Compare commits
3 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| 28b1687be6 | |||
| fc0559a02d | |||
| 6fb39d17c1 |
@@ -195,27 +195,6 @@ jobs:
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- name: Run tests
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- name: Run tests
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run: cargo test --all-features
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run: cargo test --all-features
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cross-targets:
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name: ${{ matrix.target }}
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runs-on: ubuntu-latest
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strategy:
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fail-fast: false
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matrix:
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target:
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- aarch64-unknown-linux-gnu
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- i686-unknown-linux-gnu
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- powerpc64le-unknown-linux-gnu
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- s390x-unknown-linux-gnu
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steps:
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- uses: actions/checkout@v6
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- name: Install Rust
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run: |
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rustup override set stable
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rustup update stable
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rustup target add ${{ matrix.target }}
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- uses: Swatinem/rust-cache@v2
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- name: Check compilation
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run: cargo check --all-features --target ${{ matrix.target }}
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typos:
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typos:
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name: Typos
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name: Typos
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@@ -249,7 +228,6 @@ jobs:
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- semver
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- semver
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- minimal-versions
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- minimal-versions
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- cross-platform
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- cross-platform
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- cross-targets
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- typos
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- typos
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steps:
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steps:
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- uses: actions/checkout@v6
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- uses: actions/checkout@v6
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+1
-1
@@ -1,6 +1,6 @@
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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 = "0.3.0"
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version = "0.2.0"
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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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+1
-22
@@ -38,28 +38,7 @@ pub enum TpeError {
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/// Returned when requesting the best trial but no trials have completed.
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/// Returned when requesting the best trial but no trials have completed.
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#[error("no completed trials available")]
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#[error("no completed trials available")]
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NoCompletedTrials,
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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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/// 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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/// Returned when KDE is created with empty samples.
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#[error("KDE requires at least one sample")]
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EmptySamples,
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/// Returned when an internal invariant is violated.
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#[error("internal error: {0}")]
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Internal(&'static str),
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/// Returned when an async task fails.
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#[cfg(feature = "async")]
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#[error("async task error: {0}")]
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TaskError(String),
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}
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}
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/// A specialized Result type for TPE operations.
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/// A specialized Result type for TPE operations.
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pub type Result<T> = core::result::Result<T, TpeError>;
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pub type Result<T> = std::result::Result<T, TpeError>;
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+34
-46
@@ -5,8 +5,6 @@
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use rand::Rng;
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use rand::Rng;
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use crate::error::{Result, TpeError};
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/// A Gaussian kernel density estimator for continuous distributions.
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/// A Gaussian kernel density estimator for continuous distributions.
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///
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///
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/// KDE estimates a probability density function from a set of samples by
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/// KDE estimates a probability density function from a set of samples by
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@@ -30,7 +28,7 @@ use crate::error::{Result, TpeError};
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/// let sample = kde.sample(&mut rng);
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/// let sample = kde.sample(&mut rng);
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/// ```
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/// ```
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#[derive(Clone, Debug)]
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#[derive(Clone, Debug)]
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pub(crate) struct KernelDensityEstimator {
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pub struct KernelDensityEstimator {
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/// The sample points used to construct the KDE.
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/// The sample points used to construct the KDE.
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samples: Vec<f64>,
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samples: Vec<f64>,
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/// The bandwidth (standard deviation) of the Gaussian kernels.
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/// The bandwidth (standard deviation) of the Gaussian kernels.
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@@ -40,45 +38,37 @@ pub(crate) struct KernelDensityEstimator {
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impl KernelDensityEstimator {
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impl KernelDensityEstimator {
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/// Creates a new KDE with automatic bandwidth selection using Scott's rule.
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/// Creates a new KDE with automatic bandwidth selection using Scott's rule.
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///
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///
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/// Scott's rule sets bandwidth = n^(-1/5) * `std_dev`, which works well
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/// Scott's rule sets bandwidth = n^(-1/5) * std_dev, which works well
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/// for unimodal distributions close to normal.
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/// for unimodal distributions close to normal.
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///
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///
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/// # Errors
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/// # Panics
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///
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///
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/// Returns `TpeError::EmptySamples` if `samples` is empty.
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/// Panics if `samples` is empty.
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pub(crate) fn new(samples: Vec<f64>) -> Result<Self> {
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pub fn new(samples: Vec<f64>) -> Self {
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if samples.is_empty() {
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assert!(!samples.is_empty(), "KDE requires at least one sample");
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return Err(TpeError::EmptySamples);
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}
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let bandwidth = Self::scotts_rule(&samples);
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let bandwidth = Self::scotts_rule(&samples);
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Ok(Self { samples, bandwidth })
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Self { samples, bandwidth }
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}
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}
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/// Creates a new KDE with a specified bandwidth.
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/// Creates a new KDE with a specified bandwidth.
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///
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///
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/// Use this when you want explicit control over the smoothing parameter.
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/// Use this when you want explicit control over the smoothing parameter.
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///
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///
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/// # Errors
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/// # Panics
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///
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///
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/// Returns `TpeError::EmptySamples` if `samples` is empty.
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/// Panics if `samples` is empty or `bandwidth` is not positive.
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/// Returns `TpeError::InvalidBandwidth` if `bandwidth` is not positive.
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pub(crate) fn with_bandwidth(samples: Vec<f64>, bandwidth: f64) -> Self {
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pub(crate) fn with_bandwidth(samples: Vec<f64>, bandwidth: f64) -> Result<Self> {
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assert!(!samples.is_empty(), "KDE requires at least one sample");
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if samples.is_empty() {
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assert!(bandwidth > 0.0, "Bandwidth must be positive");
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return Err(TpeError::EmptySamples);
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}
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if bandwidth <= 0.0 {
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return Err(TpeError::InvalidBandwidth(bandwidth));
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}
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Ok(Self { samples, bandwidth })
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Self { samples, bandwidth }
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}
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}
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/// Computes bandwidth using Scott's rule.
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/// Computes bandwidth using Scott's rule.
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///
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///
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/// Scott's rule: h = n^(-1/5) * sigma
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/// Scott's rule: h = n^(-1/5) * sigma
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/// where sigma is the sample standard deviation.
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/// where sigma is the sample standard deviation.
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#[allow(clippy::cast_precision_loss)]
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fn scotts_rule(samples: &[f64]) -> f64 {
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fn scotts_rule(samples: &[f64]) -> f64 {
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let n = samples.len() as f64;
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let n = samples.len() as f64;
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let std_dev = Self::sample_std_dev(samples);
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let std_dev = Self::sample_std_dev(samples);
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@@ -93,7 +83,6 @@ impl KernelDensityEstimator {
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}
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}
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/// Computes the sample standard deviation.
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/// Computes the sample standard deviation.
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#[allow(clippy::cast_precision_loss)]
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fn sample_std_dev(samples: &[f64]) -> f64 {
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fn sample_std_dev(samples: &[f64]) -> f64 {
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let n = samples.len() as f64;
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let n = samples.len() as f64;
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let mean = samples.iter().sum::<f64>() / n;
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let mean = samples.iter().sum::<f64>() / n;
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@@ -106,14 +95,13 @@ impl KernelDensityEstimator {
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/// The density is computed as the average of Gaussian kernels centered
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/// The density is computed as the average of Gaussian kernels centered
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/// at each sample point:
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/// at each sample point:
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///
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///
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/// f(x) = (1/n) * `sum_i` K((x - `x_i`) / h)
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/// f(x) = (1/n) * sum_i K((x - x_i) / h)
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///
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///
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/// where K is the standard Gaussian kernel and h is the bandwidth.
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/// where K is the standard Gaussian kernel and h is the bandwidth.
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#[allow(clippy::cast_precision_loss)]
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pub fn pdf(&self, x: f64) -> f64 {
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pub(crate) fn pdf(&self, x: f64) -> f64 {
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let n = self.samples.len() as f64;
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let n = self.samples.len() as f64;
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let inv_bandwidth = 1.0 / self.bandwidth;
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let inv_bandwidth = 1.0 / self.bandwidth;
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let normalization = inv_bandwidth / (2.0 * core::f64::consts::PI).sqrt();
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let normalization = inv_bandwidth / (2.0 * std::f64::consts::PI).sqrt();
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let density: f64 = self
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let density: f64 = self
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.samples
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.samples
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@@ -132,7 +120,7 @@ impl KernelDensityEstimator {
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/// Sampling works by:
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/// Sampling works by:
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/// 1. Uniformly selecting one of the kernel centers (samples)
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/// 1. Uniformly selecting one of the kernel centers (samples)
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/// 2. Adding Gaussian noise with the bandwidth as standard deviation
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/// 2. Adding Gaussian noise with the bandwidth as standard deviation
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pub(crate) fn sample<R: Rng>(&self, rng: &mut R) -> f64 {
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pub fn sample<R: Rng>(&self, rng: &mut R) -> f64 {
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// Select a random sample to center the kernel on
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// Select a random sample to center the kernel on
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let idx = rng.random_range(0..self.samples.len());
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let idx = rng.random_range(0..self.samples.len());
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let center = self.samples[idx];
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let center = self.samples[idx];
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@@ -142,7 +130,7 @@ impl KernelDensityEstimator {
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let u1: f64 = rng.random();
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let u1: f64 = rng.random();
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let u2: f64 = rng.random();
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let u2: f64 = rng.random();
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let z = (-2.0 * u1.ln()).sqrt() * (2.0 * core::f64::consts::PI * u2).cos();
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let z = (-2.0 * u1.ln()).sqrt() * (2.0 * std::f64::consts::PI * u2).cos();
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center + z * self.bandwidth
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center + z * self.bandwidth
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}
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}
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@@ -160,7 +148,7 @@ mod tests {
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#[test]
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#[test]
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fn test_kde_pdf_basic() {
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fn test_kde_pdf_basic() {
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let samples = vec![0.0, 1.0, 2.0];
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let samples = vec![0.0, 1.0, 2.0];
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let kde = KernelDensityEstimator::new(samples).unwrap();
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let kde = KernelDensityEstimator::new(samples);
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// Density should be positive everywhere
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// Density should be positive everywhere
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assert!(kde.pdf(0.0) > 0.0);
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assert!(kde.pdf(0.0) > 0.0);
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@@ -176,17 +164,17 @@ mod tests {
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#[test]
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#[test]
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fn test_kde_pdf_integrates_to_one() {
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fn test_kde_pdf_integrates_to_one() {
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let samples = vec![0.0, 1.0, 2.0, 3.0, 4.0];
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let samples = vec![0.0, 1.0, 2.0, 3.0, 4.0];
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let kde = KernelDensityEstimator::new(samples).unwrap();
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let kde = KernelDensityEstimator::new(samples);
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// Numerical integration over a wide range
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// Numerical integration over a wide range
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let n_points = 10000;
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let n_points = 10000;
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let low = -10.0;
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let low = -10.0;
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let high = 15.0;
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let high = 15.0;
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let dx = (high - low) / f64::from(n_points);
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let dx = (high - low) / n_points as f64;
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let integral: f64 = (0..n_points)
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let integral: f64 = (0..n_points)
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.map(|i| {
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.map(|i| {
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let x = low + (f64::from(i) + 0.5) * dx;
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let x = low + (i as f64 + 0.5) * dx;
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kde.pdf(x) * dx
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kde.pdf(x) * dx
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})
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})
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.sum();
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.sum();
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@@ -201,16 +189,16 @@ mod tests {
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#[test]
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#[test]
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fn test_kde_with_bandwidth() {
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fn test_kde_with_bandwidth() {
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let samples = vec![0.0, 1.0, 2.0];
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let samples = vec![0.0, 1.0, 2.0];
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let kde = KernelDensityEstimator::with_bandwidth(samples, 0.5).unwrap();
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let kde = KernelDensityEstimator::with_bandwidth(samples, 0.5);
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assert!((kde.bandwidth() - 0.5).abs() < f64::EPSILON);
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assert_eq!(kde.bandwidth(), 0.5);
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assert!(kde.pdf(1.0) > 0.0);
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assert!(kde.pdf(1.0) > 0.0);
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}
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}
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#[test]
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#[test]
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fn test_kde_sample_in_reasonable_range() {
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fn test_kde_sample_in_reasonable_range() {
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let samples = vec![0.0, 1.0, 2.0, 3.0, 4.0];
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let samples = vec![0.0, 1.0, 2.0, 3.0, 4.0];
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let kde = KernelDensityEstimator::new(samples).unwrap();
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let kde = KernelDensityEstimator::new(samples);
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let mut rng = rand::rng();
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let mut rng = rand::rng();
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// Samples should generally be in a reasonable range around the data
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// Samples should generally be in a reasonable range around the data
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@@ -225,7 +213,7 @@ mod tests {
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#[test]
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#[test]
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fn test_kde_single_sample() {
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fn test_kde_single_sample() {
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let samples = vec![5.0];
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let samples = vec![5.0];
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let kde = KernelDensityEstimator::new(samples).unwrap();
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let kde = KernelDensityEstimator::new(samples);
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// Should have positive density near the sample
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// Should have positive density near the sample
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assert!(kde.pdf(5.0) > 0.0);
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assert!(kde.pdf(5.0) > 0.0);
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@@ -235,7 +223,7 @@ mod tests {
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#[test]
|
#[test]
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fn test_kde_identical_samples() {
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fn test_kde_identical_samples() {
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let samples = vec![3.0, 3.0, 3.0, 3.0];
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let samples = vec![3.0, 3.0, 3.0, 3.0];
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let kde = KernelDensityEstimator::new(samples).unwrap();
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let kde = KernelDensityEstimator::new(samples);
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// Should handle degenerate case with identical samples
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// Should handle degenerate case with identical samples
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assert!(kde.bandwidth() > 0.0);
|
assert!(kde.bandwidth() > 0.0);
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@@ -245,7 +233,7 @@ mod tests {
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#[test]
|
#[test]
|
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fn test_scotts_rule_bandwidth() {
|
fn test_scotts_rule_bandwidth() {
|
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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];
|
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let kde = KernelDensityEstimator::new(samples).unwrap();
|
let kde = KernelDensityEstimator::new(samples);
|
||||||
|
|
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// n = 10, n^(-1/5) ≈ 0.631
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// n = 10, n^(-1/5) ≈ 0.631
|
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// std_dev ≈ 2.87
|
// std_dev ≈ 2.87
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@@ -258,23 +246,23 @@ mod tests {
|
|||||||
}
|
}
|
||||||
|
|
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#[test]
|
#[test]
|
||||||
|
#[should_panic(expected = "KDE requires at least one sample")]
|
||||||
fn test_kde_empty_samples() {
|
fn test_kde_empty_samples() {
|
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let samples: Vec<f64> = vec![];
|
let samples: Vec<f64> = vec![];
|
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let result = KernelDensityEstimator::new(samples);
|
KernelDensityEstimator::new(samples);
|
||||||
assert!(matches!(result, Err(TpeError::EmptySamples)));
|
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
|
#[should_panic(expected = "Bandwidth must be positive")]
|
||||||
fn test_kde_zero_bandwidth() {
|
fn test_kde_zero_bandwidth() {
|
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let samples = vec![1.0, 2.0, 3.0];
|
let samples = vec![1.0, 2.0, 3.0];
|
||||||
let result = KernelDensityEstimator::with_bandwidth(samples, 0.0);
|
KernelDensityEstimator::with_bandwidth(samples, 0.0);
|
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assert!(matches!(result, Err(TpeError::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];
|
||||||
let result = KernelDensityEstimator::with_bandwidth(samples, -1.0);
|
KernelDensityEstimator::with_bandwidth(samples, -1.0);
|
||||||
assert!(matches!(result, Err(TpeError::InvalidBandwidth(_))));
|
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
+8
-23
@@ -1,14 +1,3 @@
|
|||||||
#![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 Tree-Parzen Estimator (TPE) library for black-box optimization.
|
//! A Tree-Parzen Estimator (TPE) library for black-box optimization.
|
||||||
//!
|
//!
|
||||||
//! This library provides an Optuna-like API for hyperparameter optimization
|
//! This library provides an Optuna-like API for hyperparameter optimization
|
||||||
@@ -22,11 +11,10 @@
|
|||||||
//! # Quick Start
|
//! # Quick Start
|
||||||
//!
|
//!
|
||||||
//! ```
|
//! ```
|
||||||
//! use optimizer::sampler::tpe::TpeSampler;
|
//! use optimizer::{Direction, Study, TpeSampler};
|
||||||
//! use optimizer::{Direction, Study};
|
|
||||||
//!
|
//!
|
||||||
//! // Create a study with TPE sampler
|
//! // Create a study with TPE sampler
|
||||||
//! let sampler = TpeSampler::builder().seed(42).build().unwrap();
|
//! let sampler = TpeSampler::builder().seed(42).build();
|
||||||
//! 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
|
||||||
@@ -47,9 +35,7 @@
|
|||||||
//! A [`Study`] manages optimization trials. Create one with an optimization direction:
|
//! A [`Study`] manages optimization trials. Create one with an optimization direction:
|
||||||
//!
|
//!
|
||||||
//! ```
|
//! ```
|
||||||
//! use optimizer::sampler::random::RandomSampler;
|
//! use optimizer::{Direction, RandomSampler, Study, TpeSampler};
|
||||||
//! 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);
|
||||||
@@ -93,18 +79,17 @@
|
|||||||
//!
|
//!
|
||||||
//! # Configuring TPE
|
//! # Configuring TPE
|
||||||
//!
|
//!
|
||||||
//! The [`sampler::tpe::TpeSampler`] can be configured using the builder pattern:
|
//! The [`TpeSampler`] can be configured using the builder pattern:
|
||||||
//!
|
//!
|
||||||
//! ```
|
//! ```
|
||||||
//! use optimizer::sampler::tpe::TpeSampler;
|
//! use optimizer::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()
|
//! .build();
|
||||||
//! .unwrap();
|
|
||||||
//! ```
|
//! ```
|
||||||
//!
|
//!
|
||||||
//! # Async and Parallel Optimization
|
//! # Async and Parallel Optimization
|
||||||
@@ -135,13 +120,13 @@ mod distribution;
|
|||||||
mod error;
|
mod error;
|
||||||
mod kde;
|
mod kde;
|
||||||
mod param;
|
mod param;
|
||||||
pub mod sampler;
|
mod sampler;
|
||||||
mod study;
|
mod study;
|
||||||
mod trial;
|
mod trial;
|
||||||
mod types;
|
mod types;
|
||||||
|
|
||||||
pub use error::{Result, TpeError};
|
pub use error::{Result, TpeError};
|
||||||
pub use param::ParamValue;
|
pub use sampler::{CompletedTrial, RandomSampler, Sampler, TpeSampler, TpeSamplerBuilder};
|
||||||
pub use study::Study;
|
pub use study::Study;
|
||||||
pub use trial::Trial;
|
pub use trial::Trial;
|
||||||
pub use types::{Direction, TrialState};
|
pub use types::{Direction, TrialState};
|
||||||
|
|||||||
+4
-1
@@ -1,10 +1,13 @@
|
|||||||
//! Sampler trait and implementations for parameter sampling.
|
//! Sampler trait and implementations for parameter sampling.
|
||||||
|
|
||||||
pub mod random;
|
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::sampler::random::RandomSampler;
|
/// use optimizer::RandomSampler;
|
||||||
///
|
///
|
||||||
/// // Create with default RNG
|
/// // Create with default RNG
|
||||||
/// let sampler = RandomSampler::new();
|
/// let sampler = RandomSampler::new();
|
||||||
@@ -31,7 +31,6 @@ 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()),
|
||||||
@@ -41,7 +40,6 @@ 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)),
|
||||||
@@ -56,7 +54,6 @@ 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,
|
||||||
@@ -113,7 +110,6 @@ 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};
|
||||||
|
|||||||
+99
-148
@@ -9,7 +9,6 @@ use rand::rngs::StdRng;
|
|||||||
use rand::{Rng, SeedableRng};
|
use rand::{Rng, SeedableRng};
|
||||||
|
|
||||||
use crate::distribution::Distribution;
|
use crate::distribution::Distribution;
|
||||||
use crate::error::{Result, TpeError};
|
|
||||||
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};
|
||||||
@@ -28,7 +27,7 @@ use crate::sampler::{CompletedTrial, Sampler};
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::sampler::tpe::TpeSampler;
|
/// use optimizer::TpeSampler;
|
||||||
///
|
///
|
||||||
/// // Create with default settings
|
/// // Create with default settings
|
||||||
/// let sampler = TpeSampler::new();
|
/// let sampler = TpeSampler::new();
|
||||||
@@ -39,8 +38,7 @@ 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).
|
||||||
@@ -60,10 +58,9 @@ 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,
|
||||||
@@ -79,17 +76,15 @@ impl TpeSampler {
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::sampler::tpe::TpeSampler;
|
/// use optimizer::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()
|
||||||
}
|
}
|
||||||
@@ -104,24 +99,22 @@ 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.
|
||||||
///
|
///
|
||||||
/// # Errors
|
/// # Panics
|
||||||
///
|
///
|
||||||
/// Returns `TpeError::InvalidGamma` if gamma is not in (0.0, 1.0).
|
/// Panics if gamma is not in (0.0, 1.0) or if kde_bandwidth is Some but not positive.
|
||||||
/// Returns `TpeError::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>,
|
||||||
) -> Result<Self> {
|
) -> Self {
|
||||||
if gamma <= 0.0 || gamma >= 1.0 {
|
assert!(
|
||||||
return Err(TpeError::InvalidGamma(gamma));
|
gamma > 0.0 && gamma < 1.0,
|
||||||
}
|
"gamma must be in (0.0, 1.0), got {gamma}"
|
||||||
if let Some(bw) = kde_bandwidth
|
);
|
||||||
&& bw <= 0.0
|
if let Some(bw) = kde_bandwidth {
|
||||||
{
|
assert!(bw > 0.0, "kde_bandwidth must be positive, got {bw}");
|
||||||
return Err(TpeError::InvalidBandwidth(bw));
|
|
||||||
}
|
}
|
||||||
|
|
||||||
let rng = match seed {
|
let rng = match seed {
|
||||||
@@ -129,24 +122,19 @@ impl TpeSampler {
|
|||||||
None => StdRng::from_os_rng(),
|
None => StdRng::from_os_rng(),
|
||||||
};
|
};
|
||||||
|
|
||||||
Ok(Self {
|
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],
|
||||||
@@ -161,7 +149,7 @@ impl TpeSampler {
|
|||||||
history[a]
|
history[a]
|
||||||
.value
|
.value
|
||||||
.partial_cmp(&history[b].value)
|
.partial_cmp(&history[b].value)
|
||||||
.unwrap_or(core::cmp::Ordering::Equal)
|
.unwrap_or(std::cmp::Ordering::Equal)
|
||||||
});
|
});
|
||||||
|
|
||||||
// Calculate the split point (gamma quantile)
|
// Calculate the split point (gamma quantile)
|
||||||
@@ -183,11 +171,6 @@ 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) => {
|
||||||
@@ -258,11 +241,6 @@ 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;
|
||||||
@@ -311,19 +289,15 @@ impl TpeSampler {
|
|||||||
}
|
}
|
||||||
|
|
||||||
/// Samples using TPE for integer distributions.
|
/// Samples using TPE for integer distributions.
|
||||||
#[allow(
|
#[allow(clippy::too_many_arguments)]
|
||||||
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: &[i64],
|
good_values: Vec<i64>,
|
||||||
bad_values: &[i64],
|
bad_values: Vec<i64>,
|
||||||
rng: &mut StdRng,
|
rng: &mut StdRng,
|
||||||
) -> i64 {
|
) -> i64 {
|
||||||
// Convert to floats for KDE
|
// Convert to floats for KDE
|
||||||
@@ -357,24 +331,23 @@ 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: &[usize],
|
good_indices: Vec<usize>,
|
||||||
bad_indices: &[usize],
|
bad_indices: Vec<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;
|
||||||
}
|
}
|
||||||
@@ -422,15 +395,14 @@ impl Default for TpeSampler {
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
|
/// use optimizer::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 {
|
||||||
@@ -446,11 +418,10 @@ 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,
|
||||||
@@ -470,23 +441,24 @@ 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::sampler::tpe::TpeSamplerBuilder;
|
/// use optimizer::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(TpeError::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
|
||||||
}
|
}
|
||||||
@@ -504,14 +476,12 @@ impl TpeSamplerBuilder {
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
|
/// use optimizer::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
|
||||||
@@ -530,14 +500,12 @@ impl TpeSamplerBuilder {
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
|
/// use optimizer::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
|
||||||
@@ -555,23 +523,24 @@ 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::sampler::tpe::TpeSamplerBuilder;
|
/// use optimizer::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(TpeError::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
|
||||||
}
|
}
|
||||||
@@ -585,14 +554,12 @@ impl TpeSamplerBuilder {
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
|
/// use optimizer::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
|
||||||
@@ -600,25 +567,19 @@ impl TpeSamplerBuilder {
|
|||||||
|
|
||||||
/// Builds the configured [`TpeSampler`].
|
/// Builds the configured [`TpeSampler`].
|
||||||
///
|
///
|
||||||
/// # Errors
|
|
||||||
///
|
|
||||||
/// Returns `TpeError::InvalidGamma` if gamma is not in (0.0, 1.0).
|
|
||||||
/// Returns `TpeError::InvalidBandwidth` if `kde_bandwidth` is Some but not positive.
|
|
||||||
///
|
|
||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
|
/// use optimizer::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) -> Result<TpeSampler> {
|
pub fn build(self) -> TpeSampler {
|
||||||
TpeSampler::with_config(
|
TpeSampler::with_config(
|
||||||
self.gamma,
|
self.gamma,
|
||||||
self.n_startup_trials,
|
self.n_startup_trials,
|
||||||
@@ -636,7 +597,6 @@ 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,
|
||||||
@@ -733,8 +693,8 @@ 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)
|
||||||
@@ -765,7 +725,7 @@ 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)
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -773,11 +733,6 @@ 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;
|
||||||
|
|
||||||
@@ -801,34 +756,34 @@ mod tests {
|
|||||||
#[test]
|
#[test]
|
||||||
fn test_tpe_sampler_new() {
|
fn test_tpe_sampler_new() {
|
||||||
let sampler = TpeSampler::new();
|
let sampler = TpeSampler::new();
|
||||||
assert!((sampler.gamma - 0.25).abs() < f64::EPSILON);
|
assert_eq!(sampler.gamma, 0.25);
|
||||||
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)).unwrap();
|
let sampler = TpeSampler::with_config(0.15, 20, 32, None, Some(42));
|
||||||
assert!((sampler.gamma - 0.15).abs() < f64::EPSILON);
|
assert_eq!(sampler.gamma, 0.15);
|
||||||
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() {
|
||||||
let result = TpeSampler::with_config(0.0, 10, 24, None, None);
|
TpeSampler::with_config(0.0, 10, 24, None, None);
|
||||||
assert!(matches!(result, Err(TpeError::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() {
|
||||||
let result = TpeSampler::with_config(1.0, 10, 24, None, None);
|
TpeSampler::with_config(1.0, 10, 24, None, None);
|
||||||
assert!(matches!(result, Err(TpeError::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)).unwrap();
|
let sampler = TpeSampler::with_config(0.25, 10, 24, None, Some(42));
|
||||||
let dist = Distribution::Float(FloatDistribution {
|
let dist = Distribution::Float(FloatDistribution {
|
||||||
low: 0.0,
|
low: 0.0,
|
||||||
high: 1.0,
|
high: 1.0,
|
||||||
@@ -851,7 +806,7 @@ 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)).unwrap();
|
let sampler = TpeSampler::with_config(0.25, 10, 24, None, Some(42));
|
||||||
|
|
||||||
let dist = Distribution::Float(FloatDistribution {
|
let dist = Distribution::Float(FloatDistribution {
|
||||||
low: 0.0,
|
low: 0.0,
|
||||||
@@ -865,8 +820,8 @@ mod tests {
|
|||||||
.map(|i| {
|
.map(|i| {
|
||||||
create_trial(
|
create_trial(
|
||||||
i as u64,
|
i as u64,
|
||||||
f64::from(i),
|
i as f64,
|
||||||
vec![("x", ParamValue::Float(f64::from(i) / 20.0), dist.clone())],
|
vec![("x", ParamValue::Float(i as f64 / 20.0), dist.clone())],
|
||||||
)
|
)
|
||||||
})
|
})
|
||||||
.collect();
|
.collect();
|
||||||
@@ -885,7 +840,7 @@ 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)).unwrap();
|
let sampler = TpeSampler::with_config(0.25, 5, 24, None, Some(42));
|
||||||
|
|
||||||
let dist = Distribution::Float(FloatDistribution {
|
let dist = Distribution::Float(FloatDistribution {
|
||||||
low: 0.0,
|
low: 0.0,
|
||||||
@@ -897,7 +852,7 @@ 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 = f64::from(i) / 20.0;
|
let x = i as f64 / 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(
|
||||||
@@ -927,7 +882,7 @@ 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)).unwrap();
|
let sampler = TpeSampler::with_config(0.25, 5, 24, None, Some(42));
|
||||||
|
|
||||||
let dist = Distribution::Categorical(CategoricalDistribution { n_choices: 4 });
|
let dist = Distribution::Categorical(CategoricalDistribution { n_choices: 4 });
|
||||||
|
|
||||||
@@ -967,7 +922,7 @@ 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)).unwrap();
|
let sampler = TpeSampler::with_config(0.25, 5, 24, None, Some(42));
|
||||||
|
|
||||||
let dist = Distribution::Int(IntDistribution {
|
let dist = Distribution::Int(IntDistribution {
|
||||||
low: 0,
|
low: 0,
|
||||||
@@ -1013,14 +968,14 @@ mod tests {
|
|||||||
.map(|i| {
|
.map(|i| {
|
||||||
create_trial(
|
create_trial(
|
||||||
i as u64,
|
i as u64,
|
||||||
f64::from(i),
|
i as f64,
|
||||||
vec![("x", ParamValue::Float(f64::from(i) / 20.0), dist.clone())],
|
vec![("x", ParamValue::Float(i as f64 / 20.0), dist.clone())],
|
||||||
)
|
)
|
||||||
})
|
})
|
||||||
.collect();
|
.collect();
|
||||||
|
|
||||||
let sampler1 = TpeSampler::with_config(0.25, 5, 24, None, Some(12345)).unwrap();
|
let sampler1 = TpeSampler::with_config(0.25, 5, 24, None, Some(12345));
|
||||||
let sampler2 = TpeSampler::with_config(0.25, 5, 24, None, Some(12345)).unwrap();
|
let sampler2 = TpeSampler::with_config(0.25, 5, 24, None, Some(12345));
|
||||||
|
|
||||||
for i in 0..10 {
|
for i in 0..10 {
|
||||||
let v1 = sampler1.sample(&dist, i, &history);
|
let v1 = sampler1.sample(&dist, i, &history);
|
||||||
@@ -1032,8 +987,8 @@ 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().unwrap();
|
let sampler = builder.build();
|
||||||
assert!((sampler.gamma - 0.25).abs() < f64::EPSILON);
|
assert_eq!(sampler.gamma, 0.25);
|
||||||
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);
|
||||||
}
|
}
|
||||||
@@ -1045,9 +1000,8 @@ mod tests {
|
|||||||
.n_startup_trials(20)
|
.n_startup_trials(20)
|
||||||
.n_ei_candidates(32)
|
.n_ei_candidates(32)
|
||||||
.seed(42)
|
.seed(42)
|
||||||
.build()
|
.build();
|
||||||
.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);
|
||||||
}
|
}
|
||||||
@@ -1058,9 +1012,8 @@ 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();
|
||||||
.unwrap();
|
assert_eq!(sampler.gamma, 0.10);
|
||||||
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);
|
||||||
}
|
}
|
||||||
@@ -1068,16 +1021,16 @@ 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().unwrap();
|
let sampler = TpeSamplerBuilder::new().gamma(0.20).build();
|
||||||
assert!((sampler.gamma - 0.20).abs() < f64::EPSILON);
|
assert_eq!(sampler.gamma, 0.20);
|
||||||
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() {
|
||||||
let result = TpeSamplerBuilder::new().gamma(1.5).build();
|
TpeSamplerBuilder::new().gamma(1.5).build();
|
||||||
assert!(matches!(result, Err(TpeError::InvalidGamma(_))));
|
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
@@ -1089,12 +1042,12 @@ mod tests {
|
|||||||
step: None,
|
step: None,
|
||||||
});
|
});
|
||||||
|
|
||||||
let history: Vec<CompletedTrial> = (0..20u32)
|
let history: Vec<CompletedTrial> = (0..20)
|
||||||
.map(|i| {
|
.map(|i| {
|
||||||
create_trial(
|
create_trial(
|
||||||
u64::from(i),
|
i as u64,
|
||||||
f64::from(i),
|
i as f64,
|
||||||
vec![("x", ParamValue::Float(f64::from(i) / 20.0), dist.clone())],
|
vec![("x", ParamValue::Float(i as f64 / 20.0), dist.clone())],
|
||||||
)
|
)
|
||||||
})
|
})
|
||||||
.collect();
|
.collect();
|
||||||
@@ -1102,13 +1055,11 @@ 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);
|
||||||
|
|||||||
+34
-71
@@ -1,15 +1,14 @@
|
|||||||
//! Study implementation for managing optimization trials.
|
//! Study implementation for managing optimization trials.
|
||||||
|
|
||||||
#[cfg(feature = "async")]
|
#[cfg(feature = "async")]
|
||||||
use core::future::Future;
|
use std::future::Future;
|
||||||
use core::ops::ControlFlow;
|
use std::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::random::RandomSampler;
|
use crate::sampler::{CompletedTrial, RandomSampler, Sampler};
|
||||||
use crate::sampler::{CompletedTrial, Sampler};
|
|
||||||
use crate::trial::Trial;
|
use crate::trial::Trial;
|
||||||
use crate::types::Direction;
|
use crate::types::Direction;
|
||||||
|
|
||||||
@@ -65,7 +64,6 @@ 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())
|
||||||
}
|
}
|
||||||
@@ -80,8 +78,7 @@ where
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::sampler::random::RandomSampler;
|
/// use optimizer::{Direction, RandomSampler, Study};
|
||||||
/// 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);
|
||||||
@@ -110,8 +107,7 @@ where
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::sampler::tpe::TpeSampler;
|
/// use optimizer::{Direction, Study, 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());
|
||||||
@@ -317,15 +313,17 @@ 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.map_or(core::cmp::Ordering::Equal, core::cmp::Ordering::reverse)
|
ordering
|
||||||
|
.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(core::cmp::Ordering::Equal)
|
ordering.unwrap_or(std::cmp::Ordering::Equal)
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
})
|
})
|
||||||
.ok_or(crate::TpeError::NoCompletedTrials)?;
|
.expect("trials is not empty");
|
||||||
|
|
||||||
Ok(best.clone())
|
Ok(best.clone())
|
||||||
}
|
}
|
||||||
@@ -392,8 +390,7 @@ where
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::sampler::random::RandomSampler;
|
/// use optimizer::{Direction, RandomSampler, Study};
|
||||||
/// use optimizer::{Direction, Study};
|
|
||||||
///
|
///
|
||||||
/// // Minimize x^2
|
/// // Minimize x^2
|
||||||
/// let sampler = RandomSampler::with_seed(42);
|
/// let sampler = RandomSampler::with_seed(42);
|
||||||
@@ -413,7 +410,7 @@ 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) -> core::result::Result<V, E>,
|
F: FnMut(&mut Trial) -> std::result::Result<V, E>,
|
||||||
E: ToString,
|
E: ToString,
|
||||||
{
|
{
|
||||||
for _ in 0..n_trials {
|
for _ in 0..n_trials {
|
||||||
@@ -460,8 +457,7 @@ where
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::sampler::random::RandomSampler;
|
/// use optimizer::{Direction, RandomSampler, Study};
|
||||||
/// use optimizer::{Direction, Study};
|
|
||||||
///
|
///
|
||||||
/// # #[cfg(feature = "async")]
|
/// # #[cfg(feature = "async")]
|
||||||
/// # async fn example() -> optimizer::Result<()> {
|
/// # async fn example() -> optimizer::Result<()> {
|
||||||
@@ -491,7 +487,7 @@ where
|
|||||||
) -> crate::Result<()>
|
) -> crate::Result<()>
|
||||||
where
|
where
|
||||||
F: Fn(Trial) -> Fut,
|
F: Fn(Trial) -> Fut,
|
||||||
Fut: Future<Output = core::result::Result<(Trial, V), E>>,
|
Fut: Future<Output = std::result::Result<(Trial, V), E>>,
|
||||||
E: ToString,
|
E: ToString,
|
||||||
{
|
{
|
||||||
for _ in 0..n_trials {
|
for _ in 0..n_trials {
|
||||||
@@ -537,13 +533,11 @@ where
|
|||||||
/// # Errors
|
/// # Errors
|
||||||
///
|
///
|
||||||
/// Returns `TpeError::NoCompletedTrials` if all trials failed (no successful trials).
|
/// Returns `TpeError::NoCompletedTrials` if all trials failed (no successful trials).
|
||||||
/// Returns `TpeError::TaskError` if the semaphore is closed or a spawned task panics.
|
|
||||||
///
|
///
|
||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::sampler::random::RandomSampler;
|
/// use optimizer::{Direction, RandomSampler, Study};
|
||||||
/// use optimizer::{Direction, Study};
|
|
||||||
///
|
///
|
||||||
/// # #[cfg(feature = "async")]
|
/// # #[cfg(feature = "async")]
|
||||||
/// # async fn example() -> optimizer::Result<()> {
|
/// # async fn example() -> optimizer::Result<()> {
|
||||||
@@ -574,7 +568,7 @@ where
|
|||||||
) -> crate::Result<()>
|
) -> crate::Result<()>
|
||||||
where
|
where
|
||||||
F: Fn(Trial) -> Fut + Send + Sync + 'static,
|
F: Fn(Trial) -> Fut + Send + Sync + 'static,
|
||||||
Fut: Future<Output = core::result::Result<(Trial, V), E>> + Send,
|
Fut: Future<Output = std::result::Result<(Trial, V), E>> + Send,
|
||||||
E: ToString + Send + 'static,
|
E: ToString + Send + 'static,
|
||||||
V: Send + 'static,
|
V: Send + 'static,
|
||||||
{
|
{
|
||||||
@@ -586,11 +580,7 @@ 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
|
let permit = semaphore.clone().acquire_owned().await.unwrap();
|
||||||
.clone()
|
|
||||||
.acquire_owned()
|
|
||||||
.await
|
|
||||||
.map_err(|e| crate::TpeError::TaskError(e.to_string()))?;
|
|
||||||
let trial = self.create_trial();
|
let trial = self.create_trial();
|
||||||
let objective = Arc::clone(&objective);
|
let objective = Arc::clone(&objective);
|
||||||
|
|
||||||
@@ -605,10 +595,7 @@ 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
|
match handle.await.unwrap() {
|
||||||
.await
|
|
||||||
.map_err(|e| crate::TpeError::TaskError(e.to_string()))?
|
|
||||||
{
|
|
||||||
Ok((trial, value)) => {
|
Ok((trial, value)) => {
|
||||||
self.complete_trial(trial, value);
|
self.complete_trial(trial, value);
|
||||||
}
|
}
|
||||||
@@ -645,15 +632,13 @@ where
|
|||||||
///
|
///
|
||||||
/// Returns `TpeError::NoCompletedTrials` if no trials completed successfully
|
/// Returns `TpeError::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 `TpeError::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::sampler::random::RandomSampler;
|
/// use optimizer::{Direction, RandomSampler, Study};
|
||||||
/// 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);
|
||||||
@@ -688,7 +673,7 @@ where
|
|||||||
) -> crate::Result<()>
|
) -> crate::Result<()>
|
||||||
where
|
where
|
||||||
V: Clone,
|
V: Clone,
|
||||||
F: FnMut(&mut Trial) -> core::result::Result<V, E>,
|
F: FnMut(&mut Trial) -> std::result::Result<V, E>,
|
||||||
C: FnMut(&Study<V>, &CompletedTrial<V>) -> ControlFlow<()>,
|
C: FnMut(&Study<V>, &CompletedTrial<V>) -> ControlFlow<()>,
|
||||||
E: ToString,
|
E: ToString,
|
||||||
{
|
{
|
||||||
@@ -701,11 +686,7 @@ 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 Some(completed) = trials.last() else {
|
let completed = trials.last().expect("just added a trial");
|
||||||
return Err(crate::TpeError::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
|
||||||
@@ -746,8 +727,7 @@ impl Study<f64> {
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::sampler::random::RandomSampler;
|
/// use optimizer::{Direction, RandomSampler, Study};
|
||||||
/// 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);
|
||||||
@@ -788,8 +768,7 @@ impl Study<f64> {
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::sampler::random::RandomSampler;
|
/// use optimizer::{Direction, RandomSampler, Study};
|
||||||
/// 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);
|
||||||
@@ -811,7 +790,7 @@ impl Study<f64> {
|
|||||||
mut objective: F,
|
mut objective: F,
|
||||||
) -> crate::Result<()>
|
) -> crate::Result<()>
|
||||||
where
|
where
|
||||||
F: FnMut(&mut Trial) -> core::result::Result<f64, E>,
|
F: FnMut(&mut Trial) -> std::result::Result<f64, E>,
|
||||||
E: ToString,
|
E: ToString,
|
||||||
{
|
{
|
||||||
for _ in 0..n_trials {
|
for _ in 0..n_trials {
|
||||||
@@ -852,15 +831,13 @@ impl Study<f64> {
|
|||||||
/// # Errors
|
/// # Errors
|
||||||
///
|
///
|
||||||
/// Returns `TpeError::NoCompletedTrials` if no trials completed successfully.
|
/// Returns `TpeError::NoCompletedTrials` if no trials completed successfully.
|
||||||
/// Returns `TpeError::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::sampler::random::RandomSampler;
|
/// use optimizer::{Direction, RandomSampler, Study};
|
||||||
/// 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);
|
||||||
@@ -893,7 +870,7 @@ impl Study<f64> {
|
|||||||
mut callback: C,
|
mut callback: C,
|
||||||
) -> crate::Result<()>
|
) -> crate::Result<()>
|
||||||
where
|
where
|
||||||
F: FnMut(&mut Trial) -> core::result::Result<f64, E>,
|
F: FnMut(&mut Trial) -> std::result::Result<f64, E>,
|
||||||
C: FnMut(&Study<f64>, &CompletedTrial<f64>) -> ControlFlow<()>,
|
C: FnMut(&Study<f64>, &CompletedTrial<f64>) -> ControlFlow<()>,
|
||||||
E: ToString,
|
E: ToString,
|
||||||
{
|
{
|
||||||
@@ -906,11 +883,7 @@ 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 Some(completed) = trials.last() else {
|
let completed = trials.last().expect("just added a trial");
|
||||||
return Err(crate::TpeError::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
|
||||||
@@ -958,8 +931,7 @@ impl Study<f64> {
|
|||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::sampler::random::RandomSampler;
|
/// use optimizer::{Direction, RandomSampler, Study};
|
||||||
/// use optimizer::{Direction, Study};
|
|
||||||
///
|
///
|
||||||
/// # #[cfg(feature = "async")]
|
/// # #[cfg(feature = "async")]
|
||||||
/// # async fn example() -> optimizer::Result<()> {
|
/// # async fn example() -> optimizer::Result<()> {
|
||||||
@@ -989,7 +961,7 @@ impl Study<f64> {
|
|||||||
) -> crate::Result<()>
|
) -> crate::Result<()>
|
||||||
where
|
where
|
||||||
F: Fn(Trial) -> Fut,
|
F: Fn(Trial) -> Fut,
|
||||||
Fut: Future<Output = core::result::Result<(Trial, f64), E>>,
|
Fut: Future<Output = std::result::Result<(Trial, f64), E>>,
|
||||||
E: ToString,
|
E: ToString,
|
||||||
{
|
{
|
||||||
for _ in 0..n_trials {
|
for _ in 0..n_trials {
|
||||||
@@ -1035,13 +1007,11 @@ impl Study<f64> {
|
|||||||
/// # Errors
|
/// # Errors
|
||||||
///
|
///
|
||||||
/// Returns `TpeError::NoCompletedTrials` if all trials failed (no successful trials).
|
/// Returns `TpeError::NoCompletedTrials` if all trials failed (no successful trials).
|
||||||
/// Returns `TpeError::TaskError` if the semaphore is closed or a spawned task panics.
|
|
||||||
///
|
///
|
||||||
/// # Examples
|
/// # Examples
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use optimizer::sampler::random::RandomSampler;
|
/// use optimizer::{Direction, RandomSampler, Study};
|
||||||
/// use optimizer::{Direction, Study};
|
|
||||||
///
|
///
|
||||||
/// # #[cfg(feature = "async")]
|
/// # #[cfg(feature = "async")]
|
||||||
/// # async fn example() -> optimizer::Result<()> {
|
/// # async fn example() -> optimizer::Result<()> {
|
||||||
@@ -1072,7 +1042,7 @@ 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 = core::result::Result<(Trial, f64), E>> + Send,
|
Fut: Future<Output = std::result::Result<(Trial, f64), E>> + Send,
|
||||||
E: ToString + Send + 'static,
|
E: ToString + Send + 'static,
|
||||||
{
|
{
|
||||||
use tokio::sync::Semaphore;
|
use tokio::sync::Semaphore;
|
||||||
@@ -1083,11 +1053,7 @@ 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
|
let permit = semaphore.clone().acquire_owned().await.unwrap();
|
||||||
.clone()
|
|
||||||
.acquire_owned()
|
|
||||||
.await
|
|
||||||
.map_err(|e| crate::TpeError::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);
|
||||||
|
|
||||||
@@ -1102,10 +1068,7 @@ 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
|
match handle.await.unwrap() {
|
||||||
.await
|
|
||||||
.map_err(|e| crate::TpeError::TaskError(e.to_string()))?
|
|
||||||
{
|
|
||||||
Ok((trial, value)) => {
|
Ok((trial, value)) => {
|
||||||
self.complete_trial(trial, value);
|
self.complete_trial(trial, value);
|
||||||
}
|
}
|
||||||
|
|||||||
+33
-48
@@ -37,8 +37,8 @@ pub struct Trial {
|
|||||||
history: Option<Arc<RwLock<Vec<CompletedTrial<f64>>>>>,
|
history: Option<Arc<RwLock<Vec<CompletedTrial<f64>>>>>,
|
||||||
}
|
}
|
||||||
|
|
||||||
impl core::fmt::Debug for Trial {
|
impl std::fmt::Debug for Trial {
|
||||||
fn fmt(&self, f: &mut core::fmt::Formatter<'_>) -> core::fmt::Result {
|
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::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)
|
||||||
@@ -71,7 +71,6 @@ 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,
|
||||||
@@ -111,7 +110,7 @@ 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) {
|
||||||
@@ -119,32 +118,28 @@ 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::random::RandomSampler;
|
use crate::sampler::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
|
||||||
}
|
}
|
||||||
@@ -205,8 +200,8 @@ 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).abs() < f64::EPSILON
|
&& existing.low == low
|
||||||
&& (existing.high - high).abs() < f64::EPSILON
|
&& existing.high == high
|
||||||
&& !existing.log_scale
|
&& !existing.log_scale
|
||||||
&& existing.step.is_none()
|
&& existing.step.is_none()
|
||||||
{
|
{
|
||||||
@@ -225,10 +220,9 @@ impl Trial {
|
|||||||
|
|
||||||
// Sample using the sampler
|
// Sample using the sampler
|
||||||
let dist = Distribution::Float(distribution);
|
let dist = Distribution::Float(distribution);
|
||||||
let ParamValue::Float(value) = self.sample_value(&dist) else {
|
let value = match self.sample_value(&dist) {
|
||||||
return Err(TpeError::Internal(
|
ParamValue::Float(v) => v,
|
||||||
"Float distribution should return Float value",
|
_ => unreachable!("Float distribution should return Float value"),
|
||||||
));
|
|
||||||
};
|
};
|
||||||
|
|
||||||
// Store distribution and value
|
// Store distribution and value
|
||||||
@@ -243,7 +237,7 @@ 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.
|
||||||
///
|
///
|
||||||
@@ -302,8 +296,8 @@ 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).abs() < f64::EPSILON
|
&& existing.low == low
|
||||||
&& (existing.high - high).abs() < f64::EPSILON
|
&& existing.high == high
|
||||||
&& existing.log_scale
|
&& existing.log_scale
|
||||||
&& existing.step.is_none()
|
&& existing.step.is_none()
|
||||||
{
|
{
|
||||||
@@ -322,10 +316,9 @@ 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 ParamValue::Float(value) = self.sample_value(&dist) else {
|
let value = match self.sample_value(&dist) {
|
||||||
return Err(TpeError::Internal(
|
ParamValue::Float(v) => v,
|
||||||
"Float distribution should return Float value",
|
_ => unreachable!("Float distribution should return Float value"),
|
||||||
));
|
|
||||||
};
|
};
|
||||||
|
|
||||||
// Store distribution and value
|
// Store distribution and value
|
||||||
@@ -399,8 +392,8 @@ 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).abs() < f64::EPSILON
|
&& existing.low == low
|
||||||
&& (existing.high - high).abs() < f64::EPSILON
|
&& existing.high == high
|
||||||
&& !existing.log_scale
|
&& !existing.log_scale
|
||||||
&& existing.step == Some(step)
|
&& existing.step == Some(step)
|
||||||
{
|
{
|
||||||
@@ -419,10 +412,9 @@ 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 ParamValue::Float(value) = self.sample_value(&dist) else {
|
let value = match self.sample_value(&dist) {
|
||||||
return Err(TpeError::Internal(
|
ParamValue::Float(v) => v,
|
||||||
"Float distribution should return Float value",
|
_ => unreachable!("Float distribution should return Float value"),
|
||||||
));
|
|
||||||
};
|
};
|
||||||
|
|
||||||
// Store distribution and value
|
// Store distribution and value
|
||||||
@@ -463,7 +455,6 @@ 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(TpeError::InvalidBounds {
|
||||||
@@ -504,10 +495,9 @@ impl Trial {
|
|||||||
|
|
||||||
// Sample using the sampler
|
// Sample using the sampler
|
||||||
let dist = Distribution::Int(distribution);
|
let dist = Distribution::Int(distribution);
|
||||||
let ParamValue::Int(value) = self.sample_value(&dist) else {
|
let value = match self.sample_value(&dist) {
|
||||||
return Err(TpeError::Internal(
|
ParamValue::Int(v) => v,
|
||||||
"Int distribution should return Int value",
|
_ => unreachable!("Int distribution should return Int value"),
|
||||||
));
|
|
||||||
};
|
};
|
||||||
|
|
||||||
// Store distribution and value
|
// Store distribution and value
|
||||||
@@ -522,7 +512,7 @@ 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.
|
||||||
///
|
///
|
||||||
@@ -551,7 +541,6 @@ 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(TpeError::InvalidLogBounds);
|
||||||
@@ -596,10 +585,9 @@ 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 ParamValue::Int(value) = self.sample_value(&dist) else {
|
let value = match self.sample_value(&dist) {
|
||||||
return Err(TpeError::Internal(
|
ParamValue::Int(v) => v,
|
||||||
"Int distribution should return Int value",
|
_ => unreachable!("Int distribution should return Int value"),
|
||||||
));
|
|
||||||
};
|
};
|
||||||
|
|
||||||
// Store distribution and value
|
// Store distribution and value
|
||||||
@@ -650,7 +638,6 @@ 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>,
|
||||||
@@ -701,10 +688,9 @@ 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 ParamValue::Int(value) = self.sample_value(&dist) else {
|
let value = match self.sample_value(&dist) {
|
||||||
return Err(TpeError::Internal(
|
ParamValue::Int(v) => v,
|
||||||
"Int distribution should return Int value",
|
_ => unreachable!("Int distribution should return Int value"),
|
||||||
));
|
|
||||||
};
|
};
|
||||||
|
|
||||||
// Store distribution and value
|
// Store distribution and value
|
||||||
@@ -788,10 +774,9 @@ impl Trial {
|
|||||||
|
|
||||||
// Sample using the sampler
|
// Sample using the sampler
|
||||||
let dist = Distribution::Categorical(distribution);
|
let dist = Distribution::Categorical(distribution);
|
||||||
let ParamValue::Categorical(index) = self.sample_value(&dist) else {
|
let index = match self.sample_value(&dist) {
|
||||||
return Err(TpeError::Internal(
|
ParamValue::Categorical(idx) => idx,
|
||||||
"Categorical distribution should return Categorical value",
|
_ => unreachable!("Categorical distribution should return Categorical value"),
|
||||||
));
|
|
||||||
};
|
};
|
||||||
|
|
||||||
// Store distribution and value (store the index)
|
// Store distribution and value (store the index)
|
||||||
|
|||||||
+3
-13
@@ -4,9 +4,7 @@
|
|||||||
|
|
||||||
#![cfg(feature = "async")]
|
#![cfg(feature = "async")]
|
||||||
|
|
||||||
use optimizer::sampler::random::RandomSampler;
|
use optimizer::{Direction, RandomSampler, Study, TpeError, TpeSampler};
|
||||||
use optimizer::sampler::tpe::TpeSampler;
|
|
||||||
use optimizer::{Direction, Study, TpeError};
|
|
||||||
|
|
||||||
#[tokio::test]
|
#[tokio::test]
|
||||||
async fn test_optimize_async_basic() {
|
async fn test_optimize_async_basic() {
|
||||||
@@ -28,11 +26,7 @@ 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()
|
let sampler = TpeSampler::builder().seed(42).n_startup_trials(5).build();
|
||||||
.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);
|
||||||
|
|
||||||
@@ -67,11 +61,7 @@ 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()
|
let sampler = TpeSampler::builder().seed(42).n_startup_trials(5).build();
|
||||||
.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);
|
||||||
|
|
||||||
|
|||||||
+16
-56
@@ -1,14 +1,6 @@
|
|||||||
//! Integration tests for the optimizer library.
|
//! Integration tests for the optimizer library.
|
||||||
|
|
||||||
#![allow(
|
use optimizer::{Direction, RandomSampler, Study, TpeError, TpeSampler, Trial};
|
||||||
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, Study, TpeError, Trial};
|
|
||||||
|
|
||||||
// =============================================================================
|
// =============================================================================
|
||||||
// Test: optimize simple quadratic function with TPE, finds near-optimal
|
// Test: optimize simple quadratic function with TPE, finds near-optimal
|
||||||
@@ -22,8 +14,7 @@ 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);
|
||||||
|
|
||||||
@@ -49,11 +40,7 @@ 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()
|
let sampler = TpeSampler::builder().seed(123).n_startup_trials(10).build();
|
||||||
.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);
|
||||||
|
|
||||||
@@ -79,11 +66,7 @@ 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()
|
let sampler = TpeSampler::builder().seed(456).n_startup_trials(5).build();
|
||||||
.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);
|
||||||
|
|
||||||
@@ -567,11 +550,7 @@ fn test_invalid_step_errors() {
|
|||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn test_tpe_with_categorical_parameter() {
|
fn test_tpe_with_categorical_parameter() {
|
||||||
let sampler = TpeSampler::builder()
|
let sampler = TpeSampler::builder().seed(42).n_startup_trials(5).build();
|
||||||
.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);
|
||||||
|
|
||||||
@@ -603,11 +582,7 @@ fn test_tpe_with_categorical_parameter() {
|
|||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn test_tpe_with_integer_parameters() {
|
fn test_tpe_with_integer_parameters() {
|
||||||
let sampler = TpeSampler::builder()
|
let sampler = TpeSampler::builder().seed(789).n_startup_trials(5).build();
|
||||||
.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);
|
||||||
|
|
||||||
@@ -781,11 +756,7 @@ 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()
|
let tpe = TpeSampler::builder().seed(42).n_startup_trials(5).build();
|
||||||
.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
|
||||||
@@ -892,10 +863,10 @@ fn test_trial_debug_format() {
|
|||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn test_tpe_sampler_builder_default_trait() {
|
fn test_tpe_sampler_builder_default_trait() {
|
||||||
use optimizer::sampler::tpe::TpeSamplerBuilder;
|
use optimizer::TpeSamplerBuilder;
|
||||||
|
|
||||||
let builder = TpeSamplerBuilder::default();
|
let builder = TpeSamplerBuilder::default();
|
||||||
let sampler = builder.build().unwrap();
|
let sampler = builder.build();
|
||||||
|
|
||||||
// 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);
|
||||||
@@ -930,8 +901,7 @@ 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);
|
||||||
|
|
||||||
@@ -947,9 +917,9 @@ 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() {
|
||||||
let result = TpeSampler::with_config(0.25, 10, 24, Some(-1.0), None);
|
TpeSampler::with_config(0.25, 10, 24, Some(-1.0), None);
|
||||||
assert!(matches!(result, Err(TpeError::InvalidBandwidth(_))));
|
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
@@ -958,8 +928,7 @@ 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);
|
||||||
|
|
||||||
@@ -975,11 +944,7 @@ 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()
|
let sampler = TpeSampler::builder().seed(42).n_startup_trials(5).build();
|
||||||
.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);
|
||||||
|
|
||||||
@@ -997,11 +962,7 @@ 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()
|
let sampler = TpeSampler::builder().seed(42).n_startup_trials(5).build();
|
||||||
.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);
|
||||||
|
|
||||||
@@ -1079,8 +1040,7 @@ 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);
|
||||||
|
|
||||||
|
|||||||
Reference in New Issue
Block a user