample using the sampler (sampler handles log-scale transformation)
|
// Sample using the sampler (sampler handles log-scale transformation)
|
||||||
let dist = Distribution::Float(distribution);
|
let dist = Distribution::Float(distribution);
|
||||||
let value = match self.sample_value(&dist) {
|
let ParamValue::Float(value) = self.sample_value(&dist) else {
|
||||||
ParamValue::Float(v) => v,
|
return Err(Error::Internal(
|
||||||
_ => unreachable!("Float distribution should return Float value"),
|
"Float distribution should return Float value",
|
||||||
|
));
|
||||||
};
|
};
|
||||||
|
|
||||||
// Store distribution and value
|
// Store distribution and value
|
||||||
@@ -373,11 +439,11 @@ impl Trial {
|
|||||||
step: f64,
|
step: f64,
|
||||||
) -> Result<f64> {
|
) -> Result<f64> {
|
||||||
if step <= 0.0 {
|
if step <= 0.0 {
|
||||||
return Err(TpeError::InvalidStep);
|
return Err(Error::InvalidStep);
|
||||||
}
|
}
|
||||||
|
|
||||||
if low > high {
|
if low > high {
|
||||||
return Err(TpeError::InvalidBounds { low, high });
|
return Err(Error::InvalidBounds { low, high });
|
||||||
}
|
}
|
||||||
|
|
||||||
let name = name.into();
|
let name = name.into();
|
||||||
@@ -392,8 +458,8 @@ impl Trial {
|
|||||||
if let Some(existing_dist) = self.distributions.get(&name) {
|
if let Some(existing_dist) = self.distributions.get(&name) {
|
||||||
// Verify the distribution matches
|
// Verify the distribution matches
|
||||||
if let Distribution::Float(existing) = existing_dist
|
if let Distribution::Float(existing) = existing_dist
|
||||||
&& existing.low == low
|
&& (existing.low - low).abs() < f64::EPSILON
|
||||||
&& existing.high == high
|
&& (existing.high - high).abs() < f64::EPSILON
|
||||||
&& !existing.log_scale
|
&& !existing.log_scale
|
||||||
&& existing.step == Some(step)
|
&& existing.step == Some(step)
|
||||||
{
|
{
|
||||||
@@ -403,7 +469,7 @@ impl Trial {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
// Distribution exists but doesn't match
|
// Distribution exists but doesn't match
|
||||||
return Err(TpeError::ParameterConflict {
|
return Err(Error::ParameterConflict {
|
||||||
name,
|
name,
|
||||||
reason: "parameter was previously sampled with different bounds or type"
|
reason: "parameter was previously sampled with different bounds or type"
|
||||||
.to_string(),
|
.to_string(),
|
||||||
@@ -412,9 +478,10 @@ impl Trial {
|
|||||||
|
|
||||||
// Sample using the sampler (sampler handles step-grid)
|
// Sample using the sampler (sampler handles step-grid)
|
||||||
let dist = Distribution::Float(distribution);
|
let dist = Distribution::Float(distribution);
|
||||||
let value = match self.sample_value(&dist) {
|
let ParamValue::Float(value) = self.sample_value(&dist) else {
|
||||||
ParamValue::Float(v) => v,
|
return Err(Error::Internal(
|
||||||
_ => unreachable!("Float distribution should return Float value"),
|
"Float distribution should return Float value",
|
||||||
|
));
|
||||||
};
|
};
|
||||||
|
|
||||||
// Store distribution and value
|
// Store distribution and value
|
||||||
@@ -455,9 +522,10 @@ impl Trial {
|
|||||||
/// let n2 = trial.suggest_int("n_layers", 1, 10).unwrap();
|
/// let n2 = trial.suggest_int("n_layers", 1, 10).unwrap();
|
||||||
/// assert_eq!(n, n2);
|
/// 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> {
|
pub fn suggest_int(&mut self, name: impl Into<String>, low: i64, high: i64) -> Result<i64> {
|
||||||
if low > high {
|
if low > high {
|
||||||
return Err(TpeError::InvalidBounds {
|
return Err(Error::InvalidBounds {
|
||||||
low: low as f64,
|
low: low as f64,
|
||||||
high: high as f64,
|
high: high as f64,
|
||||||
});
|
});
|
||||||
@@ -486,7 +554,7 @@ impl Trial {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
// Distribution exists but doesn't match
|
// Distribution exists but doesn't match
|
||||||
return Err(TpeError::ParameterConflict {
|
return Err(Error::ParameterConflict {
|
||||||
name,
|
name,
|
||||||
reason: "parameter was previously sampled with different bounds or type"
|
reason: "parameter was previously sampled with different bounds or type"
|
||||||
.to_string(),
|
.to_string(),
|
||||||
@@ -495,9 +563,8 @@ impl Trial {
|
|||||||
|
|
||||||
// Sample using the sampler
|
// Sample using the sampler
|
||||||
let dist = Distribution::Int(distribution);
|
let dist = Distribution::Int(distribution);
|
||||||
let value = match self.sample_value(&dist) {
|
let ParamValue::Int(value) = self.sample_value(&dist) else {
|
||||||
ParamValue::Int(v) => v,
|
return Err(Error::Internal("Int distribution should return Int value"));
|
||||||
_ => unreachable!("Int distribution should return Int value"),
|
|
||||||
};
|
};
|
||||||
|
|
||||||
// Store distribution and value
|
// Store distribution and value
|
||||||
@@ -512,7 +579,7 @@ impl Trial {
|
|||||||
/// The value is sampled uniformly in log space, which is useful for parameters
|
/// The value is sampled uniformly in log space, which is useful for parameters
|
||||||
/// that span multiple orders of magnitude (e.g., batch sizes).
|
/// 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,
|
/// the cached value is returned. If the parameter was sampled with different configuration,
|
||||||
/// a `ParameterConflict` error is returned.
|
/// a `ParameterConflict` error is returned.
|
||||||
///
|
///
|
||||||
@@ -541,13 +608,14 @@ impl Trial {
|
|||||||
/// let batch_size2 = trial.suggest_int_log("batch_size", 1, 1024).unwrap();
|
/// let batch_size2 = trial.suggest_int_log("batch_size", 1, 1024).unwrap();
|
||||||
/// assert_eq!(batch_size, batch_size2);
|
/// 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> {
|
pub fn suggest_int_log(&mut self, name: impl Into<String>, low: i64, high: i64) -> Result<i64> {
|
||||||
if low < 1 {
|
if low < 1 {
|
||||||
return Err(TpeError::InvalidLogBounds);
|
return Err(Error::InvalidLogBounds);
|
||||||
}
|
}
|
||||||
|
|
||||||
if low > high {
|
if low > high {
|
||||||
return Err(TpeError::InvalidBounds {
|
return Err(Error::InvalidBounds {
|
||||||
low: low as f64,
|
low: low as f64,
|
||||||
high: high as f64,
|
high: high as f64,
|
||||||
});
|
});
|
||||||
@@ -576,7 +644,7 @@ impl Trial {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
// Distribution exists but doesn't match
|
// Distribution exists but doesn't match
|
||||||
return Err(TpeError::ParameterConflict {
|
return Err(Error::ParameterConflict {
|
||||||
name,
|
name,
|
||||||
reason: "parameter was previously sampled with different bounds or type"
|
reason: "parameter was previously sampled with different bounds or type"
|
||||||
.to_string(),
|
.to_string(),
|
||||||
@@ -585,9 +653,8 @@ impl Trial {
|
|||||||
|
|
||||||
// Sample using the sampler (sampler handles log-scale transformation)
|
// Sample using the sampler (sampler handles log-scale transformation)
|
||||||
let dist = Distribution::Int(distribution);
|
let dist = Distribution::Int(distribution);
|
||||||
let value = match self.sample_value(&dist) {
|
let ParamValue::Int(value) = self.sample_value(&dist) else {
|
||||||
ParamValue::Int(v) => v,
|
return Err(Error::Internal("Int distribution should return Int value"));
|
||||||
_ => unreachable!("Int distribution should return Int value"),
|
|
||||||
};
|
};
|
||||||
|
|
||||||
// Store distribution and value
|
// Store distribution and value
|
||||||
@@ -638,6 +705,7 @@ impl Trial {
|
|||||||
/// .unwrap();
|
/// .unwrap();
|
||||||
/// assert_eq!(n, n2);
|
/// assert_eq!(n, n2);
|
||||||
/// ```
|
/// ```
|
||||||
|
#[allow(clippy::cast_precision_loss)]
|
||||||
pub fn suggest_int_step(
|
pub fn suggest_int_step(
|
||||||
&mut self,
|
&mut self,
|
||||||
name: impl Into<String>,
|
name: impl Into<String>,
|
||||||
@@ -646,11 +714,11 @@ impl Trial {
|
|||||||
step: i64,
|
step: i64,
|
||||||
) -> Result<i64> {
|
) -> Result<i64> {
|
||||||
if step <= 0 {
|
if step <= 0 {
|
||||||
return Err(TpeError::InvalidStep);
|
return Err(Error::InvalidStep);
|
||||||
}
|
}
|
||||||
|
|
||||||
if low > high {
|
if low > high {
|
||||||
return Err(TpeError::InvalidBounds {
|
return Err(Error::InvalidBounds {
|
||||||
low: low as f64,
|
low: low as f64,
|
||||||
high: high as f64,
|
high: high as f64,
|
||||||
});
|
});
|
||||||
@@ -679,7 +747,7 @@ impl Trial {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
// Distribution exists but doesn't match
|
// Distribution exists but doesn't match
|
||||||
return Err(TpeError::ParameterConflict {
|
return Err(Error::ParameterConflict {
|
||||||
name,
|
name,
|
||||||
reason: "parameter was previously sampled with different bounds or type"
|
reason: "parameter was previously sampled with different bounds or type"
|
||||||
.to_string(),
|
.to_string(),
|
||||||
@@ -688,9 +756,8 @@ impl Trial {
|
|||||||
|
|
||||||
// Sample using the sampler (sampler handles step-grid)
|
// Sample using the sampler (sampler handles step-grid)
|
||||||
let dist = Distribution::Int(distribution);
|
let dist = Distribution::Int(distribution);
|
||||||
let value = match self.sample_value(&dist) {
|
let ParamValue::Int(value) = self.sample_value(&dist) else {
|
||||||
ParamValue::Int(v) => v,
|
return Err(Error::Internal("Int distribution should return Int value"));
|
||||||
_ => unreachable!("Int distribution should return Int value"),
|
|
||||||
};
|
};
|
||||||
|
|
||||||
// Store distribution and value
|
// Store distribution and value
|
||||||
@@ -746,7 +813,7 @@ impl Trial {
|
|||||||
choices: &[T],
|
choices: &[T],
|
||||||
) -> Result<T> {
|
) -> Result<T> {
|
||||||
if choices.is_empty() {
|
if choices.is_empty() {
|
||||||
return Err(TpeError::EmptyChoices);
|
return Err(Error::EmptyChoices);
|
||||||
}
|
}
|
||||||
|
|
||||||
let name = name.into();
|
let name = name.into();
|
||||||
@@ -765,7 +832,7 @@ impl Trial {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
// Distribution exists but doesn't match
|
// Distribution exists but doesn't match
|
||||||
return Err(TpeError::ParameterConflict {
|
return Err(Error::ParameterConflict {
|
||||||
name,
|
name,
|
||||||
reason: "parameter was previously sampled with different number of choices or type"
|
reason: "parameter was previously sampled with different number of choices or type"
|
||||||
.to_string(),
|
.to_string(),
|
||||||
@@ -774,9 +841,10 @@ impl Trial {
|
|||||||
|
|
||||||
// Sample using the sampler
|
// Sample using the sampler
|
||||||
let dist = Distribution::Categorical(distribution);
|
let dist = Distribution::Categorical(distribution);
|
||||||
let index = match self.sample_value(&dist) {
|
let ParamValue::Categorical(index) = self.sample_value(&dist) else {
|
||||||
ParamValue::Categorical(idx) => idx,
|
return Err(Error::Internal(
|
||||||
_ => unreachable!("Categorical distribution should return Categorical value"),
|
"Categorical distribution should return Categorical value",
|
||||||
|
));
|
||||||
};
|
};
|
||||||
|
|
||||||
// Store distribution and value (store the index)
|
// Store distribution and value (store the index)
|
||||||
@@ -785,4 +853,95 @@ impl Trial {
|
|||||||
|
|
||||||
Ok(choices[index].clone())
|
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())
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
+25
-15
@@ -4,7 +4,9 @@
|
|||||||
|
|
||||||
#![cfg(feature = "async")]
|
#![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]
|
#[tokio::test]
|
||||||
async fn test_optimize_async_basic() {
|
async fn test_optimize_async_basic() {
|
||||||
@@ -14,7 +16,7 @@ async fn test_optimize_async_basic() {
|
|||||||
study
|
study
|
||||||
.optimize_async(10, |mut trial| async move {
|
.optimize_async(10, |mut trial| async move {
|
||||||
let x = trial.suggest_float("x", -10.0, 10.0)?;
|
let x = trial.suggest_float("x", -10.0, 10.0)?;
|
||||||
Ok::<_, TpeError>((trial, x * x))
|
Ok::<_, Error>((trial, x * x))
|
||||||
})
|
})
|
||||||
.await
|
.await
|
||||||
.expect("async optimization should succeed");
|
.expect("async optimization should succeed");
|
||||||
@@ -26,14 +28,18 @@ async fn test_optimize_async_basic() {
|
|||||||
|
|
||||||
#[tokio::test]
|
#[tokio::test]
|
||||||
async fn test_optimize_async_with_sampler() {
|
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);
|
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||||
|
|
||||||
study
|
study
|
||||||
.optimize_async_with_sampler(15, |mut trial| async move {
|
.optimize_async_with_sampler(15, |mut trial| async move {
|
||||||
let x = trial.suggest_float("x", -5.0, 5.0)?;
|
let x = trial.suggest_float("x", -5.0, 5.0)?;
|
||||||
Ok::<_, TpeError>((trial, x * x))
|
Ok::<_, Error>((trial, x * x))
|
||||||
})
|
})
|
||||||
.await
|
.await
|
||||||
.expect("async optimization with sampler should succeed");
|
.expect("async optimization with sampler should succeed");
|
||||||
@@ -51,7 +57,7 @@ async fn test_optimize_parallel() {
|
|||||||
study
|
study
|
||||||
.optimize_parallel(20, 4, |mut trial| async move {
|
.optimize_parallel(20, 4, |mut trial| async move {
|
||||||
let x = trial.suggest_float("x", -10.0, 10.0)?;
|
let x = trial.suggest_float("x", -10.0, 10.0)?;
|
||||||
Ok::<_, TpeError>((trial, x * x))
|
Ok::<_, Error>((trial, x * x))
|
||||||
})
|
})
|
||||||
.await
|
.await
|
||||||
.expect("parallel optimization should succeed");
|
.expect("parallel optimization should succeed");
|
||||||
@@ -61,7 +67,11 @@ async fn test_optimize_parallel() {
|
|||||||
|
|
||||||
#[tokio::test]
|
#[tokio::test]
|
||||||
async fn test_optimize_parallel_with_sampler() {
|
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);
|
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 {
|
.optimize_parallel_with_sampler(15, 3, |mut trial| async move {
|
||||||
let x = trial.suggest_float("x", -5.0, 5.0)?;
|
let x = trial.suggest_float("x", -5.0, 5.0)?;
|
||||||
let y = trial.suggest_float("y", -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
|
.await
|
||||||
.expect("parallel optimization with sampler should succeed");
|
.expect("parallel optimization with sampler should succeed");
|
||||||
@@ -89,7 +99,7 @@ async fn test_optimize_async_all_failures() {
|
|||||||
.await;
|
.await;
|
||||||
|
|
||||||
assert!(
|
assert!(
|
||||||
matches!(result, Err(TpeError::NoCompletedTrials)),
|
matches!(result, Err(Error::NoCompletedTrials)),
|
||||||
"should return NoCompletedTrials when all trials fail"
|
"should return NoCompletedTrials when all trials fail"
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
@@ -106,7 +116,7 @@ async fn test_optimize_async_with_sampler_all_failures() {
|
|||||||
.await;
|
.await;
|
||||||
|
|
||||||
assert!(
|
assert!(
|
||||||
matches!(result, Err(TpeError::NoCompletedTrials)),
|
matches!(result, Err(Error::NoCompletedTrials)),
|
||||||
"should return NoCompletedTrials when all trials fail"
|
"should return NoCompletedTrials when all trials fail"
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
@@ -123,7 +133,7 @@ async fn test_optimize_parallel_all_failures() {
|
|||||||
.await;
|
.await;
|
||||||
|
|
||||||
assert!(
|
assert!(
|
||||||
matches!(result, Err(TpeError::NoCompletedTrials)),
|
matches!(result, Err(Error::NoCompletedTrials)),
|
||||||
"should return NoCompletedTrials when all trials fail"
|
"should return NoCompletedTrials when all trials fail"
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
@@ -140,7 +150,7 @@ async fn test_optimize_parallel_with_sampler_all_failures() {
|
|||||||
.await;
|
.await;
|
||||||
|
|
||||||
assert!(
|
assert!(
|
||||||
matches!(result, Err(TpeError::NoCompletedTrials)),
|
matches!(result, Err(Error::NoCompletedTrials)),
|
||||||
"should return NoCompletedTrials when all trials fail"
|
"should return NoCompletedTrials when all trials fail"
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
@@ -158,9 +168,9 @@ async fn test_optimize_async_partial_failures() {
|
|||||||
async move {
|
async move {
|
||||||
if count.is_multiple_of(2) {
|
if count.is_multiple_of(2) {
|
||||||
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
||||||
Ok::<_, TpeError>((trial, x))
|
Ok::<_, Error>((trial, x))
|
||||||
} else {
|
} 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
|
study
|
||||||
.optimize_parallel(5, 10, |mut trial| async move {
|
.optimize_parallel(5, 10, |mut trial| async move {
|
||||||
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
||||||
Ok::<_, TpeError>((trial, x))
|
Ok::<_, Error>((trial, x))
|
||||||
})
|
})
|
||||||
.await
|
.await
|
||||||
.expect("should handle high concurrency");
|
.expect("should handle high concurrency");
|
||||||
@@ -197,7 +207,7 @@ async fn test_optimize_parallel_single_concurrency() {
|
|||||||
study
|
study
|
||||||
.optimize_parallel(10, 1, |mut trial| async move {
|
.optimize_parallel(10, 1, |mut trial| async move {
|
||||||
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
||||||
Ok::<_, TpeError>((trial, x))
|
Ok::<_, Error>((trial, x))
|
||||||
})
|
})
|
||||||
.await
|
.await
|
||||||
.expect("should work with single concurrency");
|
.expect("should work with single concurrency");
|
||||||
|
|||||||
+339
-70
@@ -1,6 +1,14 @@
|
|||||||
//! Integration tests for the optimizer library.
|
//! 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
|
// Test: optimize simple quadratic function with TPE, finds near-optimal
|
||||||
@@ -14,14 +22,15 @@ fn test_tpe_optimizes_quadratic_function() {
|
|||||||
.seed(42)
|
.seed(42)
|
||||||
.n_startup_trials(5) // Quick startup for test
|
.n_startup_trials(5) // Quick startup for test
|
||||||
.n_ei_candidates(24)
|
.n_ei_candidates(24)
|
||||||
.build();
|
.build()
|
||||||
|
.unwrap();
|
||||||
|
|
||||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||||
|
|
||||||
study
|
study
|
||||||
.optimize_with_sampler(50, |trial| {
|
.optimize_with_sampler(50, |trial| {
|
||||||
let x = trial.suggest_float("x", -10.0, 10.0)?;
|
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");
|
.expect("optimization should succeed");
|
||||||
|
|
||||||
@@ -40,7 +49,11 @@ fn test_tpe_optimizes_quadratic_function() {
|
|||||||
fn test_tpe_optimizes_multivariate_function() {
|
fn test_tpe_optimizes_multivariate_function() {
|
||||||
// Minimize f(x, y) = x^2 + y^2 where x, y ∈ [-5, 5]
|
// Minimize f(x, y) = x^2 + y^2 where x, y ∈ [-5, 5]
|
||||||
// Optimal: (0, 0), f(0, 0) = 0
|
// 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);
|
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| {
|
.optimize_with_sampler(100, |trial| {
|
||||||
let x = trial.suggest_float("x", -5.0, 5.0)?;
|
let x = trial.suggest_float("x", -5.0, 5.0)?;
|
||||||
let y = trial.suggest_float("y", -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");
|
.expect("optimization should succeed");
|
||||||
|
|
||||||
@@ -66,14 +79,18 @@ fn test_tpe_optimizes_multivariate_function() {
|
|||||||
fn test_tpe_maximization() {
|
fn test_tpe_maximization() {
|
||||||
// Maximize f(x) = -(x - 2)^2 + 10 where x ∈ [-10, 10]
|
// Maximize f(x) = -(x - 2)^2 + 10 where x ∈ [-10, 10]
|
||||||
// Optimal: x = 2, f(2) = 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);
|
let study: Study<f64> = Study::with_sampler(Direction::Maximize, sampler);
|
||||||
|
|
||||||
study
|
study
|
||||||
.optimize_with_sampler(50, |trial| {
|
.optimize_with_sampler(50, |trial| {
|
||||||
let x = trial.suggest_float("x", -10.0, 10.0)?;
|
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");
|
.expect("optimization should succeed");
|
||||||
|
|
||||||
@@ -106,7 +123,7 @@ fn test_random_sampler_uniform_float_distribution() {
|
|||||||
.optimize(n_samples, |trial| {
|
.optimize(n_samples, |trial| {
|
||||||
let x = trial.suggest_float("x", 0.0, 1.0)?;
|
let x = trial.suggest_float("x", 0.0, 1.0)?;
|
||||||
samples.push(x);
|
samples.push(x);
|
||||||
Ok::<_, TpeError>(x)
|
Ok::<_, Error>(x)
|
||||||
})
|
})
|
||||||
.unwrap();
|
.unwrap();
|
||||||
|
|
||||||
@@ -135,7 +152,7 @@ fn test_random_sampler_uniform_float_distribution() {
|
|||||||
fn test_random_sampler_uniform_int_distribution() {
|
fn test_random_sampler_uniform_int_distribution() {
|
||||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(123));
|
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
|
let mut counts = [0u32; 10]; // counts for values 1-10
|
||||||
|
|
||||||
study
|
study
|
||||||
@@ -143,16 +160,18 @@ fn test_random_sampler_uniform_int_distribution() {
|
|||||||
let n = trial.suggest_int("n", 1, 10)?;
|
let n = trial.suggest_int("n", 1, 10)?;
|
||||||
assert!((1..=10).contains(&n), "sample {n} out of range [1, 10]");
|
assert!((1..=10).contains(&n), "sample {n} out of range [1, 10]");
|
||||||
counts[(n - 1) as usize] += 1;
|
counts[(n - 1) as usize] += 1;
|
||||||
Ok::<_, TpeError>(n as f64)
|
Ok::<_, Error>(n as f64)
|
||||||
})
|
})
|
||||||
.unwrap();
|
.unwrap();
|
||||||
|
|
||||||
// Each value should appear roughly n_samples / 10 times
|
// 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;
|
let expected = n_samples as f64 / 10.0;
|
||||||
for (i, &count) in counts.iter().enumerate() {
|
for (i, &count) in counts.iter().enumerate() {
|
||||||
let diff = (count as f64 - expected).abs() / expected;
|
let diff = (count as f64 - expected).abs() / expected;
|
||||||
assert!(
|
assert!(
|
||||||
diff < 0.3,
|
diff < 0.2,
|
||||||
"value {} appeared {} times, expected ~{}, diff = {:.1}%",
|
"value {} appeared {} times, expected ~{}, diff = {:.1}%",
|
||||||
i + 1,
|
i + 1,
|
||||||
count,
|
count,
|
||||||
@@ -166,7 +185,7 @@ fn test_random_sampler_uniform_int_distribution() {
|
|||||||
fn test_random_sampler_uniform_categorical_distribution() {
|
fn test_random_sampler_uniform_categorical_distribution() {
|
||||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(456));
|
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 mut counts = [0u32; 4];
|
||||||
let choices = ["a", "b", "c", "d"];
|
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 choice = trial.suggest_categorical("cat", &choices)?;
|
||||||
let idx = choices.iter().position(|&c| c == choice).unwrap();
|
let idx = choices.iter().position(|&c| c == choice).unwrap();
|
||||||
counts[idx] += 1;
|
counts[idx] += 1;
|
||||||
Ok::<_, TpeError>(idx as f64)
|
Ok::<_, Error>(idx as f64)
|
||||||
})
|
})
|
||||||
.unwrap();
|
.unwrap();
|
||||||
|
|
||||||
// Each category should appear roughly n_samples / 4 times
|
// 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;
|
let expected = n_samples as f64 / 4.0;
|
||||||
for (i, &count) in counts.iter().enumerate() {
|
for (i, &count) in counts.iter().enumerate() {
|
||||||
let diff = (count as f64 - expected).abs() / expected;
|
let diff = (count as f64 - expected).abs() / expected;
|
||||||
assert!(
|
assert!(
|
||||||
diff < 0.25,
|
diff < 0.15,
|
||||||
"category {} appeared {} times, expected ~{}, diff = {:.1}%",
|
"category {} appeared {} times, expected ~{}, diff = {:.1}%",
|
||||||
i,
|
i,
|
||||||
count,
|
count,
|
||||||
@@ -210,7 +231,7 @@ fn test_random_sampler_reproducibility() {
|
|||||||
.optimize_with_sampler(100, |trial| {
|
.optimize_with_sampler(100, |trial| {
|
||||||
let x = trial.suggest_float("x", 0.0, 100.0)?;
|
let x = trial.suggest_float("x", 0.0, 100.0)?;
|
||||||
values1.push(x);
|
values1.push(x);
|
||||||
Ok::<_, TpeError>(x)
|
Ok::<_, Error>(x)
|
||||||
})
|
})
|
||||||
.unwrap();
|
.unwrap();
|
||||||
|
|
||||||
@@ -218,7 +239,7 @@ fn test_random_sampler_reproducibility() {
|
|||||||
.optimize_with_sampler(100, |trial| {
|
.optimize_with_sampler(100, |trial| {
|
||||||
let x = trial.suggest_float("x", 0.0, 100.0)?;
|
let x = trial.suggest_float("x", 0.0, 100.0)?;
|
||||||
values2.push(x);
|
values2.push(x);
|
||||||
Ok::<_, TpeError>(x)
|
Ok::<_, Error>(x)
|
||||||
})
|
})
|
||||||
.unwrap();
|
.unwrap();
|
||||||
|
|
||||||
@@ -350,7 +371,7 @@ fn test_parameter_conflict_float_different_bounds() {
|
|||||||
trial.suggest_float("x", 0.0, 1.0).unwrap();
|
trial.suggest_float("x", 0.0, 1.0).unwrap();
|
||||||
let result = trial.suggest_float("x", 0.0, 2.0); // Different upper bound
|
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]
|
#[test]
|
||||||
@@ -360,7 +381,7 @@ fn test_parameter_conflict_float_vs_log() {
|
|||||||
trial.suggest_float("x", 0.1, 1.0).unwrap();
|
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
|
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]
|
#[test]
|
||||||
@@ -370,7 +391,7 @@ fn test_parameter_conflict_float_vs_step() {
|
|||||||
trial.suggest_float("x", 0.0, 1.0).unwrap();
|
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
|
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]
|
#[test]
|
||||||
@@ -380,7 +401,7 @@ fn test_parameter_conflict_int_different_bounds() {
|
|||||||
trial.suggest_int("n", 1, 10).unwrap();
|
trial.suggest_int("n", 1, 10).unwrap();
|
||||||
let result = trial.suggest_int("n", 1, 20); // Different upper bound
|
let result = trial.suggest_int("n", 1, 20); // Different upper bound
|
||||||
|
|
||||||
assert!(matches!(result, Err(TpeError::ParameterConflict { .. })));
|
assert!(matches!(result, Err(Error::ParameterConflict { .. })));
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
@@ -390,7 +411,7 @@ fn test_parameter_conflict_int_vs_log() {
|
|||||||
trial.suggest_int("n", 1, 100).unwrap();
|
trial.suggest_int("n", 1, 100).unwrap();
|
||||||
let result = trial.suggest_int_log("n", 1, 100); // Same bounds but log scale
|
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]
|
#[test]
|
||||||
@@ -400,7 +421,7 @@ fn test_parameter_conflict_categorical_different_n_choices() {
|
|||||||
trial.suggest_categorical("opt", &["a", "b", "c"]).unwrap();
|
trial.suggest_categorical("opt", &["a", "b", "c"]).unwrap();
|
||||||
let result = trial.suggest_categorical("opt", &["x", "y"]); // Different number of choices
|
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]
|
#[test]
|
||||||
@@ -410,7 +431,7 @@ fn test_parameter_conflict_float_vs_int() {
|
|||||||
trial.suggest_float("x", 0.0, 10.0).unwrap();
|
trial.suggest_float("x", 0.0, 10.0).unwrap();
|
||||||
let result = trial.suggest_int("x", 0, 10); // Different type
|
let result = trial.suggest_int("x", 0, 10); // Different type
|
||||||
|
|
||||||
assert!(matches!(result, Err(TpeError::ParameterConflict { .. })));
|
assert!(matches!(result, Err(Error::ParameterConflict { .. })));
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
@@ -421,7 +442,7 @@ fn test_parameter_conflict_returns_name() {
|
|||||||
let result = trial.suggest_float("my_param", 0.0, 2.0);
|
let result = trial.suggest_float("my_param", 0.0, 2.0);
|
||||||
|
|
||||||
match result {
|
match result {
|
||||||
Err(TpeError::ParameterConflict { name, .. }) => {
|
Err(Error::ParameterConflict { name, .. }) => {
|
||||||
assert_eq!(name, "my_param");
|
assert_eq!(name, "my_param");
|
||||||
}
|
}
|
||||||
_ => panic!("expected ParameterConflict error"),
|
_ => panic!("expected ParameterConflict error"),
|
||||||
@@ -439,7 +460,7 @@ fn test_empty_categorical_returns_error() {
|
|||||||
|
|
||||||
let result = trial.suggest_categorical("opt", empty);
|
let result = trial.suggest_categorical("opt", empty);
|
||||||
|
|
||||||
assert!(matches!(result, Err(TpeError::EmptyChoices)));
|
assert!(matches!(result, Err(Error::EmptyChoices)));
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
@@ -449,7 +470,7 @@ fn test_empty_categorical_vec_returns_error() {
|
|||||||
|
|
||||||
let result = trial.suggest_categorical("numbers", &empty);
|
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
|
study
|
||||||
.optimize(10, |trial| {
|
.optimize(10, |trial| {
|
||||||
let x = trial.suggest_float("x", -5.0, 5.0)?;
|
let x = trial.suggest_float("x", -5.0, 5.0)?;
|
||||||
Ok::<_, TpeError>(x * x)
|
Ok::<_, Error>(x * x)
|
||||||
})
|
})
|
||||||
.expect("optimization should succeed");
|
.expect("optimization should succeed");
|
||||||
|
|
||||||
@@ -500,7 +521,7 @@ fn test_no_completed_trials_error() {
|
|||||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||||
|
|
||||||
let result = study.best_trial();
|
let result = study.best_trial();
|
||||||
assert!(matches!(result, Err(TpeError::NoCompletedTrials)));
|
assert!(matches!(result, Err(Error::NoCompletedTrials)));
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
@@ -509,11 +530,11 @@ fn test_invalid_bounds_errors() {
|
|||||||
|
|
||||||
// low > high for float
|
// low > high for float
|
||||||
let result = trial.suggest_float("x", 10.0, 5.0);
|
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
|
// low > high for int
|
||||||
let result = trial.suggest_int("n", 100, 50);
|
let result = trial.suggest_int("n", 100, 50);
|
||||||
assert!(matches!(result, Err(TpeError::InvalidBounds { .. })));
|
assert!(matches!(result, Err(Error::InvalidBounds { .. })));
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
@@ -522,14 +543,14 @@ fn test_invalid_log_bounds_errors() {
|
|||||||
|
|
||||||
// low <= 0 for log float
|
// low <= 0 for log float
|
||||||
let result = trial.suggest_float_log("x", 0.0, 1.0);
|
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);
|
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
|
// low < 1 for log int
|
||||||
let result = trial.suggest_int_log("n", 0, 100);
|
let result = trial.suggest_int_log("n", 0, 100);
|
||||||
assert!(matches!(result, Err(TpeError::InvalidLogBounds)));
|
assert!(matches!(result, Err(Error::InvalidLogBounds)));
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
@@ -538,19 +559,23 @@ fn test_invalid_step_errors() {
|
|||||||
|
|
||||||
// step <= 0 for float
|
// step <= 0 for float
|
||||||
let result = trial.suggest_float_step("x", 0.0, 1.0, 0.0);
|
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);
|
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
|
// step <= 0 for int
|
||||||
let result = trial.suggest_int_step("n", 0, 100, 0);
|
let result = trial.suggest_int_step("n", 0, 100, 0);
|
||||||
assert!(matches!(result, Err(TpeError::InvalidStep)));
|
assert!(matches!(result, Err(Error::InvalidStep)));
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn test_tpe_with_categorical_parameter() {
|
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);
|
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
|
"cubic" => -((x - 1.0).powi(2)) + 10.0, // peak at x=1, max value 10
|
||||||
_ => unreachable!(),
|
_ => unreachable!(),
|
||||||
};
|
};
|
||||||
Ok::<_, TpeError>(value)
|
Ok::<_, Error>(value)
|
||||||
})
|
})
|
||||||
.expect("optimization should succeed");
|
.expect("optimization should succeed");
|
||||||
|
|
||||||
@@ -582,7 +607,11 @@ fn test_tpe_with_categorical_parameter() {
|
|||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn test_tpe_with_integer_parameters() {
|
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);
|
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||||
|
|
||||||
@@ -590,7 +619,7 @@ fn test_tpe_with_integer_parameters() {
|
|||||||
study
|
study
|
||||||
.optimize_with_sampler(30, |trial| {
|
.optimize_with_sampler(30, |trial| {
|
||||||
let n = trial.suggest_int("n", 1, 10)?;
|
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");
|
.expect("optimization should succeed");
|
||||||
|
|
||||||
@@ -618,7 +647,7 @@ fn test_callback_early_stopping() {
|
|||||||
|trial| {
|
|trial| {
|
||||||
trials_run.set(trials_run.get() + 1);
|
trials_run.set(trials_run.get() + 1);
|
||||||
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
||||||
Ok::<_, TpeError>(x)
|
Ok::<_, Error>(x)
|
||||||
},
|
},
|
||||||
|_study, _trial| {
|
|_study, _trial| {
|
||||||
// Stop after 5 trials
|
// Stop after 5 trials
|
||||||
@@ -641,7 +670,7 @@ fn test_study_trials_iteration() {
|
|||||||
study
|
study
|
||||||
.optimize(5, |trial| {
|
.optimize(5, |trial| {
|
||||||
let x = trial.suggest_float("x", 0.0, 1.0)?;
|
let x = trial.suggest_float("x", 0.0, 1.0)?;
|
||||||
Ok::<_, TpeError>(x)
|
Ok::<_, Error>(x)
|
||||||
})
|
})
|
||||||
.unwrap();
|
.unwrap();
|
||||||
|
|
||||||
@@ -733,7 +762,7 @@ fn test_best_value() {
|
|||||||
study
|
study
|
||||||
.optimize(10, |trial| {
|
.optimize(10, |trial| {
|
||||||
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
||||||
Ok::<_, TpeError>(x)
|
Ok::<_, Error>(x)
|
||||||
})
|
})
|
||||||
.unwrap();
|
.unwrap();
|
||||||
|
|
||||||
@@ -756,14 +785,18 @@ fn test_study_set_sampler() {
|
|||||||
let mut study: Study<f64> = Study::new(Direction::Minimize);
|
let mut study: Study<f64> = Study::new(Direction::Minimize);
|
||||||
|
|
||||||
// Initially uses RandomSampler, now switch to TPE
|
// 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);
|
study.set_sampler(tpe);
|
||||||
|
|
||||||
// Should work with the new sampler
|
// Should work with the new sampler
|
||||||
study
|
study
|
||||||
.optimize_with_sampler(10, |trial| {
|
.optimize_with_sampler(10, |trial| {
|
||||||
let x = trial.suggest_float("x", -5.0, 5.0)?;
|
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");
|
.expect("optimization should succeed with new sampler");
|
||||||
|
|
||||||
@@ -778,7 +811,7 @@ fn test_study_with_i32_value_type() {
|
|||||||
study
|
study
|
||||||
.optimize(10, |trial| {
|
.optimize(10, |trial| {
|
||||||
let x = trial.suggest_int("x", -10, 10)?;
|
let x = trial.suggest_int("x", -10, 10)?;
|
||||||
Ok::<_, TpeError>(x.abs() as i32)
|
Ok::<_, Error>(x.abs() as i32)
|
||||||
})
|
})
|
||||||
.expect("optimization should succeed");
|
.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"));
|
let result = study.optimize(5, |_trial| Err::<f64, &str>("always fails"));
|
||||||
|
|
||||||
assert!(
|
assert!(
|
||||||
matches!(result, Err(TpeError::NoCompletedTrials)),
|
matches!(result, Err(Error::NoCompletedTrials)),
|
||||||
"should return NoCompletedTrials when all trials fail"
|
"should return NoCompletedTrials when all trials fail"
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
@@ -813,7 +846,7 @@ fn test_optimize_with_callback_all_trials_fail() {
|
|||||||
);
|
);
|
||||||
|
|
||||||
assert!(
|
assert!(
|
||||||
matches!(result, Err(TpeError::NoCompletedTrials)),
|
matches!(result, Err(Error::NoCompletedTrials)),
|
||||||
"should return NoCompletedTrials when all trials fail"
|
"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"));
|
let result = study.optimize_with_sampler(5, |_trial| Err::<f64, &str>("always fails"));
|
||||||
|
|
||||||
assert!(
|
assert!(
|
||||||
matches!(result, Err(TpeError::NoCompletedTrials)),
|
matches!(result, Err(Error::NoCompletedTrials)),
|
||||||
"should return NoCompletedTrials when all trials fail"
|
"should return NoCompletedTrials when all trials fail"
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
@@ -843,7 +876,7 @@ fn test_optimize_with_callback_sampler_all_trials_fail() {
|
|||||||
);
|
);
|
||||||
|
|
||||||
assert!(
|
assert!(
|
||||||
matches!(result, Err(TpeError::NoCompletedTrials)),
|
matches!(result, Err(Error::NoCompletedTrials)),
|
||||||
"should return NoCompletedTrials when all trials fail"
|
"should return NoCompletedTrials when all trials fail"
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
@@ -863,17 +896,17 @@ fn test_trial_debug_format() {
|
|||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn test_tpe_sampler_builder_default_trait() {
|
fn test_tpe_sampler_builder_default_trait() {
|
||||||
use optimizer::TpeSamplerBuilder;
|
use optimizer::sampler::tpe::TpeSamplerBuilder;
|
||||||
|
|
||||||
let builder = TpeSamplerBuilder::default();
|
let builder = TpeSamplerBuilder::default();
|
||||||
let sampler = builder.build();
|
let sampler = builder.build().unwrap();
|
||||||
|
|
||||||
// Should have default values
|
// Should have default values
|
||||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||||
study
|
study
|
||||||
.optimize_with_sampler(5, |trial| {
|
.optimize_with_sampler(5, |trial| {
|
||||||
let x = trial.suggest_float("x", 0.0, 1.0)?;
|
let x = trial.suggest_float("x", 0.0, 1.0)?;
|
||||||
Ok::<_, TpeError>(x)
|
Ok::<_, Error>(x)
|
||||||
})
|
})
|
||||||
.unwrap();
|
.unwrap();
|
||||||
|
|
||||||
@@ -888,7 +921,7 @@ fn test_tpe_sampler_default_trait() {
|
|||||||
study
|
study
|
||||||
.optimize_with_sampler(5, |trial| {
|
.optimize_with_sampler(5, |trial| {
|
||||||
let x = trial.suggest_float("x", 0.0, 1.0)?;
|
let x = trial.suggest_float("x", 0.0, 1.0)?;
|
||||||
Ok::<_, TpeError>(x)
|
Ok::<_, Error>(x)
|
||||||
})
|
})
|
||||||
.unwrap();
|
.unwrap();
|
||||||
|
|
||||||
@@ -901,14 +934,15 @@ fn test_tpe_with_fixed_kde_bandwidth() {
|
|||||||
.seed(42)
|
.seed(42)
|
||||||
.n_startup_trials(5)
|
.n_startup_trials(5)
|
||||||
.kde_bandwidth(0.5)
|
.kde_bandwidth(0.5)
|
||||||
.build();
|
.build()
|
||||||
|
.unwrap();
|
||||||
|
|
||||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||||
|
|
||||||
study
|
study
|
||||||
.optimize_with_sampler(20, |trial| {
|
.optimize_with_sampler(20, |trial| {
|
||||||
let x = trial.suggest_float("x", -5.0, 5.0)?;
|
let x = trial.suggest_float("x", -5.0, 5.0)?;
|
||||||
Ok::<_, TpeError>(x * x)
|
Ok::<_, Error>(x * x)
|
||||||
})
|
})
|
||||||
.expect("optimization should succeed");
|
.expect("optimization should succeed");
|
||||||
|
|
||||||
@@ -917,9 +951,9 @@ fn test_tpe_with_fixed_kde_bandwidth() {
|
|||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
#[should_panic(expected = "kde_bandwidth must be positive")]
|
|
||||||
fn test_tpe_sampler_invalid_kde_bandwidth() {
|
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]
|
#[test]
|
||||||
@@ -928,14 +962,15 @@ fn test_tpe_split_trials_with_two_trials() {
|
|||||||
let sampler = TpeSampler::builder()
|
let sampler = TpeSampler::builder()
|
||||||
.seed(42)
|
.seed(42)
|
||||||
.n_startup_trials(2) // TPE kicks in after 2 trials
|
.n_startup_trials(2) // TPE kicks in after 2 trials
|
||||||
.build();
|
.build()
|
||||||
|
.unwrap();
|
||||||
|
|
||||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||||
|
|
||||||
study
|
study
|
||||||
.optimize_with_sampler(5, |trial| {
|
.optimize_with_sampler(5, |trial| {
|
||||||
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
||||||
Ok::<_, TpeError>(x)
|
Ok::<_, Error>(x)
|
||||||
})
|
})
|
||||||
.expect("optimization should succeed with small history");
|
.expect("optimization should succeed with small history");
|
||||||
|
|
||||||
@@ -944,7 +979,11 @@ fn test_tpe_split_trials_with_two_trials() {
|
|||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn test_tpe_with_log_scale_int() {
|
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);
|
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| {
|
.optimize_with_sampler(20, |trial| {
|
||||||
let batch_size = trial.suggest_int_log("batch_size", 1, 1024)?;
|
let batch_size = trial.suggest_int_log("batch_size", 1, 1024)?;
|
||||||
// Optimal around batch_size = 32
|
// 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");
|
.expect("optimization should succeed");
|
||||||
|
|
||||||
@@ -962,7 +1001,11 @@ fn test_tpe_with_log_scale_int() {
|
|||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn test_tpe_with_step_distributions() {
|
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);
|
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| {
|
.optimize_with_sampler(20, |trial| {
|
||||||
let x = trial.suggest_float_step("x", 0.0, 10.0, 0.5)?;
|
let x = trial.suggest_float_step("x", 0.0, 10.0, 0.5)?;
|
||||||
let n = trial.suggest_int_step("n", 0, 100, 10)?;
|
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");
|
.expect("optimization should succeed");
|
||||||
|
|
||||||
@@ -1040,7 +1083,8 @@ fn test_tpe_empty_good_or_bad_values_fallback() {
|
|||||||
.seed(42)
|
.seed(42)
|
||||||
.n_startup_trials(5)
|
.n_startup_trials(5)
|
||||||
.gamma(0.1) // Very small gamma means few "good" trials
|
.gamma(0.1) // Very small gamma means few "good" trials
|
||||||
.build();
|
.build()
|
||||||
|
.unwrap();
|
||||||
|
|
||||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||||
|
|
||||||
@@ -1048,7 +1092,7 @@ fn test_tpe_empty_good_or_bad_values_fallback() {
|
|||||||
study
|
study
|
||||||
.optimize_with_sampler(10, |trial| {
|
.optimize_with_sampler(10, |trial| {
|
||||||
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
||||||
Ok::<_, TpeError>(x)
|
Ok::<_, Error>(x)
|
||||||
})
|
})
|
||||||
.unwrap();
|
.unwrap();
|
||||||
|
|
||||||
@@ -1056,7 +1100,7 @@ fn test_tpe_empty_good_or_bad_values_fallback() {
|
|||||||
study
|
study
|
||||||
.optimize_with_sampler(5, |trial| {
|
.optimize_with_sampler(5, |trial| {
|
||||||
let y = trial.suggest_float("y", 0.0, 10.0)?;
|
let y = trial.suggest_float("y", 0.0, 10.0)?;
|
||||||
Ok::<_, TpeError>(y)
|
Ok::<_, Error>(y)
|
||||||
})
|
})
|
||||||
.unwrap();
|
.unwrap();
|
||||||
|
|
||||||
@@ -1074,7 +1118,7 @@ fn test_callback_early_stopping_on_first_trial() {
|
|||||||
100,
|
100,
|
||||||
|trial| {
|
|trial| {
|
||||||
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
||||||
Ok::<_, TpeError>(x)
|
Ok::<_, Error>(x)
|
||||||
},
|
},
|
||||||
|_study, _trial| {
|
|_study, _trial| {
|
||||||
// Stop immediately after first trial
|
// Stop immediately after first trial
|
||||||
@@ -1098,7 +1142,7 @@ fn test_callback_sampler_early_stopping() {
|
|||||||
100,
|
100,
|
||||||
|trial| {
|
|trial| {
|
||||||
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
||||||
Ok::<_, TpeError>(x)
|
Ok::<_, Error>(x)
|
||||||
},
|
},
|
||||||
|study, _trial| {
|
|study, _trial| {
|
||||||
if study.n_trials() >= 3 {
|
if study.n_trials() >= 3 {
|
||||||
@@ -1134,7 +1178,7 @@ fn test_best_trial_with_nan_values() {
|
|||||||
study
|
study
|
||||||
.optimize(5, |trial| {
|
.optimize(5, |trial| {
|
||||||
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
let x = trial.suggest_float("x", 0.0, 10.0)?;
|
||||||
Ok::<_, TpeError>(x)
|
Ok::<_, Error>(x)
|
||||||
})
|
})
|
||||||
.unwrap();
|
.unwrap();
|
||||||
|
|
||||||
@@ -1142,3 +1186,228 @@ fn test_best_trial_with_nan_values() {
|
|||||||
let best = study.best_trial();
|
let best = study.best_trial();
|
||||||
assert!(best.is_ok());
|
assert!(best.is_ok());
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// =============================================================================
|
||||||
|
// Tests for suggest_bool
|
||||||
|
// =============================================================================
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn test_suggest_bool_returns_boolean() {
|
||||||
|
let mut trial = Trial::new(0);
|
||||||
|
|
||||||
|
let flag = trial.suggest_bool("use_feature").unwrap();
|
||||||
|
assert!(flag == true || flag == false);
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn test_suggest_bool_caching() {
|
||||||
|
let mut trial = Trial::new(0);
|
||||||
|
|
||||||
|
let b1 = trial.suggest_bool("flag").unwrap();
|
||||||
|
let b2 = trial.suggest_bool("flag").unwrap();
|
||||||
|
|
||||||
|
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!(x >= 0.0 && x <= 1.0, "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!(x >= 0.0 && x <= 1.0, "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!(n >= 1 && n <= 9, "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!(
|
||||||
|
n >= 1 && n <= 10,
|
||||||
|
"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", 3.14..=3.14).unwrap();
|
||||||
|
assert!(
|
||||||
|
(x - 3.14).abs() < f64::EPSILON,
|
||||||
|
"single-value range should return that value"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|||||||
Reference in New Issue
Block a user