Compare commits
30 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| 624283c766 | |||
| 64c7aa2448 | |||
| abb1b4c229 | |||
| dff58340a4 | |||
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| d851aad548 | |||
| 95402dc9b6 | |||
| f873722763 | |||
| ba31df69c7 | |||
| bcc4549e66 | |||
| 7d79111d81 | |||
| a9ea097377 | |||
| 7d70220da0 | |||
| b5c0d6353b | |||
| 08fde0c707 | |||
| 147a64708d | |||
| b36137bc96 | |||
| f3941a4b3e | |||
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| 09480a973b | |||
| aa9734587a | |||
| a1dd6d393c | |||
| a53ba4f472 | |||
| 9b4a8321b5 | |||
| db0314a1d1 | |||
| df5fcedecf | |||
| 5061df9876 | |||
| 5fe0a75f78 | |||
| dcf3403261 |
@@ -8,6 +8,7 @@ on:
|
||||
|
||||
permissions:
|
||||
contents: read
|
||||
pull-requests: write
|
||||
|
||||
env:
|
||||
CARGO_TERM_COLOR: always
|
||||
@@ -73,8 +74,14 @@ jobs:
|
||||
- uses: Swatinem/rust-cache@v2
|
||||
- name: Run sync example (ml_hyperparameter_tuning)
|
||||
run: cargo run --example ml_hyperparameter_tuning
|
||||
- name: Run sync example (benchmark_convergence)
|
||||
run: cargo run --example benchmark_convergence
|
||||
- name: Run derive example (parameter_api)
|
||||
run: cargo run --example parameter_api --features derive
|
||||
- name: Run async example (async_api_optimization)
|
||||
run: cargo run --example async_api_optimization --features async
|
||||
- name: Run visualization example (visualization_demo)
|
||||
run: cargo run --example visualization_demo --features visualization
|
||||
|
||||
docs:
|
||||
name: Docs
|
||||
@@ -250,6 +257,99 @@ jobs:
|
||||
- name: Typos Check
|
||||
run: typos src/
|
||||
|
||||
bench-check:
|
||||
name: Benchmark Smoke Test
|
||||
if: github.event_name == 'push'
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: actions/checkout@v6
|
||||
- name: Install Rust
|
||||
run: |
|
||||
rustup override set stable
|
||||
rustup update stable
|
||||
- uses: Swatinem/rust-cache@v2
|
||||
- name: Run benchmarks (smoke test)
|
||||
run: cargo bench --all-features --bench samplers --bench optimization
|
||||
|
||||
bench-compare:
|
||||
name: Benchmark Comparison
|
||||
if: github.event_name == 'pull_request'
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- name: Install Rust
|
||||
run: |
|
||||
rustup override set stable
|
||||
rustup update stable
|
||||
|
||||
- name: Install critcmp
|
||||
run: cargo install critcmp
|
||||
|
||||
# --- Run benchmarks on the BASE (target) branch ---
|
||||
- uses: actions/checkout@v6
|
||||
with:
|
||||
ref: ${{ github.event.pull_request.base.sha }}
|
||||
clean: false
|
||||
|
||||
- uses: Swatinem/rust-cache@v2
|
||||
with:
|
||||
key: bench-base
|
||||
|
||||
- name: Bench baseline
|
||||
run: cargo bench --all-features --bench samplers --bench optimization -- --save-baseline base
|
||||
|
||||
# --- Run benchmarks on the HEAD (PR) branch ---
|
||||
- uses: actions/checkout@v6
|
||||
with:
|
||||
ref: ${{ github.event.pull_request.head.sha }}
|
||||
clean: false
|
||||
|
||||
- uses: Swatinem/rust-cache@v2
|
||||
with:
|
||||
key: bench-head
|
||||
|
||||
- name: Bench PR head
|
||||
run: cargo bench --all-features --bench samplers --bench optimization -- --save-baseline head
|
||||
|
||||
# --- Compare and post comment ---
|
||||
- name: Compare benchmarks
|
||||
id: compare
|
||||
run: |
|
||||
EOF=$(dd if=/dev/urandom bs=15 count=1 status=none | base64)
|
||||
echo "result<<$EOF" >> "$GITHUB_OUTPUT"
|
||||
critcmp base head --color never >> "$GITHUB_OUTPUT"
|
||||
echo "$EOF" >> "$GITHUB_OUTPUT"
|
||||
|
||||
- name: Find existing comment
|
||||
uses: peter-evans/find-comment@v4
|
||||
id: find-comment
|
||||
with:
|
||||
issue-number: ${{ github.event.pull_request.number }}
|
||||
comment-author: github-actions[bot]
|
||||
body-includes: "## Benchmark Comparison"
|
||||
|
||||
- name: Post or update PR comment
|
||||
uses: peter-evans/create-or-update-comment@v5
|
||||
with:
|
||||
comment-id: ${{ steps.find-comment.outputs.comment-id }}
|
||||
issue-number: ${{ github.event.pull_request.number }}
|
||||
edit-mode: replace
|
||||
body: |
|
||||
## Benchmark Comparison
|
||||
|
||||
**Base:** `${{ github.event.pull_request.base.sha }}` | **Head:** `${{ github.event.pull_request.head.sha }}`
|
||||
|
||||
<details>
|
||||
<summary>Click to expand full results</summary>
|
||||
|
||||
```
|
||||
${{ steps.compare.outputs.result }}
|
||||
```
|
||||
|
||||
</details>
|
||||
|
||||
> Benchmarks run on `ubuntu-latest` via [Criterion](https://github.com/bheisler/criterion.rs) + [critcmp](https://github.com/BurntSushi/critcmp).
|
||||
> Results may vary due to shared CI runners. Look for consistent >5% changes.
|
||||
|
||||
publish:
|
||||
name: Publish to crates.io
|
||||
runs-on: ubuntu-latest
|
||||
|
||||
+27
-1
@@ -3,7 +3,7 @@ members = ["optimizer-derive"]
|
||||
|
||||
[package]
|
||||
name = "optimizer"
|
||||
version = "0.6.0"
|
||||
version = "0.8.1"
|
||||
edition = "2024"
|
||||
rust-version = "1.88"
|
||||
license = "MIT"
|
||||
@@ -21,15 +21,36 @@ thiserror = "2"
|
||||
parking_lot = "0.12"
|
||||
tokio = { version = "1", features = ["sync", "rt-multi-thread"], optional = true }
|
||||
optimizer-derive = { version = "0.1.0", path = "optimizer-derive", optional = true }
|
||||
serde = { version = "1", features = ["derive"], optional = true }
|
||||
serde_json = { version = "1", optional = true }
|
||||
tracing = { version = "0.1.29", optional = true }
|
||||
sobol_burley = { version = "0.5", optional = true }
|
||||
nalgebra = { version = "0.34", optional = true }
|
||||
|
||||
[features]
|
||||
default = []
|
||||
async = ["dep:tokio"]
|
||||
derive = ["dep:optimizer-derive"]
|
||||
serde = ["dep:serde", "dep:serde_json"]
|
||||
tracing = ["dep:tracing"]
|
||||
sobol = ["dep:sobol_burley"]
|
||||
cma-es = ["dep:nalgebra"]
|
||||
visualization = []
|
||||
fanova = []
|
||||
|
||||
[dev-dependencies]
|
||||
tokio = { version = "1", features = ["rt-multi-thread", "macros", "time"] }
|
||||
optimizer-derive = { version = "0.1.0", path = "optimizer-derive" }
|
||||
serde_json = "1"
|
||||
criterion = { version = "0.8", features = ["html_reports"] }
|
||||
|
||||
[[bench]]
|
||||
name = "samplers"
|
||||
harness = false
|
||||
|
||||
[[bench]]
|
||||
name = "optimization"
|
||||
harness = false
|
||||
|
||||
[[example]]
|
||||
name = "async_api_optimization"
|
||||
@@ -44,3 +65,8 @@ path = "examples/ml_hyperparameter_tuning.rs"
|
||||
name = "parameter_api"
|
||||
path = "examples/parameter_api.rs"
|
||||
required-features = ["derive"]
|
||||
|
||||
[[example]]
|
||||
name = "visualization_demo"
|
||||
path = "examples/visualization_demo.rs"
|
||||
required-features = ["visualization"]
|
||||
|
||||
@@ -0,0 +1,112 @@
|
||||
#[allow(dead_code)]
|
||||
mod test_functions;
|
||||
|
||||
use criterion::{BenchmarkId, Criterion, criterion_group, criterion_main};
|
||||
use optimizer::parameter::Parameter;
|
||||
use optimizer::sampler::random::RandomSampler;
|
||||
use optimizer::sampler::tpe::TpeSampler;
|
||||
use optimizer::{FloatParam, Study};
|
||||
|
||||
fn make_params(dims: usize) -> Vec<FloatParam> {
|
||||
(0..dims)
|
||||
.map(|i| FloatParam::new(-5.0, 5.0).name(format!("x{i}")))
|
||||
.collect()
|
||||
}
|
||||
|
||||
fn bench_tpe_sphere(c: &mut Criterion) {
|
||||
let mut group = c.benchmark_group("tpe_sphere");
|
||||
group.sample_size(10);
|
||||
|
||||
for dims in [2, 10, 50] {
|
||||
let params = make_params(dims);
|
||||
group.bench_with_input(BenchmarkId::new("dims", dims), ¶ms, |b, params| {
|
||||
b.iter(|| {
|
||||
let study = Study::minimize(TpeSampler::builder().seed(42).build().unwrap());
|
||||
study
|
||||
.optimize(100, |trial| {
|
||||
let x: Vec<f64> = params
|
||||
.iter()
|
||||
.map(|p| p.suggest(trial))
|
||||
.collect::<Result<_, _>>()
|
||||
.unwrap();
|
||||
Ok::<_, optimizer::Error>(test_functions::sphere(&x))
|
||||
})
|
||||
.unwrap();
|
||||
});
|
||||
});
|
||||
}
|
||||
group.finish();
|
||||
}
|
||||
|
||||
fn bench_tpe_rosenbrock(c: &mut Criterion) {
|
||||
let mut group = c.benchmark_group("tpe_rosenbrock");
|
||||
group.sample_size(10);
|
||||
|
||||
for dims in [2, 10] {
|
||||
let params = make_params(dims);
|
||||
group.bench_with_input(BenchmarkId::new("dims", dims), ¶ms, |b, params| {
|
||||
b.iter(|| {
|
||||
let study = Study::minimize(TpeSampler::builder().seed(42).build().unwrap());
|
||||
study
|
||||
.optimize(100, |trial| {
|
||||
let x: Vec<f64> = params
|
||||
.iter()
|
||||
.map(|p| p.suggest(trial))
|
||||
.collect::<Result<_, _>>()
|
||||
.unwrap();
|
||||
Ok::<_, optimizer::Error>(test_functions::rosenbrock(&x))
|
||||
})
|
||||
.unwrap();
|
||||
});
|
||||
});
|
||||
}
|
||||
group.finish();
|
||||
}
|
||||
|
||||
fn bench_random_vs_tpe(c: &mut Criterion) {
|
||||
let mut group = c.benchmark_group("random_vs_tpe");
|
||||
group.sample_size(10);
|
||||
let params = make_params(5);
|
||||
|
||||
group.bench_function("random_5d", |b| {
|
||||
b.iter(|| {
|
||||
let study = Study::minimize(RandomSampler::with_seed(42));
|
||||
study
|
||||
.optimize(100, |trial| {
|
||||
let x: Vec<f64> = params
|
||||
.iter()
|
||||
.map(|p| p.suggest(trial))
|
||||
.collect::<Result<_, _>>()
|
||||
.unwrap();
|
||||
Ok::<_, optimizer::Error>(test_functions::sphere(&x))
|
||||
})
|
||||
.unwrap();
|
||||
});
|
||||
});
|
||||
|
||||
group.bench_function("tpe_5d", |b| {
|
||||
b.iter(|| {
|
||||
let study = Study::minimize(TpeSampler::builder().seed(42).build().unwrap());
|
||||
study
|
||||
.optimize(100, |trial| {
|
||||
let x: Vec<f64> = params
|
||||
.iter()
|
||||
.map(|p| p.suggest(trial))
|
||||
.collect::<Result<_, _>>()
|
||||
.unwrap();
|
||||
Ok::<_, optimizer::Error>(test_functions::sphere(&x))
|
||||
})
|
||||
.unwrap();
|
||||
});
|
||||
});
|
||||
|
||||
group.finish();
|
||||
}
|
||||
|
||||
criterion_group!(
|
||||
benches,
|
||||
bench_tpe_sphere,
|
||||
bench_tpe_rosenbrock,
|
||||
bench_random_vs_tpe
|
||||
);
|
||||
criterion_main!(benches);
|
||||
@@ -0,0 +1,118 @@
|
||||
use std::collections::HashMap;
|
||||
|
||||
use criterion::{BenchmarkId, Criterion, criterion_group, criterion_main};
|
||||
use optimizer::parameter::Parameter;
|
||||
use optimizer::sampler::Sampler;
|
||||
use optimizer::sampler::grid::GridSearchSampler;
|
||||
use optimizer::sampler::random::RandomSampler;
|
||||
use optimizer::sampler::tpe::TpeSampler;
|
||||
use optimizer::{CompletedTrial, FloatParam};
|
||||
|
||||
/// Build a synthetic history of `n` completed trials over `dims` float parameters.
|
||||
fn build_history(n: usize, dims: usize) -> Vec<CompletedTrial<f64>> {
|
||||
let params: Vec<FloatParam> = (0..dims)
|
||||
.map(|i| FloatParam::new(-5.0, 5.0).name(format!("x{i}")))
|
||||
.collect();
|
||||
|
||||
let mut history = Vec::with_capacity(n);
|
||||
let sampler = RandomSampler::with_seed(42);
|
||||
|
||||
for trial_id in 0..n {
|
||||
let id = trial_id as u64;
|
||||
let mut param_values = HashMap::new();
|
||||
let mut distributions = HashMap::new();
|
||||
let mut param_labels = HashMap::new();
|
||||
for p in ¶ms {
|
||||
let dist = p.distribution();
|
||||
let val = sampler.sample(&dist, id, &history);
|
||||
param_values.insert(p.id(), val);
|
||||
distributions.insert(p.id(), dist);
|
||||
param_labels.insert(p.id(), p.label());
|
||||
}
|
||||
// Use sphere function value as objective
|
||||
let value: f64 = param_values
|
||||
.values()
|
||||
.map(|v| {
|
||||
let optimizer::ParamValue::Float(f) = v else {
|
||||
unreachable!()
|
||||
};
|
||||
f * f
|
||||
})
|
||||
.sum();
|
||||
history.push(CompletedTrial::new(
|
||||
id,
|
||||
param_values,
|
||||
distributions,
|
||||
param_labels,
|
||||
value,
|
||||
));
|
||||
}
|
||||
history
|
||||
}
|
||||
|
||||
fn bench_tpe_sample(c: &mut Criterion) {
|
||||
let mut group = c.benchmark_group("tpe_sample");
|
||||
let dist = FloatParam::new(-5.0, 5.0).distribution();
|
||||
let tpe = TpeSampler::builder().seed(42).build().unwrap();
|
||||
|
||||
for history_size in [10, 100, 1000] {
|
||||
let history = build_history(history_size, 2);
|
||||
group.bench_with_input(
|
||||
BenchmarkId::new("history", history_size),
|
||||
&history,
|
||||
|b, history| {
|
||||
b.iter(|| tpe.sample(&dist, history.len() as u64, history));
|
||||
},
|
||||
);
|
||||
}
|
||||
group.finish();
|
||||
}
|
||||
|
||||
fn bench_random_sample(c: &mut Criterion) {
|
||||
let mut group = c.benchmark_group("random_sample");
|
||||
let dist = FloatParam::new(-5.0, 5.0).distribution();
|
||||
let sampler = RandomSampler::with_seed(42);
|
||||
|
||||
for history_size in [10, 100, 1000] {
|
||||
let history = build_history(history_size, 2);
|
||||
group.bench_with_input(
|
||||
BenchmarkId::new("history", history_size),
|
||||
&history,
|
||||
|b, history| {
|
||||
b.iter(|| sampler.sample(&dist, history.len() as u64, history));
|
||||
},
|
||||
);
|
||||
}
|
||||
group.finish();
|
||||
}
|
||||
|
||||
fn bench_grid_sample(c: &mut Criterion) {
|
||||
let mut group = c.benchmark_group("grid_sample");
|
||||
let dist = FloatParam::new(-5.0, 5.0).distribution();
|
||||
let history: Vec<CompletedTrial<f64>> = Vec::new();
|
||||
|
||||
for grid_points in [5, 10, 50] {
|
||||
group.bench_with_input(
|
||||
BenchmarkId::new("points", grid_points),
|
||||
&grid_points,
|
||||
|b, _| {
|
||||
b.iter(|| {
|
||||
// Fresh sampler each iteration since grid tracks used points
|
||||
let sampler = GridSearchSampler::builder()
|
||||
.n_points_per_param(grid_points)
|
||||
.build();
|
||||
sampler.sample(&dist, 0, &history)
|
||||
});
|
||||
},
|
||||
);
|
||||
}
|
||||
group.finish();
|
||||
}
|
||||
|
||||
criterion_group!(
|
||||
benches,
|
||||
bench_tpe_sample,
|
||||
bench_random_sample,
|
||||
bench_grid_sample
|
||||
);
|
||||
criterion_main!(benches);
|
||||
@@ -0,0 +1,84 @@
|
||||
//! Standard optimization test functions for benchmarking.
|
||||
|
||||
/// Sphere function: unimodal, convex. Global minimum f(0,...,0) = 0.
|
||||
pub fn sphere(x: &[f64]) -> f64 {
|
||||
x.iter().map(|xi| xi * xi).sum()
|
||||
}
|
||||
|
||||
/// Rosenbrock function: narrow valley. Global minimum f(1,...,1) = 0.
|
||||
pub fn rosenbrock(x: &[f64]) -> f64 {
|
||||
x.windows(2)
|
||||
.map(|w| 100.0 * (w[1] - w[0] * w[0]).powi(2) + (1.0 - w[0]).powi(2))
|
||||
.sum()
|
||||
}
|
||||
|
||||
/// Rastrigin function: highly multimodal. Global minimum f(0,...,0) = 0.
|
||||
pub fn rastrigin(x: &[f64]) -> f64 {
|
||||
let n = x.len() as f64;
|
||||
10.0 * n
|
||||
+ x.iter()
|
||||
.map(|xi| xi * xi - 10.0 * (2.0 * std::f64::consts::PI * xi).cos())
|
||||
.sum::<f64>()
|
||||
}
|
||||
|
||||
/// Ackley function: nearly flat with a deep well. Global minimum f(0,...,0) = 0.
|
||||
pub fn ackley(x: &[f64]) -> f64 {
|
||||
let n = x.len() as f64;
|
||||
let sum_sq: f64 = x.iter().map(|xi| xi * xi).sum();
|
||||
let sum_cos: f64 = x
|
||||
.iter()
|
||||
.map(|xi| (2.0 * std::f64::consts::PI * xi).cos())
|
||||
.sum();
|
||||
-20.0 * (-0.2 * (sum_sq / n).sqrt()).exp() - (sum_cos / n).exp() + 20.0 + std::f64::consts::E
|
||||
}
|
||||
|
||||
/// Branin function (2D only). Three global minima with f* ≈ 0.397887.
|
||||
///
|
||||
/// # Panics
|
||||
///
|
||||
/// Panics if `x` does not have exactly 2 elements.
|
||||
pub fn branin(x: &[f64]) -> f64 {
|
||||
assert!(x.len() == 2, "Branin requires exactly 2 dimensions");
|
||||
let (x1, x2) = (x[0], x[1]);
|
||||
let pi = std::f64::consts::PI;
|
||||
let a = 1.0;
|
||||
let b = 5.1 / (4.0 * pi * pi);
|
||||
let c = 5.0 / pi;
|
||||
let r = 6.0;
|
||||
let s = 10.0;
|
||||
let t = 1.0 / (8.0 * pi);
|
||||
a * (x2 - b * x1 * x1 + c * x1 - r).powi(2) + s * (1.0 - t) * x1.cos() + s
|
||||
}
|
||||
|
||||
/// Hartmann 6D function. Global minimum f* ≈ -3.3224.
|
||||
///
|
||||
/// # Panics
|
||||
///
|
||||
/// Panics if `x` does not have exactly 6 elements.
|
||||
pub fn hartmann6(x: &[f64]) -> f64 {
|
||||
assert!(x.len() == 6, "Hartmann6 requires exactly 6 dimensions");
|
||||
|
||||
let alpha = [1.0, 1.2, 3.0, 3.2];
|
||||
let a_matrix = [
|
||||
[10.0, 3.0, 17.0, 3.5, 1.7, 8.0],
|
||||
[0.05, 10.0, 17.0, 0.1, 8.0, 14.0],
|
||||
[3.0, 3.5, 1.7, 10.0, 17.0, 8.0],
|
||||
[17.0, 8.0, 0.05, 10.0, 0.1, 14.0],
|
||||
];
|
||||
let p_matrix = [
|
||||
[0.1312, 0.1696, 0.5569, 0.0124, 0.8283, 0.5886],
|
||||
[0.2329, 0.4135, 0.8307, 0.3736, 0.1004, 0.9991],
|
||||
[0.2348, 0.1451, 0.3522, 0.2883, 0.3047, 0.6650],
|
||||
[0.4047, 0.8828, 0.8732, 0.5743, 0.1091, 0.0381],
|
||||
];
|
||||
|
||||
let mut result = 0.0;
|
||||
for i in 0..4 {
|
||||
let mut inner = 0.0;
|
||||
for (j, xj) in x.iter().enumerate() {
|
||||
inner += a_matrix[i][j] * (xj - p_matrix[i][j]).powi(2);
|
||||
}
|
||||
result -= alpha[i] * (-inner).exp();
|
||||
}
|
||||
result
|
||||
}
|
||||
@@ -1,7 +1,11 @@
|
||||
[advisories]
|
||||
version = 2
|
||||
db-path = "~/.cargo/advisory-db"
|
||||
ignore = []
|
||||
ignore = [
|
||||
# paste is unmaintained but it's a transitive dep via simba -> nalgebra
|
||||
# with no fix available upstream yet
|
||||
"RUSTSEC-2024-0436",
|
||||
]
|
||||
|
||||
[licenses]
|
||||
version = 2
|
||||
@@ -9,7 +13,6 @@ allow = [
|
||||
"MIT",
|
||||
"Apache-2.0",
|
||||
"Apache-2.0 WITH LLVM-exception",
|
||||
"BSD-2-Clause",
|
||||
"Unicode-3.0",
|
||||
]
|
||||
confidence-threshold = 0.8
|
||||
|
||||
@@ -0,0 +1,124 @@
|
||||
use std::ops::ControlFlow;
|
||||
use std::time::Instant;
|
||||
|
||||
use optimizer::parameter::Parameter;
|
||||
use optimizer::sampler::random::RandomSampler;
|
||||
use optimizer::sampler::tpe::TpeSampler;
|
||||
use optimizer::{FloatParam, Study};
|
||||
|
||||
/// Standard optimization test functions.
|
||||
mod functions {
|
||||
pub fn sphere(x: &[f64]) -> f64 {
|
||||
x.iter().map(|xi| xi * xi).sum()
|
||||
}
|
||||
|
||||
pub fn rosenbrock(x: &[f64]) -> f64 {
|
||||
x.windows(2)
|
||||
.map(|w| 100.0 * (w[1] - w[0] * w[0]).powi(2) + (1.0 - w[0]).powi(2))
|
||||
.sum()
|
||||
}
|
||||
|
||||
pub fn rastrigin(x: &[f64]) -> f64 {
|
||||
let n = x.len() as f64;
|
||||
10.0 * n
|
||||
+ x.iter()
|
||||
.map(|xi| xi * xi - 10.0 * (2.0 * std::f64::consts::PI * xi).cos())
|
||||
.sum::<f64>()
|
||||
}
|
||||
}
|
||||
|
||||
fn run_convergence(
|
||||
name: &str,
|
||||
sampler_name: &str,
|
||||
study: Study<f64>,
|
||||
params: &[FloatParam],
|
||||
objective: fn(&[f64]) -> f64,
|
||||
n_trials: usize,
|
||||
) {
|
||||
let start = Instant::now();
|
||||
|
||||
study
|
||||
.optimize_with_callback(
|
||||
n_trials,
|
||||
|trial| {
|
||||
let x: Vec<f64> = params
|
||||
.iter()
|
||||
.map(|p| p.suggest(trial))
|
||||
.collect::<Result<_, _>>()
|
||||
.unwrap();
|
||||
Ok::<_, optimizer::Error>(objective(&x))
|
||||
},
|
||||
|study, _trial| {
|
||||
let elapsed = start.elapsed().as_millis();
|
||||
let best = study.best_value().unwrap();
|
||||
let n = study.n_trials();
|
||||
println!("{n},{best},{elapsed},{sampler_name},{name}");
|
||||
ControlFlow::Continue(())
|
||||
},
|
||||
)
|
||||
.unwrap();
|
||||
}
|
||||
|
||||
fn main() {
|
||||
println!("trial,best_value,elapsed_ms,sampler,function");
|
||||
|
||||
let dims = 5;
|
||||
let params: Vec<FloatParam> = (0..dims)
|
||||
.map(|i| FloatParam::new(-5.0, 5.0).name(format!("x{i}")))
|
||||
.collect();
|
||||
let n_trials = 200;
|
||||
|
||||
// Sphere: Random vs TPE
|
||||
run_convergence(
|
||||
"sphere_5d",
|
||||
"random",
|
||||
Study::minimize(RandomSampler::with_seed(1)),
|
||||
¶ms,
|
||||
functions::sphere,
|
||||
n_trials,
|
||||
);
|
||||
run_convergence(
|
||||
"sphere_5d",
|
||||
"tpe",
|
||||
Study::minimize(TpeSampler::builder().seed(1).build().unwrap()),
|
||||
¶ms,
|
||||
functions::sphere,
|
||||
n_trials,
|
||||
);
|
||||
|
||||
// Rosenbrock: Random vs TPE
|
||||
run_convergence(
|
||||
"rosenbrock_5d",
|
||||
"random",
|
||||
Study::minimize(RandomSampler::with_seed(2)),
|
||||
¶ms,
|
||||
functions::rosenbrock,
|
||||
n_trials,
|
||||
);
|
||||
run_convergence(
|
||||
"rosenbrock_5d",
|
||||
"tpe",
|
||||
Study::minimize(TpeSampler::builder().seed(2).build().unwrap()),
|
||||
¶ms,
|
||||
functions::rosenbrock,
|
||||
n_trials,
|
||||
);
|
||||
|
||||
// Rastrigin: Random vs TPE
|
||||
run_convergence(
|
||||
"rastrigin_5d",
|
||||
"random",
|
||||
Study::minimize(RandomSampler::with_seed(3)),
|
||||
¶ms,
|
||||
functions::rastrigin,
|
||||
n_trials,
|
||||
);
|
||||
run_convergence(
|
||||
"rastrigin_5d",
|
||||
"tpe",
|
||||
Study::minimize(TpeSampler::builder().seed(3).build().unwrap()),
|
||||
¶ms,
|
||||
functions::rastrigin,
|
||||
n_trials,
|
||||
);
|
||||
}
|
||||
@@ -0,0 +1,45 @@
|
||||
use optimizer::prelude::*;
|
||||
|
||||
fn main() {
|
||||
// Multi-parameter optimization with TPE sampler.
|
||||
let sampler = TpeSampler::builder().seed(42).build().unwrap();
|
||||
let mut study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
study.set_pruner(MedianPruner::new(Direction::Minimize));
|
||||
|
||||
let lr = FloatParam::new(1e-5, 1e-1)
|
||||
.log_scale()
|
||||
.name("learning_rate");
|
||||
let n_layers = IntParam::new(1, 5).name("n_layers");
|
||||
let dropout = FloatParam::new(0.0, 0.5).step(0.05).name("dropout");
|
||||
let batch_size = CategoricalParam::new(vec![16, 32, 64, 128]).name("batch_size");
|
||||
|
||||
study
|
||||
.optimize(80, |trial| {
|
||||
let lr_val = lr.suggest(trial)?;
|
||||
let layers = n_layers.suggest(trial)?;
|
||||
let drop = dropout.suggest(trial)?;
|
||||
let bs = batch_size.suggest(trial)?;
|
||||
|
||||
// Simulate training with intermediate reporting.
|
||||
let mut loss = 1.0;
|
||||
for epoch in 0..10 {
|
||||
loss *= 0.7 + 0.3 * lr_val.ln().abs() / 12.0;
|
||||
loss += drop * 0.05;
|
||||
loss += (1.0 / bs as f64) * 0.1;
|
||||
loss -= layers as f64 * 0.02;
|
||||
trial.report(epoch, loss);
|
||||
if trial.should_prune() {
|
||||
return Err(TrialPruned.into());
|
||||
}
|
||||
}
|
||||
|
||||
Ok::<_, Error>(loss)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
println!("{}", study.summary());
|
||||
|
||||
let path = "optimization_report.html";
|
||||
generate_html_report(&study, path).unwrap();
|
||||
println!("\nReport saved to {path}");
|
||||
}
|
||||
@@ -13,4 +13,3 @@ proc-macro = true
|
||||
[dependencies]
|
||||
syn = { version = "2", features = ["full"] }
|
||||
quote = "1"
|
||||
proc-macro2 = "1"
|
||||
|
||||
@@ -2,6 +2,7 @@
|
||||
|
||||
/// Distribution for floating-point parameters.
|
||||
#[derive(Clone, Debug, PartialEq)]
|
||||
#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
|
||||
pub struct FloatDistribution {
|
||||
/// Lower bound (inclusive).
|
||||
pub low: f64,
|
||||
@@ -15,6 +16,7 @@ pub struct FloatDistribution {
|
||||
|
||||
/// Distribution for integer parameters.
|
||||
#[derive(Clone, Debug, PartialEq)]
|
||||
#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
|
||||
pub struct IntDistribution {
|
||||
/// Lower bound (inclusive).
|
||||
pub low: i64,
|
||||
@@ -28,6 +30,7 @@ pub struct IntDistribution {
|
||||
|
||||
/// Distribution for categorical parameters.
|
||||
#[derive(Clone, Debug, PartialEq)]
|
||||
#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
|
||||
pub struct CategoricalDistribution {
|
||||
/// Number of choices available.
|
||||
pub n_choices: usize,
|
||||
@@ -35,6 +38,7 @@ pub struct CategoricalDistribution {
|
||||
|
||||
/// Enum wrapping all parameter distribution types.
|
||||
#[derive(Clone, Debug, PartialEq)]
|
||||
#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
|
||||
pub enum Distribution {
|
||||
/// A floating-point distribution.
|
||||
Float(FloatDistribution),
|
||||
|
||||
@@ -76,6 +76,15 @@ pub enum Error {
|
||||
#[error("trial was pruned")]
|
||||
TrialPruned,
|
||||
|
||||
/// Returned when the objective returns the wrong number of values.
|
||||
#[error("objective dimension mismatch: expected {expected} values, got {got}")]
|
||||
ObjectiveDimensionMismatch {
|
||||
/// The expected number of objective values.
|
||||
expected: usize,
|
||||
/// The actual number of objective values returned.
|
||||
got: usize,
|
||||
},
|
||||
|
||||
/// Returned when an internal invariant is violated.
|
||||
#[error("internal error: {0}")]
|
||||
Internal(&'static str),
|
||||
|
||||
+536
@@ -0,0 +1,536 @@
|
||||
//! fANOVA (functional ANOVA) parameter importance via random forest.
|
||||
//!
|
||||
//! Decomposes the variance of the objective function into contributions
|
||||
//! from individual parameters (main effects) and parameter interactions.
|
||||
//!
|
||||
//! The algorithm:
|
||||
//! 1. Fits a random forest to `(parameters) -> objective_value`
|
||||
//! 2. Applies functional ANOVA decomposition to the forest
|
||||
//! 3. Computes main effects (single-parameter importance)
|
||||
//! 4. Computes interaction effects (pairwise parameter importance)
|
||||
|
||||
use rand::rngs::StdRng;
|
||||
use rand::{RngExt, SeedableRng};
|
||||
|
||||
/// Result of fANOVA analysis.
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct FanovaResult {
|
||||
/// Per-parameter importance (fraction of total variance explained).
|
||||
/// Sorted by descending importance.
|
||||
pub main_effects: Vec<(String, f64)>,
|
||||
/// Pairwise interaction importance (fraction of total variance explained).
|
||||
/// Sorted by descending importance.
|
||||
pub interactions: Vec<((String, String), f64)>,
|
||||
}
|
||||
|
||||
/// Configuration for fANOVA analysis.
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct FanovaConfig {
|
||||
/// Number of trees in the random forest (default: 64).
|
||||
pub n_trees: usize,
|
||||
/// Maximum depth of each tree. `None` for unlimited (default: `None`).
|
||||
pub max_depth: Option<usize>,
|
||||
/// Minimum samples required to split a node (default: 2).
|
||||
pub min_samples_split: usize,
|
||||
/// Minimum samples required in a leaf node (default: 1).
|
||||
pub min_samples_leaf: usize,
|
||||
/// Random seed for reproducibility (default: `Some(42)`).
|
||||
pub seed: Option<u64>,
|
||||
}
|
||||
|
||||
impl Default for FanovaConfig {
|
||||
fn default() -> Self {
|
||||
Self {
|
||||
n_trees: 64,
|
||||
max_depth: None,
|
||||
min_samples_split: 2,
|
||||
min_samples_leaf: 1,
|
||||
seed: Some(42),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// --- Decision Tree ---
|
||||
|
||||
/// A node in the regression tree (arena-allocated).
|
||||
#[derive(Debug, Clone)]
|
||||
enum TreeNode {
|
||||
Leaf {
|
||||
value: f64,
|
||||
n_samples: usize,
|
||||
},
|
||||
Split {
|
||||
feature: usize,
|
||||
threshold: f64,
|
||||
left: usize,
|
||||
right: usize,
|
||||
n_samples: usize,
|
||||
},
|
||||
}
|
||||
|
||||
/// A regression decision tree for fANOVA.
|
||||
#[derive(Debug, Clone)]
|
||||
struct DecisionTree {
|
||||
nodes: Vec<TreeNode>,
|
||||
}
|
||||
|
||||
impl DecisionTree {
|
||||
/// Build a tree from the given data using the specified bootstrap indices.
|
||||
fn build(
|
||||
data: &[Vec<f64>],
|
||||
targets: &[f64],
|
||||
indices: &[usize],
|
||||
config: &FanovaConfig,
|
||||
rng: &mut StdRng,
|
||||
) -> Self {
|
||||
let mut tree = Self { nodes: Vec::new() };
|
||||
tree.build_node(data, targets, indices, 0, config, rng);
|
||||
tree
|
||||
}
|
||||
|
||||
#[allow(clippy::cast_precision_loss)]
|
||||
fn build_node(
|
||||
&mut self,
|
||||
data: &[Vec<f64>],
|
||||
targets: &[f64],
|
||||
indices: &[usize],
|
||||
depth: usize,
|
||||
config: &FanovaConfig,
|
||||
rng: &mut StdRng,
|
||||
) -> usize {
|
||||
let n = indices.len();
|
||||
let mean = indices.iter().map(|&i| targets[i]).sum::<f64>() / n as f64;
|
||||
|
||||
// Stopping conditions
|
||||
if n < config.min_samples_split || config.max_depth.is_some_and(|d| depth >= d) {
|
||||
let idx = self.nodes.len();
|
||||
self.nodes.push(TreeNode::Leaf {
|
||||
value: mean,
|
||||
n_samples: n,
|
||||
});
|
||||
return idx;
|
||||
}
|
||||
|
||||
// Pure node check (all targets identical)
|
||||
#[allow(clippy::float_cmp)]
|
||||
if indices.iter().all(|&i| targets[i] == targets[indices[0]]) {
|
||||
let idx = self.nodes.len();
|
||||
self.nodes.push(TreeNode::Leaf {
|
||||
value: mean,
|
||||
n_samples: n,
|
||||
});
|
||||
return idx;
|
||||
}
|
||||
|
||||
let n_features = data[0].len();
|
||||
#[allow(clippy::cast_possible_truncation, clippy::cast_sign_loss)]
|
||||
let max_features = ((n_features as f64).sqrt().ceil() as usize)
|
||||
.max(1)
|
||||
.min(n_features);
|
||||
let candidates = partial_shuffle(n_features, max_features, rng);
|
||||
|
||||
// Total variance at this node
|
||||
let total_var: f64 = indices.iter().map(|&i| (targets[i] - mean).powi(2)).sum();
|
||||
if total_var == 0.0 {
|
||||
let idx = self.nodes.len();
|
||||
self.nodes.push(TreeNode::Leaf {
|
||||
value: mean,
|
||||
n_samples: n,
|
||||
});
|
||||
return idx;
|
||||
}
|
||||
|
||||
let mut best_score = f64::NEG_INFINITY;
|
||||
let mut best_feature = 0;
|
||||
let mut best_threshold = 0.0;
|
||||
|
||||
for &feat in &candidates {
|
||||
let mut values: Vec<f64> = indices.iter().map(|&i| data[i][feat]).collect();
|
||||
values.sort_by(|a, b| a.partial_cmp(b).unwrap_or(core::cmp::Ordering::Equal));
|
||||
values.dedup();
|
||||
|
||||
if values.len() < 2 {
|
||||
continue;
|
||||
}
|
||||
|
||||
for w in values.windows(2) {
|
||||
let threshold = f64::midpoint(w[0], w[1]);
|
||||
let (l_sum, l_sq, l_n, r_sum, r_sq, r_n) =
|
||||
split_stats(data, targets, indices, feat, threshold);
|
||||
|
||||
if l_n < config.min_samples_leaf || r_n < config.min_samples_leaf {
|
||||
continue;
|
||||
}
|
||||
|
||||
let l_var = l_sq - l_sum * l_sum / l_n as f64;
|
||||
let r_var = r_sq - r_sum * r_sum / r_n as f64;
|
||||
let score = total_var - l_var - r_var;
|
||||
|
||||
if score > best_score {
|
||||
best_score = score;
|
||||
best_feature = feat;
|
||||
best_threshold = threshold;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if best_score <= 0.0 {
|
||||
let idx = self.nodes.len();
|
||||
self.nodes.push(TreeNode::Leaf {
|
||||
value: mean,
|
||||
n_samples: n,
|
||||
});
|
||||
return idx;
|
||||
}
|
||||
|
||||
let (left_indices, right_indices): (Vec<usize>, Vec<usize>) = indices
|
||||
.iter()
|
||||
.partition(|&&i| data[i][best_feature] <= best_threshold);
|
||||
|
||||
if left_indices.is_empty() || right_indices.is_empty() {
|
||||
let idx = self.nodes.len();
|
||||
self.nodes.push(TreeNode::Leaf {
|
||||
value: mean,
|
||||
n_samples: n,
|
||||
});
|
||||
return idx;
|
||||
}
|
||||
|
||||
// Reserve slot for this split node (placeholder replaced below)
|
||||
let node_idx = self.nodes.len();
|
||||
self.nodes.push(TreeNode::Leaf {
|
||||
value: 0.0,
|
||||
n_samples: 0,
|
||||
});
|
||||
|
||||
let left = self.build_node(data, targets, &left_indices, depth + 1, config, rng);
|
||||
let right = self.build_node(data, targets, &right_indices, depth + 1, config, rng);
|
||||
|
||||
self.nodes[node_idx] = TreeNode::Split {
|
||||
feature: best_feature,
|
||||
threshold: best_threshold,
|
||||
left,
|
||||
right,
|
||||
n_samples: n,
|
||||
};
|
||||
|
||||
node_idx
|
||||
}
|
||||
|
||||
/// Compute marginal prediction for a given feature subset.
|
||||
///
|
||||
/// Features in `subset` use values from `feature_values`.
|
||||
/// Features not in `subset` are marginalized by weighting branches
|
||||
/// proportionally to their training-data fractions.
|
||||
fn marginal_predict(&self, subset: &[usize], feature_values: &[f64]) -> f64 {
|
||||
self.marginal_predict_at(0, subset, feature_values)
|
||||
}
|
||||
|
||||
#[allow(clippy::cast_precision_loss)]
|
||||
fn marginal_predict_at(&self, idx: usize, subset: &[usize], vals: &[f64]) -> f64 {
|
||||
match self.nodes[idx] {
|
||||
TreeNode::Leaf { value, .. } => value,
|
||||
TreeNode::Split {
|
||||
feature,
|
||||
threshold,
|
||||
left,
|
||||
right,
|
||||
n_samples,
|
||||
} => {
|
||||
if subset.contains(&feature) {
|
||||
if vals[feature] <= threshold {
|
||||
self.marginal_predict_at(left, subset, vals)
|
||||
} else {
|
||||
self.marginal_predict_at(right, subset, vals)
|
||||
}
|
||||
} else {
|
||||
let l_n = self.n_samples(left) as f64;
|
||||
let r_n = self.n_samples(right) as f64;
|
||||
let total = n_samples as f64;
|
||||
(l_n / total) * self.marginal_predict_at(left, subset, vals)
|
||||
+ (r_n / total) * self.marginal_predict_at(right, subset, vals)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
fn n_samples(&self, idx: usize) -> usize {
|
||||
match self.nodes[idx] {
|
||||
TreeNode::Leaf { n_samples, .. } | TreeNode::Split { n_samples, .. } => n_samples,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// --- Helper Functions ---
|
||||
|
||||
/// Select `k` random indices from `0..n` using partial Fisher-Yates shuffle.
|
||||
fn partial_shuffle(n: usize, k: usize, rng: &mut StdRng) -> Vec<usize> {
|
||||
let mut indices: Vec<usize> = (0..n).collect();
|
||||
let k = k.min(n);
|
||||
for i in 0..k {
|
||||
let j = rng.random_range(i..n);
|
||||
indices.swap(i, j);
|
||||
}
|
||||
indices.truncate(k);
|
||||
indices
|
||||
}
|
||||
|
||||
/// Compute left/right split statistics for variance reduction.
|
||||
#[allow(clippy::cast_precision_loss)]
|
||||
fn split_stats(
|
||||
data: &[Vec<f64>],
|
||||
targets: &[f64],
|
||||
indices: &[usize],
|
||||
feature: usize,
|
||||
threshold: f64,
|
||||
) -> (f64, f64, usize, f64, f64, usize) {
|
||||
let (mut l_sum, mut l_sq, mut l_n) = (0.0, 0.0, 0usize);
|
||||
let (mut r_sum, mut r_sq, mut r_n) = (0.0, 0.0, 0usize);
|
||||
|
||||
for &i in indices {
|
||||
let y = targets[i];
|
||||
if data[i][feature] <= threshold {
|
||||
l_sum += y;
|
||||
l_sq += y * y;
|
||||
l_n += 1;
|
||||
} else {
|
||||
r_sum += y;
|
||||
r_sq += y * y;
|
||||
r_n += 1;
|
||||
}
|
||||
}
|
||||
|
||||
(l_sum, l_sq, l_n, r_sum, r_sq, r_n)
|
||||
}
|
||||
|
||||
/// Population variance of a slice.
|
||||
#[allow(clippy::cast_precision_loss)]
|
||||
fn variance(values: &[f64]) -> f64 {
|
||||
if values.is_empty() {
|
||||
return 0.0;
|
||||
}
|
||||
let n = values.len() as f64;
|
||||
let mean = values.iter().sum::<f64>() / n;
|
||||
values.iter().map(|v| (v - mean).powi(2)).sum::<f64>() / n
|
||||
}
|
||||
|
||||
// --- Public API ---
|
||||
|
||||
/// Run fANOVA analysis on pre-processed numerical data.
|
||||
///
|
||||
/// `data` is `n_samples` rows, each with `n_features` columns.
|
||||
/// `targets` has one entry per sample.
|
||||
/// `feature_names` maps feature index to human-readable name.
|
||||
#[allow(clippy::cast_precision_loss)]
|
||||
pub(crate) fn compute_fanova(
|
||||
data: &[Vec<f64>],
|
||||
targets: &[f64],
|
||||
feature_names: &[String],
|
||||
config: &FanovaConfig,
|
||||
) -> FanovaResult {
|
||||
let n_samples = data.len();
|
||||
let n_features = data[0].len();
|
||||
|
||||
let mut rng: StdRng = config
|
||||
.seed
|
||||
.map_or_else(rand::make_rng, StdRng::seed_from_u64);
|
||||
|
||||
// Build random forest with bootstrap sampling
|
||||
let trees: Vec<DecisionTree> = (0..config.n_trees)
|
||||
.map(|_| {
|
||||
let bootstrap: Vec<usize> = (0..n_samples)
|
||||
.map(|_| rng.random_range(0..n_samples))
|
||||
.collect();
|
||||
DecisionTree::build(data, targets, &bootstrap, config, &mut rng)
|
||||
})
|
||||
.collect();
|
||||
|
||||
// Compute main effects: V_j = Var[E[f | x_j]]
|
||||
let main_var: Vec<f64> = (0..n_features)
|
||||
.map(|j| {
|
||||
let subset = [j];
|
||||
let preds: Vec<f64> = (0..n_samples)
|
||||
.map(|i| {
|
||||
trees
|
||||
.iter()
|
||||
.map(|t| t.marginal_predict(&subset, &data[i]))
|
||||
.sum::<f64>()
|
||||
/ trees.len() as f64
|
||||
})
|
||||
.collect();
|
||||
variance(&preds)
|
||||
})
|
||||
.collect();
|
||||
|
||||
// Compute pairwise interaction effects: V_{j,k} - V_j - V_k
|
||||
let mut interactions: Vec<((String, String), f64)> = Vec::new();
|
||||
for j in 0..n_features {
|
||||
for k in (j + 1)..n_features {
|
||||
let subset = [j, k];
|
||||
let preds: Vec<f64> = (0..n_samples)
|
||||
.map(|i| {
|
||||
trees
|
||||
.iter()
|
||||
.map(|t| t.marginal_predict(&subset, &data[i]))
|
||||
.sum::<f64>()
|
||||
/ trees.len() as f64
|
||||
})
|
||||
.collect();
|
||||
let joint = variance(&preds);
|
||||
let interaction = (joint - main_var[j] - main_var[k]).max(0.0);
|
||||
if interaction > 1e-10 {
|
||||
interactions.push((
|
||||
(feature_names[j].clone(), feature_names[k].clone()),
|
||||
interaction,
|
||||
));
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Normalize so all importances sum to 1.0
|
||||
let total: f64 =
|
||||
main_var.iter().sum::<f64>() + interactions.iter().map(|(_, v)| *v).sum::<f64>();
|
||||
|
||||
let mut main_effects: Vec<(String, f64)> = feature_names
|
||||
.iter()
|
||||
.zip(&main_var)
|
||||
.map(|(name, &v)| (name.clone(), if total > 0.0 { v / total } else { 0.0 }))
|
||||
.collect();
|
||||
main_effects.sort_by(|a, b| b.1.partial_cmp(&a.1).unwrap_or(core::cmp::Ordering::Equal));
|
||||
|
||||
if total > 0.0 {
|
||||
for entry in &mut interactions {
|
||||
entry.1 /= total;
|
||||
}
|
||||
}
|
||||
interactions.sort_by(|a, b| b.1.partial_cmp(&a.1).unwrap_or(core::cmp::Ordering::Equal));
|
||||
|
||||
FanovaResult {
|
||||
main_effects,
|
||||
interactions,
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
#[test]
|
||||
fn single_dominant_parameter() {
|
||||
// f(x, y) = x — only x matters
|
||||
let mut rng = StdRng::seed_from_u64(0);
|
||||
let n = 100;
|
||||
let data: Vec<Vec<f64>> = (0..n)
|
||||
.map(|_| vec![rng.random_range(0.0..10.0), rng.random_range(0.0..10.0)])
|
||||
.collect();
|
||||
let targets: Vec<f64> = data.iter().map(|row| row[0]).collect();
|
||||
|
||||
let result = compute_fanova(
|
||||
&data,
|
||||
&targets,
|
||||
&["x".into(), "y".into()],
|
||||
&FanovaConfig::default(),
|
||||
);
|
||||
|
||||
assert_eq!(result.main_effects[0].0, "x");
|
||||
assert!(
|
||||
result.main_effects[0].1 > 0.8,
|
||||
"x importance = {}",
|
||||
result.main_effects[0].1
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn interaction_detection() {
|
||||
// f(x, y) = x * y — both matter and interact
|
||||
let mut rng = StdRng::seed_from_u64(0);
|
||||
let n = 200;
|
||||
let data: Vec<Vec<f64>> = (0..n)
|
||||
.map(|_| vec![rng.random_range(0.0..10.0), rng.random_range(0.0..10.0)])
|
||||
.collect();
|
||||
let targets: Vec<f64> = data.iter().map(|row| row[0] * row[1]).collect();
|
||||
|
||||
let config = FanovaConfig {
|
||||
n_trees: 128,
|
||||
..FanovaConfig::default()
|
||||
};
|
||||
let result = compute_fanova(&data, &targets, &["x".into(), "y".into()], &config);
|
||||
|
||||
assert!(
|
||||
!result.interactions.is_empty(),
|
||||
"should detect x*y interaction"
|
||||
);
|
||||
assert!(
|
||||
result.interactions[0].1 > 0.05,
|
||||
"interaction importance = {}",
|
||||
result.interactions[0].1
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn variance_computation() {
|
||||
assert!((variance(&[1.0, 2.0, 3.0, 4.0, 5.0]) - 2.0).abs() < 1e-10);
|
||||
assert!(variance(&[5.0, 5.0, 5.0]).abs() < 1e-10);
|
||||
assert!(variance(&[]).abs() < 1e-10);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn three_params_one_dominant() {
|
||||
// f(x, y, z) = 3*x + 0.1*y + 0*z
|
||||
let mut rng = StdRng::seed_from_u64(7);
|
||||
let n = 150;
|
||||
let data: Vec<Vec<f64>> = (0..n)
|
||||
.map(|_| {
|
||||
vec![
|
||||
rng.random_range(0.0..10.0),
|
||||
rng.random_range(0.0..10.0),
|
||||
rng.random_range(0.0..10.0),
|
||||
]
|
||||
})
|
||||
.collect();
|
||||
let targets: Vec<f64> = data.iter().map(|r| 3.0 * r[0] + 0.1 * r[1]).collect();
|
||||
|
||||
let result = compute_fanova(
|
||||
&data,
|
||||
&targets,
|
||||
&["x".into(), "y".into(), "z".into()],
|
||||
&FanovaConfig::default(),
|
||||
);
|
||||
|
||||
// x should be the most important
|
||||
assert_eq!(result.main_effects[0].0, "x");
|
||||
assert!(result.main_effects[0].1 > 0.5);
|
||||
|
||||
// z should have near-zero importance
|
||||
let z_imp = result
|
||||
.main_effects
|
||||
.iter()
|
||||
.find(|(name, _)| name == "z")
|
||||
.map_or(0.0, |(_, v)| *v);
|
||||
assert!(z_imp < 0.1, "z importance = {z_imp}");
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn importances_sum_to_one() {
|
||||
let mut rng = StdRng::seed_from_u64(3);
|
||||
let n = 100;
|
||||
let data: Vec<Vec<f64>> = (0..n)
|
||||
.map(|_| vec![rng.random_range(0.0..10.0), rng.random_range(0.0..10.0)])
|
||||
.collect();
|
||||
let targets: Vec<f64> = data.iter().map(|r| r[0] + r[1]).collect();
|
||||
|
||||
let result = compute_fanova(
|
||||
&data,
|
||||
&targets,
|
||||
&["x".into(), "y".into()],
|
||||
&FanovaConfig::default(),
|
||||
);
|
||||
|
||||
let total: f64 = result.main_effects.iter().map(|(_, v)| *v).sum::<f64>()
|
||||
+ result.interactions.iter().map(|(_, v)| *v).sum::<f64>();
|
||||
assert!(
|
||||
(total - 1.0).abs() < 1e-10,
|
||||
"importances should sum to 1.0, got {total}"
|
||||
);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,93 @@
|
||||
//! Parameter importance via Spearman rank correlation.
|
||||
|
||||
/// Assign average ranks to a slice of `f64` values (handles ties).
|
||||
#[allow(clippy::cast_precision_loss, clippy::float_cmp)]
|
||||
pub(crate) fn rank(values: &[f64]) -> Vec<f64> {
|
||||
let n = values.len();
|
||||
let mut indexed: Vec<(usize, f64)> = values.iter().copied().enumerate().collect();
|
||||
indexed.sort_by(|a, b| a.1.partial_cmp(&b.1).unwrap_or(core::cmp::Ordering::Equal));
|
||||
|
||||
let mut ranks = vec![0.0; n];
|
||||
let mut i = 0;
|
||||
while i < n {
|
||||
// Find the run of tied values.
|
||||
let mut j = i + 1;
|
||||
while j < n && indexed[j].1 == indexed[i].1 {
|
||||
j += 1;
|
||||
}
|
||||
// Average rank for the tie group (1-based ranks).
|
||||
let avg = (i + 1..=j).sum::<usize>() as f64 / (j - i) as f64;
|
||||
for item in &indexed[i..j] {
|
||||
ranks[item.0] = avg;
|
||||
}
|
||||
i = j;
|
||||
}
|
||||
ranks
|
||||
}
|
||||
|
||||
/// Pearson correlation coefficient on two equal-length slices.
|
||||
#[allow(clippy::cast_precision_loss)]
|
||||
fn pearson(x: &[f64], y: &[f64]) -> f64 {
|
||||
let n = x.len() as f64;
|
||||
let mean_x = x.iter().sum::<f64>() / n;
|
||||
let mean_y = y.iter().sum::<f64>() / n;
|
||||
|
||||
let mut cov = 0.0;
|
||||
let mut var_x = 0.0;
|
||||
let mut var_y = 0.0;
|
||||
for (xi, yi) in x.iter().zip(y.iter()) {
|
||||
let dx = xi - mean_x;
|
||||
let dy = yi - mean_y;
|
||||
cov += dx * dy;
|
||||
var_x += dx * dx;
|
||||
var_y += dy * dy;
|
||||
}
|
||||
|
||||
let denom = (var_x * var_y).sqrt();
|
||||
if denom == 0.0 { 0.0 } else { cov / denom }
|
||||
}
|
||||
|
||||
/// Spearman rank correlation (Pearson on ranks).
|
||||
pub(crate) fn spearman(x: &[f64], y: &[f64]) -> f64 {
|
||||
pearson(&rank(x), &rank(y))
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
#[test]
|
||||
fn rank_no_ties() {
|
||||
let ranks = rank(&[30.0, 10.0, 20.0]);
|
||||
assert_eq!(ranks, vec![3.0, 1.0, 2.0]);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn rank_with_ties() {
|
||||
let ranks = rank(&[10.0, 20.0, 20.0, 30.0]);
|
||||
assert_eq!(ranks, vec![1.0, 2.5, 2.5, 4.0]);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn perfect_positive_correlation() {
|
||||
let x = vec![1.0, 2.0, 3.0, 4.0, 5.0];
|
||||
let y = vec![2.0, 4.0, 6.0, 8.0, 10.0];
|
||||
let r = spearman(&x, &y);
|
||||
assert!((r - 1.0).abs() < 1e-10);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn perfect_negative_correlation() {
|
||||
let x = vec![1.0, 2.0, 3.0, 4.0, 5.0];
|
||||
let y = vec![10.0, 8.0, 6.0, 4.0, 2.0];
|
||||
let r = spearman(&x, &y);
|
||||
assert!((r + 1.0).abs() < 1e-10);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn zero_variance_returns_zero() {
|
||||
let x = vec![5.0, 5.0, 5.0];
|
||||
let y = vec![1.0, 2.0, 3.0];
|
||||
assert!(spearman(&x, &y).abs() < f64::EPSILON);
|
||||
}
|
||||
}
|
||||
+69
@@ -17,6 +17,11 @@
|
||||
//! - **Random Search** - Simple random sampling for baseline comparisons
|
||||
//! - **TPE (Tree-Parzen Estimator)** - Bayesian optimization for efficient search
|
||||
//! - **Grid Search** - Exhaustive search over a specified parameter grid
|
||||
//! - **Sobol (QMC)** - Quasi-random sampling for better space coverage (requires `sobol` feature)
|
||||
//! - **CMA-ES** - Covariance Matrix Adaptation Evolution Strategy for continuous optimization (requires `cma-es` feature)
|
||||
//! - **BOHB** - Bayesian Optimization + `HyperBand` for budget-aware TPE sampling
|
||||
//! - **NSGA-II** - Non-dominated Sorting Genetic Algorithm II for multi-objective optimization
|
||||
//! - **MOTPE** - Multi-Objective Tree-Parzen Estimator for Bayesian multi-objective optimization
|
||||
//!
|
||||
//! Additional features include:
|
||||
//!
|
||||
@@ -182,19 +187,58 @@
|
||||
//!
|
||||
//! - `async`: Enable async optimization methods (requires tokio)
|
||||
//! - `derive`: Enable `#[derive(Categorical)]` for enum parameters
|
||||
//! - `serde`: Enable `Serialize`/`Deserialize` on public types and `Study::save()`/`Study::load()`
|
||||
//! - `sobol`: Enable the Sobol quasi-random sampler for better space coverage
|
||||
//! - `cma-es`: Enable the CMA-ES sampler for continuous optimization
|
||||
//! - `visualization`: Generate self-contained HTML reports with interactive Plotly.js charts
|
||||
//! - `tracing`: Emit structured log events via the [`tracing`](https://docs.rs/tracing) crate at key optimization points
|
||||
|
||||
/// Emit a `tracing::info!` event when the `tracing` feature is enabled.
|
||||
/// No-op otherwise.
|
||||
#[cfg(feature = "tracing")]
|
||||
macro_rules! trace_info {
|
||||
($($arg:tt)*) => { tracing::info!($($arg)*) };
|
||||
}
|
||||
|
||||
#[cfg(not(feature = "tracing"))]
|
||||
macro_rules! trace_info {
|
||||
($($arg:tt)*) => {};
|
||||
}
|
||||
|
||||
/// Emit a `tracing::debug!` event when the `tracing` feature is enabled.
|
||||
/// No-op otherwise.
|
||||
#[cfg(feature = "tracing")]
|
||||
macro_rules! trace_debug {
|
||||
($($arg:tt)*) => { tracing::debug!($($arg)*) };
|
||||
}
|
||||
|
||||
#[cfg(not(feature = "tracing"))]
|
||||
macro_rules! trace_debug {
|
||||
($($arg:tt)*) => {};
|
||||
}
|
||||
|
||||
mod distribution;
|
||||
mod error;
|
||||
#[cfg(feature = "fanova")]
|
||||
mod fanova;
|
||||
mod importance;
|
||||
mod kde;
|
||||
pub mod multi_objective;
|
||||
mod param;
|
||||
pub mod parameter;
|
||||
pub mod pareto;
|
||||
pub mod pruner;
|
||||
pub mod sampler;
|
||||
mod study;
|
||||
mod trial;
|
||||
mod types;
|
||||
#[cfg(feature = "visualization")]
|
||||
mod visualization;
|
||||
|
||||
pub use error::{Error, Result, TrialPruned};
|
||||
#[cfg(feature = "fanova")]
|
||||
pub use fanova::{FanovaConfig, FanovaResult};
|
||||
pub use multi_objective::{MultiObjectiveSampler, MultiObjectiveStudy, MultiObjectiveTrial};
|
||||
#[cfg(feature = "derive")]
|
||||
pub use optimizer_derive::Categorical;
|
||||
pub use param::ParamValue;
|
||||
@@ -206,12 +250,23 @@ pub use pruner::{
|
||||
SuccessiveHalvingPruner, ThresholdPruner, WilcoxonPruner,
|
||||
};
|
||||
pub use sampler::CompletedTrial;
|
||||
pub use sampler::bohb::BohbSampler;
|
||||
#[cfg(feature = "cma-es")]
|
||||
pub use sampler::cma_es::CmaEsSampler;
|
||||
pub use sampler::grid::GridSearchSampler;
|
||||
pub use sampler::motpe::MotpeSampler;
|
||||
pub use sampler::nsga2::Nsga2Sampler;
|
||||
pub use sampler::random::RandomSampler;
|
||||
#[cfg(feature = "sobol")]
|
||||
pub use sampler::sobol::SobolSampler;
|
||||
pub use sampler::tpe::TpeSampler;
|
||||
pub use study::Study;
|
||||
#[cfg(feature = "serde")]
|
||||
pub use study::StudySnapshot;
|
||||
pub use trial::{AttrValue, Trial};
|
||||
pub use types::{Direction, TrialState};
|
||||
#[cfg(feature = "visualization")]
|
||||
pub use visualization::generate_html_report;
|
||||
|
||||
/// Convenient wildcard import for the most common types.
|
||||
///
|
||||
@@ -223,6 +278,9 @@ pub mod prelude {
|
||||
pub use optimizer_derive::Categorical as DeriveCategory;
|
||||
|
||||
pub use crate::error::{Error, Result, TrialPruned};
|
||||
#[cfg(feature = "fanova")]
|
||||
pub use crate::fanova::{FanovaConfig, FanovaResult};
|
||||
pub use crate::multi_objective::{MultiObjectiveStudy, MultiObjectiveTrial};
|
||||
pub use crate::param::ParamValue;
|
||||
pub use crate::parameter::{
|
||||
BoolParam, Categorical, CategoricalParam, EnumParam, FloatParam, IntParam, Parameter,
|
||||
@@ -232,10 +290,21 @@ pub mod prelude {
|
||||
SuccessiveHalvingPruner, ThresholdPruner,
|
||||
};
|
||||
pub use crate::sampler::CompletedTrial;
|
||||
pub use crate::sampler::bohb::BohbSampler;
|
||||
#[cfg(feature = "cma-es")]
|
||||
pub use crate::sampler::cma_es::CmaEsSampler;
|
||||
pub use crate::sampler::grid::GridSearchSampler;
|
||||
pub use crate::sampler::motpe::MotpeSampler;
|
||||
pub use crate::sampler::nsga2::Nsga2Sampler;
|
||||
pub use crate::sampler::random::RandomSampler;
|
||||
#[cfg(feature = "sobol")]
|
||||
pub use crate::sampler::sobol::SobolSampler;
|
||||
pub use crate::sampler::tpe::TpeSampler;
|
||||
pub use crate::study::Study;
|
||||
#[cfg(feature = "serde")]
|
||||
pub use crate::study::StudySnapshot;
|
||||
pub use crate::trial::{AttrValue, Trial};
|
||||
pub use crate::types::Direction;
|
||||
#[cfg(feature = "visualization")]
|
||||
pub use crate::visualization::generate_html_report;
|
||||
}
|
||||
|
||||
@@ -0,0 +1,412 @@
|
||||
//! Multi-objective optimization via a dedicated study type.
|
||||
//!
|
||||
//! [`MultiObjectiveStudy`] manages trials that return multiple objective
|
||||
//! values. It supports arbitrary numbers of objectives with per-objective
|
||||
//! directions (minimize or maximize). Use [`pareto_front()`](MultiObjectiveStudy::pareto_front)
|
||||
//! to retrieve the Pareto-optimal solutions.
|
||||
//!
|
||||
//! # Examples
|
||||
//!
|
||||
//! ```
|
||||
//! use optimizer::Direction;
|
||||
//! use optimizer::multi_objective::MultiObjectiveStudy;
|
||||
//! use optimizer::parameter::{FloatParam, Parameter};
|
||||
//!
|
||||
//! let study = MultiObjectiveStudy::new(vec![Direction::Minimize, Direction::Minimize]);
|
||||
//! let x = FloatParam::new(0.0, 1.0);
|
||||
//!
|
||||
//! study
|
||||
//! .optimize(20, |trial| {
|
||||
//! let xv = x.suggest(trial)?;
|
||||
//! Ok::<_, optimizer::Error>(vec![xv, 1.0 - xv])
|
||||
//! })
|
||||
//! .unwrap();
|
||||
//!
|
||||
//! let front = study.pareto_front();
|
||||
//! assert!(!front.is_empty());
|
||||
//! ```
|
||||
|
||||
use core::sync::atomic::{AtomicU64, Ordering};
|
||||
use std::collections::HashMap;
|
||||
use std::sync::Arc;
|
||||
|
||||
use parking_lot::RwLock;
|
||||
|
||||
use crate::distribution::Distribution;
|
||||
use crate::param::ParamValue;
|
||||
use crate::parameter::{ParamId, Parameter};
|
||||
use crate::pruner::NopPruner;
|
||||
use crate::sampler::random::RandomSampler;
|
||||
use crate::sampler::{CompletedTrial, Sampler};
|
||||
use crate::trial::{AttrValue, Trial};
|
||||
use crate::types::{Direction, TrialState};
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// MultiObjectiveTrial
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
/// A completed trial with multiple objective values.
|
||||
#[derive(Clone, Debug)]
|
||||
#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
|
||||
pub struct MultiObjectiveTrial {
|
||||
/// The unique identifier for this trial.
|
||||
pub id: u64,
|
||||
/// The sampled parameter values, keyed by parameter id.
|
||||
pub params: HashMap<ParamId, ParamValue>,
|
||||
/// The parameter distributions used, keyed by parameter id.
|
||||
pub distributions: HashMap<ParamId, Distribution>,
|
||||
/// Human-readable labels for parameters, keyed by parameter id.
|
||||
pub param_labels: HashMap<ParamId, String>,
|
||||
/// The objective values (one per objective).
|
||||
pub values: Vec<f64>,
|
||||
/// The state of the trial.
|
||||
pub state: TrialState,
|
||||
/// User-defined attributes stored during the trial.
|
||||
pub user_attrs: HashMap<String, AttrValue>,
|
||||
/// Constraint values for this trial (<=0.0 means feasible).
|
||||
#[cfg_attr(feature = "serde", serde(default))]
|
||||
pub constraints: Vec<f64>,
|
||||
}
|
||||
|
||||
impl MultiObjectiveTrial {
|
||||
/// Returns the typed value for the given parameter.
|
||||
///
|
||||
/// Returns `None` if the parameter was not used in this trial.
|
||||
///
|
||||
/// # Panics
|
||||
///
|
||||
/// Panics if the stored value is incompatible with the parameter type.
|
||||
pub fn get<P: Parameter>(&self, param: &P) -> Option<P::Value> {
|
||||
self.params.get(¶m.id()).map(|v| {
|
||||
param
|
||||
.cast_param_value(v)
|
||||
.expect("parameter type mismatch: stored value incompatible with parameter")
|
||||
})
|
||||
}
|
||||
|
||||
/// Returns `true` if all constraints are satisfied (values <= 0.0).
|
||||
///
|
||||
/// A trial with no constraints is considered feasible.
|
||||
#[must_use]
|
||||
pub fn is_feasible(&self) -> bool {
|
||||
self.constraints.iter().all(|&c| c <= 0.0)
|
||||
}
|
||||
|
||||
/// Gets a user attribute by key.
|
||||
#[must_use]
|
||||
pub fn user_attr(&self, key: &str) -> Option<&AttrValue> {
|
||||
self.user_attrs.get(key)
|
||||
}
|
||||
|
||||
/// Returns all user attributes.
|
||||
#[must_use]
|
||||
pub fn user_attrs(&self) -> &HashMap<String, AttrValue> {
|
||||
&self.user_attrs
|
||||
}
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// MultiObjectiveSampler trait
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
/// Trait for samplers aware of multi-objective history.
|
||||
///
|
||||
/// Separate from [`Sampler`] because NSGA-II needs access to
|
||||
/// `&[MultiObjectiveTrial]` (with vector-valued objectives) and
|
||||
/// `&[Direction]` (one direction per objective).
|
||||
pub trait MultiObjectiveSampler: Send + Sync {
|
||||
/// Samples a parameter value from the given distribution.
|
||||
fn sample(
|
||||
&self,
|
||||
distribution: &Distribution,
|
||||
trial_id: u64,
|
||||
history: &[MultiObjectiveTrial],
|
||||
directions: &[Direction],
|
||||
) -> ParamValue;
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// RandomMultiObjectiveSampler
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
/// Default MO sampler that delegates to [`RandomSampler`].
|
||||
pub(crate) struct RandomMultiObjectiveSampler(RandomSampler);
|
||||
|
||||
impl RandomMultiObjectiveSampler {
|
||||
pub(crate) fn new() -> Self {
|
||||
Self(RandomSampler::new())
|
||||
}
|
||||
}
|
||||
|
||||
impl MultiObjectiveSampler for RandomMultiObjectiveSampler {
|
||||
fn sample(
|
||||
&self,
|
||||
distribution: &Distribution,
|
||||
trial_id: u64,
|
||||
_history: &[MultiObjectiveTrial],
|
||||
_directions: &[Direction],
|
||||
) -> ParamValue {
|
||||
self.0.sample(distribution, trial_id, &[])
|
||||
}
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// MoSamplerBridge — bridges MultiObjectiveSampler to Sampler trait
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
/// Bridges a [`MultiObjectiveSampler`] to the [`Sampler`] trait so that
|
||||
/// `Trial::with_sampler()` can use it.
|
||||
struct MoSamplerBridge {
|
||||
inner: Arc<dyn MultiObjectiveSampler>,
|
||||
history: Arc<RwLock<Vec<MultiObjectiveTrial>>>,
|
||||
directions: Vec<Direction>,
|
||||
}
|
||||
|
||||
impl Sampler for MoSamplerBridge {
|
||||
fn sample(
|
||||
&self,
|
||||
distribution: &Distribution,
|
||||
trial_id: u64,
|
||||
_history: &[CompletedTrial],
|
||||
) -> ParamValue {
|
||||
let mo_history = self.history.read();
|
||||
self.inner
|
||||
.sample(distribution, trial_id, &mo_history, &self.directions)
|
||||
}
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// MultiObjectiveStudy
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
/// A study for multi-objective optimization.
|
||||
///
|
||||
/// Manages trials that return multiple objective values. Supports
|
||||
/// arbitrary numbers of objectives with independent minimize/maximize
|
||||
/// directions.
|
||||
///
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::Direction;
|
||||
/// use optimizer::multi_objective::MultiObjectiveStudy;
|
||||
/// use optimizer::parameter::{FloatParam, Parameter};
|
||||
///
|
||||
/// // Bi-objective: minimize both
|
||||
/// let study = MultiObjectiveStudy::new(vec![Direction::Minimize, Direction::Minimize]);
|
||||
/// let x = FloatParam::new(0.0, 1.0);
|
||||
///
|
||||
/// study
|
||||
/// .optimize(30, |trial| {
|
||||
/// let xv = x.suggest(trial)?;
|
||||
/// Ok::<_, optimizer::Error>(vec![xv, 1.0 - xv])
|
||||
/// })
|
||||
/// .unwrap();
|
||||
///
|
||||
/// let front = study.pareto_front();
|
||||
/// assert!(!front.is_empty());
|
||||
/// ```
|
||||
pub struct MultiObjectiveStudy {
|
||||
directions: Vec<Direction>,
|
||||
sampler: Arc<dyn MultiObjectiveSampler>,
|
||||
completed_trials: Arc<RwLock<Vec<MultiObjectiveTrial>>>,
|
||||
next_trial_id: AtomicU64,
|
||||
}
|
||||
|
||||
impl MultiObjectiveStudy {
|
||||
/// Creates a new multi-objective study with the given directions.
|
||||
///
|
||||
/// Uses a random sampler by default.
|
||||
///
|
||||
/// # Arguments
|
||||
///
|
||||
/// * `directions` - One direction per objective (minimize or maximize).
|
||||
#[must_use]
|
||||
pub fn new(directions: Vec<Direction>) -> Self {
|
||||
Self {
|
||||
directions,
|
||||
sampler: Arc::new(RandomMultiObjectiveSampler::new()),
|
||||
completed_trials: Arc::new(RwLock::new(Vec::new())),
|
||||
next_trial_id: AtomicU64::new(0),
|
||||
}
|
||||
}
|
||||
|
||||
/// Creates a new study with a custom multi-objective sampler.
|
||||
#[must_use]
|
||||
pub fn with_sampler(
|
||||
directions: Vec<Direction>,
|
||||
sampler: impl MultiObjectiveSampler + 'static,
|
||||
) -> Self {
|
||||
Self {
|
||||
directions,
|
||||
sampler: Arc::new(sampler),
|
||||
completed_trials: Arc::new(RwLock::new(Vec::new())),
|
||||
next_trial_id: AtomicU64::new(0),
|
||||
}
|
||||
}
|
||||
|
||||
/// Returns the optimization directions.
|
||||
#[must_use]
|
||||
pub fn directions(&self) -> &[Direction] {
|
||||
&self.directions
|
||||
}
|
||||
|
||||
/// Returns the number of objectives.
|
||||
#[must_use]
|
||||
pub fn n_objectives(&self) -> usize {
|
||||
self.directions.len()
|
||||
}
|
||||
|
||||
/// Returns the number of completed trials.
|
||||
#[must_use]
|
||||
pub fn n_trials(&self) -> usize {
|
||||
self.completed_trials.read().len()
|
||||
}
|
||||
|
||||
/// Returns all completed trials.
|
||||
#[must_use]
|
||||
pub fn trials(&self) -> Vec<MultiObjectiveTrial> {
|
||||
self.completed_trials.read().clone()
|
||||
}
|
||||
|
||||
/// Returns the Pareto-optimal trials (front 0).
|
||||
#[must_use]
|
||||
pub fn pareto_front(&self) -> Vec<MultiObjectiveTrial> {
|
||||
let trials = self.completed_trials.read();
|
||||
let complete: Vec<_> = trials
|
||||
.iter()
|
||||
.filter(|t| t.state == TrialState::Complete)
|
||||
.collect();
|
||||
|
||||
if complete.is_empty() {
|
||||
return Vec::new();
|
||||
}
|
||||
|
||||
let values: Vec<Vec<f64>> = complete.iter().map(|t| t.values.clone()).collect();
|
||||
let fronts = crate::pareto::fast_non_dominated_sort(&values, &self.directions);
|
||||
|
||||
if fronts.is_empty() {
|
||||
return Vec::new();
|
||||
}
|
||||
|
||||
fronts[0].iter().map(|&i| complete[i].clone()).collect()
|
||||
}
|
||||
|
||||
/// Creates a new trial wired to the study's MO sampler.
|
||||
fn create_trial(&self) -> Trial {
|
||||
let id = self.next_trial_id.fetch_add(1, Ordering::SeqCst);
|
||||
|
||||
let bridge: Arc<dyn Sampler> = Arc::new(MoSamplerBridge {
|
||||
inner: Arc::clone(&self.sampler),
|
||||
history: Arc::clone(&self.completed_trials),
|
||||
directions: self.directions.clone(),
|
||||
});
|
||||
|
||||
// Dummy f64 history — the bridge ignores it.
|
||||
let dummy_history: Arc<RwLock<Vec<CompletedTrial<f64>>>> =
|
||||
Arc::new(RwLock::new(Vec::new()));
|
||||
|
||||
Trial::with_sampler(id, bridge, dummy_history, Arc::new(NopPruner))
|
||||
}
|
||||
|
||||
/// Records a completed trial.
|
||||
fn complete_trial(&self, mut trial: Trial, values: Vec<f64>) {
|
||||
trial.set_complete();
|
||||
let mo_trial = MultiObjectiveTrial {
|
||||
id: trial.id(),
|
||||
params: trial.params().clone(),
|
||||
distributions: trial.distributions().clone(),
|
||||
param_labels: trial.param_labels().clone(),
|
||||
values,
|
||||
state: TrialState::Complete,
|
||||
user_attrs: trial.user_attrs().clone(),
|
||||
constraints: trial.constraint_values().to_vec(),
|
||||
};
|
||||
self.completed_trials.write().push(mo_trial);
|
||||
}
|
||||
|
||||
/// Records a failed trial (not stored in history).
|
||||
fn fail_trial(trial: &mut Trial) {
|
||||
trial.set_failed();
|
||||
}
|
||||
|
||||
/// Request a new trial for the ask/tell interface.
|
||||
///
|
||||
/// After creating the trial, suggest parameters on it, evaluate your
|
||||
/// objective externally, then pass the trial back to [`tell()`](Self::tell).
|
||||
pub fn ask(&self) -> Trial {
|
||||
self.create_trial()
|
||||
}
|
||||
|
||||
/// Report the result of a trial obtained from [`ask()`](Self::ask).
|
||||
///
|
||||
/// Pass `Ok(values)` for a successful evaluation or `Err(reason)` for a failure.
|
||||
///
|
||||
/// # Errors
|
||||
///
|
||||
/// Returns `ObjectiveDimensionMismatch` if the number of values doesn't
|
||||
/// match the number of directions.
|
||||
pub fn tell(
|
||||
&self,
|
||||
mut trial: Trial,
|
||||
result: core::result::Result<Vec<f64>, impl ToString>,
|
||||
) -> crate::Result<()> {
|
||||
if let Ok(values) = result {
|
||||
if values.len() != self.directions.len() {
|
||||
return Err(crate::Error::ObjectiveDimensionMismatch {
|
||||
expected: self.directions.len(),
|
||||
got: values.len(),
|
||||
});
|
||||
}
|
||||
self.complete_trial(trial, values);
|
||||
} else {
|
||||
Self::fail_trial(&mut trial);
|
||||
}
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Runs multi-objective optimization for `n_trials` trials.
|
||||
///
|
||||
/// The objective function must return a `Vec<f64>` with one value per
|
||||
/// objective.
|
||||
///
|
||||
/// # Errors
|
||||
///
|
||||
/// Returns `ObjectiveDimensionMismatch` if the objective returns the wrong
|
||||
/// number of values. Returns `NoCompletedTrials` if all trials fail.
|
||||
pub fn optimize<F, E>(&self, n_trials: usize, mut objective: F) -> crate::Result<()>
|
||||
where
|
||||
F: FnMut(&mut Trial) -> core::result::Result<Vec<f64>, E>,
|
||||
E: ToString,
|
||||
{
|
||||
for _ in 0..n_trials {
|
||||
let mut trial = self.create_trial();
|
||||
|
||||
match objective(&mut trial) {
|
||||
Ok(values) => {
|
||||
if values.len() != self.directions.len() {
|
||||
return Err(crate::Error::ObjectiveDimensionMismatch {
|
||||
expected: self.directions.len(),
|
||||
got: values.len(),
|
||||
});
|
||||
}
|
||||
self.complete_trial(trial, values);
|
||||
}
|
||||
Err(_) => {
|
||||
Self::fail_trial(&mut trial);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
let has_complete = self
|
||||
.completed_trials
|
||||
.read()
|
||||
.iter()
|
||||
.any(|t| t.state == TrialState::Complete);
|
||||
if !has_complete {
|
||||
return Err(crate::Error::NoCompletedTrials);
|
||||
}
|
||||
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
@@ -6,6 +6,7 @@
|
||||
/// For categorical parameters, the `Categorical` variant stores
|
||||
/// the index into the choices array.
|
||||
#[derive(Clone, Debug, PartialEq)]
|
||||
#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
|
||||
pub enum ParamValue {
|
||||
/// A floating-point parameter value.
|
||||
Float(f64),
|
||||
|
||||
+2
-1
@@ -37,7 +37,8 @@ static NEXT_PARAM_ID: AtomicU64 = AtomicU64::new(0);
|
||||
///
|
||||
/// Each parameter is assigned a unique `ParamId` at creation time. Cloning a parameter
|
||||
/// copies its `ParamId`, so clones refer to the same logical parameter.
|
||||
#[derive(Clone, Copy, Debug, PartialEq, Eq, Hash)]
|
||||
#[derive(Clone, Copy, Debug, PartialEq, Eq, PartialOrd, Ord, Hash)]
|
||||
#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
|
||||
pub struct ParamId(u64);
|
||||
|
||||
impl ParamId {
|
||||
|
||||
+593
@@ -0,0 +1,593 @@
|
||||
//! Pareto front analysis utilities for multi-objective optimization.
|
||||
//!
|
||||
//! Provides functions for analyzing and working with Pareto fronts:
|
||||
//!
|
||||
//! - [`hypervolume`] — measure the quality of a Pareto front
|
||||
//! - [`non_dominated_sort`] — rank solutions into successive fronts
|
||||
//! - [`pareto_front_indices`] — filter to non-dominated solutions only
|
||||
//! - [`crowding_distance`] — measure diversity within a front
|
||||
//!
|
||||
//! Internally also provides fast non-dominated sorting (Deb et al., 2002)
|
||||
//! used by [`MultiObjectiveStudy::pareto_front()`](crate::MultiObjectiveStudy::pareto_front)
|
||||
//! and [`Nsga2Sampler`](crate::Nsga2Sampler).
|
||||
|
||||
use crate::types::Direction;
|
||||
|
||||
/// Returns `true` if solution `a` Pareto-dominates solution `b`.
|
||||
///
|
||||
/// A solution dominates another if it is at least as good in all objectives
|
||||
/// and strictly better in at least one, respecting the given directions.
|
||||
#[allow(clippy::module_name_repetitions)]
|
||||
pub(crate) fn dominates(a: &[f64], b: &[f64], directions: &[Direction]) -> bool {
|
||||
debug_assert_eq!(a.len(), b.len());
|
||||
debug_assert_eq!(a.len(), directions.len());
|
||||
|
||||
let mut strictly_better = false;
|
||||
for ((&av, &bv), dir) in a.iter().zip(b.iter()).zip(directions.iter()) {
|
||||
let better = match dir {
|
||||
Direction::Minimize => av < bv,
|
||||
Direction::Maximize => av > bv,
|
||||
};
|
||||
let worse = match dir {
|
||||
Direction::Minimize => av > bv,
|
||||
Direction::Maximize => av < bv,
|
||||
};
|
||||
if worse {
|
||||
return false;
|
||||
}
|
||||
if better {
|
||||
strictly_better = true;
|
||||
}
|
||||
}
|
||||
strictly_better
|
||||
}
|
||||
|
||||
/// Constrained dominance: feasible beats infeasible, among infeasible
|
||||
/// prefer lower total constraint violation, among feasible use Pareto dominance.
|
||||
pub(crate) fn constrained_dominates(
|
||||
a_values: &[f64],
|
||||
b_values: &[f64],
|
||||
a_constraints: &[f64],
|
||||
b_constraints: &[f64],
|
||||
directions: &[Direction],
|
||||
) -> bool {
|
||||
let a_feasible = a_constraints.iter().all(|&c| c <= 0.0);
|
||||
let b_feasible = b_constraints.iter().all(|&c| c <= 0.0);
|
||||
|
||||
match (a_feasible, b_feasible) {
|
||||
(true, false) => true,
|
||||
(false, true) => false,
|
||||
(false, false) => {
|
||||
let a_violation: f64 = a_constraints.iter().map(|c| c.max(0.0)).sum();
|
||||
let b_violation: f64 = b_constraints.iter().map(|c| c.max(0.0)).sum();
|
||||
a_violation < b_violation
|
||||
}
|
||||
(true, true) => dominates(a_values, b_values, directions),
|
||||
}
|
||||
}
|
||||
|
||||
/// Fast non-dominated sorting (Deb et al., 2002).
|
||||
///
|
||||
/// Returns `Vec<Vec<usize>>` where `fronts[0]` is the Pareto front,
|
||||
/// each inner vec contains indices into `values`.
|
||||
///
|
||||
/// Complexity: O(M * N^2) where M = objectives, N = solutions.
|
||||
#[allow(clippy::cast_possible_truncation)]
|
||||
pub(crate) fn fast_non_dominated_sort(
|
||||
values: &[Vec<f64>],
|
||||
directions: &[Direction],
|
||||
) -> Vec<Vec<usize>> {
|
||||
fast_non_dominated_sort_constrained(values, directions, &[])
|
||||
}
|
||||
|
||||
/// Fast non-dominated sorting with constraint support.
|
||||
///
|
||||
/// `constraints` is either empty (no constraints) or has the same length
|
||||
/// as `values`, where each entry is the constraint vector for that solution.
|
||||
#[allow(clippy::cast_possible_truncation)]
|
||||
pub(crate) fn fast_non_dominated_sort_constrained(
|
||||
values: &[Vec<f64>],
|
||||
directions: &[Direction],
|
||||
constraints: &[Vec<f64>],
|
||||
) -> Vec<Vec<usize>> {
|
||||
let n = values.len();
|
||||
if n == 0 {
|
||||
return Vec::new();
|
||||
}
|
||||
|
||||
let has_constraints = !constraints.is_empty();
|
||||
let empty_constraints: Vec<f64> = Vec::new();
|
||||
|
||||
// S_p: set of solutions dominated by p
|
||||
let mut dominated_by: Vec<Vec<usize>> = vec![Vec::new(); n];
|
||||
// n_p: domination count for p
|
||||
let mut domination_count: Vec<usize> = vec![0; n];
|
||||
|
||||
for i in 0..n {
|
||||
for j in (i + 1)..n {
|
||||
let (a_c, b_c) = if has_constraints {
|
||||
(&constraints[i], &constraints[j])
|
||||
} else {
|
||||
(&empty_constraints, &empty_constraints)
|
||||
};
|
||||
|
||||
let i_dom_j = if has_constraints {
|
||||
constrained_dominates(&values[i], &values[j], a_c, b_c, directions)
|
||||
} else {
|
||||
dominates(&values[i], &values[j], directions)
|
||||
};
|
||||
let j_dom_i = if has_constraints {
|
||||
constrained_dominates(&values[j], &values[i], b_c, a_c, directions)
|
||||
} else {
|
||||
dominates(&values[j], &values[i], directions)
|
||||
};
|
||||
|
||||
if i_dom_j {
|
||||
dominated_by[i].push(j);
|
||||
domination_count[j] += 1;
|
||||
} else if j_dom_i {
|
||||
dominated_by[j].push(i);
|
||||
domination_count[i] += 1;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
let mut fronts: Vec<Vec<usize>> = Vec::new();
|
||||
let mut current_front: Vec<usize> = (0..n).filter(|&i| domination_count[i] == 0).collect();
|
||||
|
||||
while !current_front.is_empty() {
|
||||
let mut next_front: Vec<usize> = Vec::new();
|
||||
for &p in ¤t_front {
|
||||
for &q in &dominated_by[p] {
|
||||
domination_count[q] -= 1;
|
||||
if domination_count[q] == 0 {
|
||||
next_front.push(q);
|
||||
}
|
||||
}
|
||||
}
|
||||
fronts.push(current_front);
|
||||
current_front = next_front;
|
||||
}
|
||||
|
||||
fronts
|
||||
}
|
||||
|
||||
/// Crowding distance for one front (index-based, internal API).
|
||||
///
|
||||
/// Boundary solutions get `f64::INFINITY`. Returns one distance value per
|
||||
/// solution in the front, in the same order as `front_indices`.
|
||||
#[allow(clippy::cast_precision_loss)]
|
||||
pub(crate) fn crowding_distance_indexed(front_indices: &[usize], values: &[Vec<f64>]) -> Vec<f64> {
|
||||
let n = front_indices.len();
|
||||
if n <= 2 {
|
||||
return vec![f64::INFINITY; n];
|
||||
}
|
||||
|
||||
let m = values[front_indices[0]].len(); // number of objectives
|
||||
let mut distances = vec![0.0_f64; n];
|
||||
|
||||
// Helper to look up objective value for a front member.
|
||||
let val = |front_pos: usize, obj: usize| -> f64 { values[front_indices[front_pos]][obj] };
|
||||
|
||||
for obj in 0..m {
|
||||
// Sort front positions by this objective
|
||||
let mut sorted: Vec<usize> = (0..n).collect();
|
||||
sorted.sort_by(|&a, &b| {
|
||||
val(a, obj)
|
||||
.partial_cmp(&val(b, obj))
|
||||
.unwrap_or(core::cmp::Ordering::Equal)
|
||||
});
|
||||
|
||||
// Boundary solutions get infinity
|
||||
distances[sorted[0]] = f64::INFINITY;
|
||||
distances[sorted[n - 1]] = f64::INFINITY;
|
||||
|
||||
let range = val(sorted[n - 1], obj) - val(sorted[0], obj);
|
||||
if range > 0.0 {
|
||||
for i in 1..(n - 1) {
|
||||
distances[sorted[i]] += (val(sorted[i + 1], obj) - val(sorted[i - 1], obj)) / range;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
distances
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Public API
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
/// Compute the hypervolume indicator of a Pareto front.
|
||||
///
|
||||
/// The hypervolume is the volume of the objective space dominated by
|
||||
/// the Pareto front and bounded by a reference point. Higher values
|
||||
/// indicate a better front.
|
||||
///
|
||||
/// Each entry in `front` is one solution's objective values.
|
||||
/// `reference_point` should be worse than all front members in every
|
||||
/// objective (e.g., the worst acceptable values).
|
||||
///
|
||||
/// # Panics
|
||||
///
|
||||
/// Panics (in debug) if dimensions of `front`, `reference_point`, and
|
||||
/// `directions` are inconsistent.
|
||||
#[must_use]
|
||||
#[allow(clippy::cast_precision_loss)]
|
||||
pub fn hypervolume(front: &[Vec<f64>], reference_point: &[f64], directions: &[Direction]) -> f64 {
|
||||
if front.is_empty() {
|
||||
return 0.0;
|
||||
}
|
||||
let d = reference_point.len();
|
||||
debug_assert!(front.iter().all(|p| p.len() == d));
|
||||
debug_assert_eq!(d, directions.len());
|
||||
|
||||
// Normalize to minimize-space (negate maximized objectives).
|
||||
let normalized: Vec<Vec<f64>> = front
|
||||
.iter()
|
||||
.map(|p| {
|
||||
p.iter()
|
||||
.zip(directions)
|
||||
.map(|(&v, dir)| match dir {
|
||||
Direction::Minimize => v,
|
||||
Direction::Maximize => -v,
|
||||
})
|
||||
.collect()
|
||||
})
|
||||
.collect();
|
||||
|
||||
let ref_norm: Vec<f64> = reference_point
|
||||
.iter()
|
||||
.zip(directions)
|
||||
.map(|(&v, dir)| match dir {
|
||||
Direction::Minimize => v,
|
||||
Direction::Maximize => -v,
|
||||
})
|
||||
.collect();
|
||||
|
||||
// Keep only points strictly dominated by the reference point.
|
||||
let filtered: Vec<Vec<f64>> = normalized
|
||||
.into_iter()
|
||||
.filter(|p| p.iter().zip(&ref_norm).all(|(&pv, &rv)| pv < rv))
|
||||
.collect();
|
||||
|
||||
if filtered.is_empty() {
|
||||
return 0.0;
|
||||
}
|
||||
|
||||
hv_recursive(&filtered, &ref_norm)
|
||||
}
|
||||
|
||||
/// Recursive hypervolume via slicing on the last objective.
|
||||
///
|
||||
/// All points are in minimize-space and dominated by `reference`.
|
||||
#[allow(clippy::cast_precision_loss)]
|
||||
fn hv_recursive(points: &[Vec<f64>], reference: &[f64]) -> f64 {
|
||||
let d = reference.len();
|
||||
|
||||
// Base case: 1-D hypervolume is just the gap from the best point to ref.
|
||||
if d == 1 {
|
||||
let min_val = points.iter().map(|p| p[0]).fold(f64::INFINITY, f64::min);
|
||||
return (reference[0] - min_val).max(0.0);
|
||||
}
|
||||
|
||||
// Single point: hypervolume is the product of gaps.
|
||||
if points.len() == 1 {
|
||||
return points[0]
|
||||
.iter()
|
||||
.zip(reference)
|
||||
.map(|(&p, &r)| (r - p).max(0.0))
|
||||
.product();
|
||||
}
|
||||
|
||||
// Sort by last objective ascending.
|
||||
let mut sorted: Vec<&Vec<f64>> = points.iter().collect();
|
||||
sorted.sort_by(|a, b| {
|
||||
a[d - 1]
|
||||
.partial_cmp(&b[d - 1])
|
||||
.unwrap_or(core::cmp::Ordering::Equal)
|
||||
});
|
||||
|
||||
let sub_ref: Vec<f64> = reference[..d - 1].to_vec();
|
||||
let mut result = 0.0;
|
||||
|
||||
for i in 0..sorted.len() {
|
||||
let height = if i + 1 < sorted.len() {
|
||||
sorted[i + 1][d - 1] - sorted[i][d - 1]
|
||||
} else {
|
||||
reference[d - 1] - sorted[i][d - 1]
|
||||
};
|
||||
|
||||
if height <= 0.0 {
|
||||
continue;
|
||||
}
|
||||
|
||||
// Project points[0..=i] onto the first d-1 dimensions and
|
||||
// keep only the non-dominated subset.
|
||||
let projected: Vec<Vec<f64>> = sorted[..=i].iter().map(|p| p[..d - 1].to_vec()).collect();
|
||||
let non_dom = non_dominated_minimize(&projected);
|
||||
|
||||
if !non_dom.is_empty() {
|
||||
result += height * hv_recursive(&non_dom, &sub_ref);
|
||||
}
|
||||
}
|
||||
|
||||
result
|
||||
}
|
||||
|
||||
/// Return the non-dominated subset of `points` in minimize-space.
|
||||
fn non_dominated_minimize(points: &[Vec<f64>]) -> Vec<Vec<f64>> {
|
||||
let mut result = Vec::new();
|
||||
'outer: for (i, p) in points.iter().enumerate() {
|
||||
for (j, q) in points.iter().enumerate() {
|
||||
if i == j {
|
||||
continue;
|
||||
}
|
||||
// Check if q dominates p (all <=, at least one <).
|
||||
let mut all_leq = true;
|
||||
let mut any_lt = false;
|
||||
for (&qv, &pv) in q.iter().zip(p.iter()) {
|
||||
if qv > pv {
|
||||
all_leq = false;
|
||||
break;
|
||||
}
|
||||
if qv < pv {
|
||||
any_lt = true;
|
||||
}
|
||||
}
|
||||
if all_leq && any_lt {
|
||||
continue 'outer;
|
||||
}
|
||||
}
|
||||
result.push(p.clone());
|
||||
}
|
||||
result
|
||||
}
|
||||
|
||||
/// Compute non-dominated sorting of a set of solutions.
|
||||
///
|
||||
/// Returns a vec of fronts, where `fronts[0]` is the Pareto front,
|
||||
/// `fronts[1]` is the next best, etc. Each inner vec contains indices
|
||||
/// into the original `solutions` slice.
|
||||
///
|
||||
/// Uses the fast non-dominated sorting algorithm from
|
||||
/// Deb et al. (2002) with O(M N²) complexity.
|
||||
#[must_use]
|
||||
pub fn non_dominated_sort(solutions: &[Vec<f64>], directions: &[Direction]) -> Vec<Vec<usize>> {
|
||||
fast_non_dominated_sort(solutions, directions)
|
||||
}
|
||||
|
||||
/// Filter solutions to return only non-dominated (Pareto-optimal) indices.
|
||||
///
|
||||
/// Equivalent to `non_dominated_sort(solutions, directions)[0]` but
|
||||
/// communicates the intent more clearly.
|
||||
#[must_use]
|
||||
pub fn pareto_front_indices(solutions: &[Vec<f64>], directions: &[Direction]) -> Vec<usize> {
|
||||
let fronts = fast_non_dominated_sort(solutions, directions);
|
||||
fronts.into_iter().next().unwrap_or_default()
|
||||
}
|
||||
|
||||
/// Compute crowding distance for diversity measurement.
|
||||
///
|
||||
/// Returns one distance value per solution in `front` (same order).
|
||||
/// Boundary solutions (best/worst in any objective) receive
|
||||
/// [`f64::INFINITY`]. Interior solutions get a finite positive value
|
||||
/// proportional to the gap between their neighbors.
|
||||
///
|
||||
/// `directions` is accepted for API consistency but does not affect
|
||||
/// the result, since crowding distance measures spacing regardless of
|
||||
/// optimization direction.
|
||||
#[must_use]
|
||||
#[allow(clippy::cast_precision_loss, clippy::needless_range_loop)]
|
||||
pub fn crowding_distance(front: &[Vec<f64>], _directions: &[Direction]) -> Vec<f64> {
|
||||
let n = front.len();
|
||||
if n <= 2 {
|
||||
return vec![f64::INFINITY; n];
|
||||
}
|
||||
|
||||
let m = front[0].len();
|
||||
let mut distances = vec![0.0_f64; n];
|
||||
|
||||
for obj in 0..m {
|
||||
let mut sorted: Vec<usize> = (0..n).collect();
|
||||
sorted.sort_by(|&a, &b| {
|
||||
front[a][obj]
|
||||
.partial_cmp(&front[b][obj])
|
||||
.unwrap_or(core::cmp::Ordering::Equal)
|
||||
});
|
||||
|
||||
distances[sorted[0]] = f64::INFINITY;
|
||||
distances[sorted[n - 1]] = f64::INFINITY;
|
||||
|
||||
let range = front[sorted[n - 1]][obj] - front[sorted[0]][obj];
|
||||
if range > 0.0 {
|
||||
for i in 1..(n - 1) {
|
||||
distances[sorted[i]] +=
|
||||
(front[sorted[i + 1]][obj] - front[sorted[i - 1]][obj]) / range;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
distances
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
#[test]
|
||||
fn test_dominates_basic() {
|
||||
let dirs = [Direction::Minimize, Direction::Minimize];
|
||||
assert!(dominates(&[1.0, 1.0], &[2.0, 2.0], &dirs));
|
||||
assert!(!dominates(&[2.0, 2.0], &[1.0, 1.0], &dirs));
|
||||
// Equal does not dominate
|
||||
assert!(!dominates(&[1.0, 1.0], &[1.0, 1.0], &dirs));
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_dominates_incomparable() {
|
||||
let dirs = [Direction::Minimize, Direction::Minimize];
|
||||
assert!(!dominates(&[1.0, 3.0], &[3.0, 1.0], &dirs));
|
||||
assert!(!dominates(&[3.0, 1.0], &[1.0, 3.0], &dirs));
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_dominates_maximize() {
|
||||
let dirs = [Direction::Maximize, Direction::Minimize];
|
||||
// a = (5, 1) vs b = (3, 2): a is better in both
|
||||
assert!(dominates(&[5.0, 1.0], &[3.0, 2.0], &dirs));
|
||||
assert!(!dominates(&[3.0, 2.0], &[5.0, 1.0], &dirs));
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_nds_known() {
|
||||
let values = vec![
|
||||
vec![1.0, 5.0], // front 0
|
||||
vec![5.0, 1.0], // front 0
|
||||
vec![3.0, 3.0], // front 0 (non-dominated)
|
||||
vec![4.0, 4.0], // front 1 (dominated by #2)
|
||||
vec![6.0, 6.0], // front 2
|
||||
];
|
||||
let dirs = [Direction::Minimize, Direction::Minimize];
|
||||
let fronts = fast_non_dominated_sort(&values, &dirs);
|
||||
|
||||
assert_eq!(fronts.len(), 3);
|
||||
let mut f0 = fronts[0].clone();
|
||||
f0.sort_unstable();
|
||||
assert_eq!(f0, vec![0, 1, 2]);
|
||||
assert_eq!(fronts[1], vec![3]);
|
||||
assert_eq!(fronts[2], vec![4]);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_crowding_indexed_boundaries() {
|
||||
let values = vec![vec![1.0, 5.0], vec![3.0, 3.0], vec![5.0, 1.0]];
|
||||
let front = vec![0, 1, 2];
|
||||
let cd = crowding_distance_indexed(&front, &values);
|
||||
assert!(cd[0].is_infinite());
|
||||
assert!(cd[2].is_infinite());
|
||||
assert!(cd[1].is_finite());
|
||||
assert!(cd[1] > 0.0);
|
||||
}
|
||||
|
||||
// ---- Public API tests ----
|
||||
|
||||
#[test]
|
||||
fn test_hypervolume_2d_minimize() {
|
||||
// Front: (1,3), (2,2), (3,1) with ref (4,4) — all minimize
|
||||
let front = vec![vec![1.0, 3.0], vec![2.0, 2.0], vec![3.0, 1.0]];
|
||||
let dirs = [Direction::Minimize, Direction::Minimize];
|
||||
let hv = hypervolume(&front, &[4.0, 4.0], &dirs);
|
||||
// Strip 1: x=[1,2), h=4-3=1 → area=1
|
||||
// Strip 2: x=[2,3), h=4-2=2 → area=2
|
||||
// Strip 3: x=[3,4], h=4-1=3 → area=3
|
||||
// Total = 6
|
||||
assert!((hv - 6.0).abs() < 1e-10);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_hypervolume_2d_maximize() {
|
||||
// Front: (3,1), (2,2), (1,3) with ref (0,0) — all maximize
|
||||
let front = vec![vec![3.0, 1.0], vec![2.0, 2.0], vec![1.0, 3.0]];
|
||||
let dirs = [Direction::Maximize, Direction::Maximize];
|
||||
let hv = hypervolume(&front, &[0.0, 0.0], &dirs);
|
||||
// In negate-space: points become (-3,-1),(-2,-2),(-1,-3), ref=(0,0)
|
||||
// Same geometry as minimize test above → area = 6
|
||||
assert!((hv - 6.0).abs() < 1e-10);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_hypervolume_single_point() {
|
||||
let front = vec![vec![1.0, 1.0]];
|
||||
let dirs = [Direction::Minimize, Direction::Minimize];
|
||||
let hv = hypervolume(&front, &[3.0, 3.0], &dirs);
|
||||
// Rectangle: (3-1) * (3-1) = 4
|
||||
assert!((hv - 4.0).abs() < 1e-10);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_hypervolume_empty_front() {
|
||||
let front: Vec<Vec<f64>> = vec![];
|
||||
let dirs = [Direction::Minimize];
|
||||
assert!(hypervolume(&front, &[1.0], &dirs).abs() < f64::EPSILON);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_hypervolume_point_at_ref() {
|
||||
// Point not strictly better than ref → contributes nothing
|
||||
let front = vec![vec![5.0, 5.0]];
|
||||
let dirs = [Direction::Minimize, Direction::Minimize];
|
||||
let hv = hypervolume(&front, &[5.0, 5.0], &dirs);
|
||||
assert!(hv.abs() < f64::EPSILON);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_hypervolume_3d() {
|
||||
// Single point in 3D: (1,1,1) with ref (2,2,2)
|
||||
let front = vec![vec![1.0, 1.0, 1.0]];
|
||||
let dirs = [
|
||||
Direction::Minimize,
|
||||
Direction::Minimize,
|
||||
Direction::Minimize,
|
||||
];
|
||||
let hv = hypervolume(&front, &[2.0, 2.0, 2.0], &dirs);
|
||||
assert!((hv - 1.0).abs() < 1e-10);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_non_dominated_sort_public() {
|
||||
let values = vec![
|
||||
vec![1.0, 5.0],
|
||||
vec![5.0, 1.0],
|
||||
vec![3.0, 3.0],
|
||||
vec![4.0, 4.0],
|
||||
];
|
||||
let dirs = [Direction::Minimize, Direction::Minimize];
|
||||
let fronts = non_dominated_sort(&values, &dirs);
|
||||
assert_eq!(fronts.len(), 2);
|
||||
let mut f0 = fronts[0].clone();
|
||||
f0.sort_unstable();
|
||||
assert_eq!(f0, vec![0, 1, 2]);
|
||||
assert_eq!(fronts[1], vec![3]);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_pareto_front_indices_basic() {
|
||||
let values = vec![
|
||||
vec![1.0, 5.0],
|
||||
vec![5.0, 1.0],
|
||||
vec![3.0, 3.0],
|
||||
vec![4.0, 4.0],
|
||||
];
|
||||
let dirs = [Direction::Minimize, Direction::Minimize];
|
||||
let mut idx = pareto_front_indices(&values, &dirs);
|
||||
idx.sort_unstable();
|
||||
assert_eq!(idx, vec![0, 1, 2]);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_pareto_front_indices_empty() {
|
||||
let values: Vec<Vec<f64>> = vec![];
|
||||
let dirs = [Direction::Minimize];
|
||||
assert!(pareto_front_indices(&values, &dirs).is_empty());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_crowding_distance_public() {
|
||||
let front = vec![vec![1.0, 5.0], vec![3.0, 3.0], vec![5.0, 1.0]];
|
||||
let dirs = [Direction::Minimize, Direction::Minimize];
|
||||
let cd = crowding_distance(&front, &dirs);
|
||||
assert!(cd[0].is_infinite());
|
||||
assert!(cd[2].is_infinite());
|
||||
assert!(cd[1].is_finite());
|
||||
assert!(cd[1] > 0.0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_crowding_distance_single_point() {
|
||||
let front = vec![vec![2.0, 3.0]];
|
||||
let dirs = [Direction::Minimize, Direction::Minimize];
|
||||
let cd = crowding_distance(&front, &dirs);
|
||||
assert_eq!(cd.len(), 1);
|
||||
assert!(cd[0].is_infinite());
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,691 @@
|
||||
//! BOHB (Bayesian Optimization + `HyperBand`) sampler.
|
||||
//!
|
||||
//! BOHB combines TPE's model-guided sampling with Hyperband's budget-aware
|
||||
//! evaluation. Instead of building one global TPE model, BOHB conditions
|
||||
//! its TPE model on trials evaluated at a specific budget level, giving
|
||||
//! better-calibrated proposals for each rung of the Hyperband schedule.
|
||||
//!
|
||||
//! # How it works
|
||||
//!
|
||||
//! 1. Compute all Hyperband rung steps (budget levels) from the config.
|
||||
//! 2. On each `sample()` call, scan the history's `intermediate_values`
|
||||
//! to find the **largest budget level** with enough observations
|
||||
//! (`>= min_points_in_model`).
|
||||
//! 3. Build a filtered history where each trial's `value` is replaced
|
||||
//! with its intermediate value at that budget level.
|
||||
//! 4. Delegate to an internal [`TpeSampler`] for the actual sampling.
|
||||
//! 5. Fall back to random sampling if no budget level has enough data.
|
||||
//!
|
||||
//! # Examples
|
||||
//!
|
||||
//! ```
|
||||
//! use optimizer::sampler::bohb::BohbSampler;
|
||||
//! use optimizer::{Direction, Study};
|
||||
//!
|
||||
//! let bohb = BohbSampler::new();
|
||||
//! let pruner = bohb.matching_pruner(Direction::Minimize);
|
||||
//! let study: Study<f64> = Study::with_sampler_and_pruner(Direction::Minimize, bohb, pruner);
|
||||
//! ```
|
||||
//!
|
||||
//! Using the builder for custom configuration:
|
||||
//!
|
||||
//! ```
|
||||
//! use optimizer::sampler::bohb::BohbSampler;
|
||||
//!
|
||||
//! let bohb = BohbSampler::builder()
|
||||
//! .min_resource(1)
|
||||
//! .max_resource(81)
|
||||
//! .reduction_factor(3)
|
||||
//! .min_points_in_model(10)
|
||||
//! .seed(42)
|
||||
//! .build()
|
||||
//! .unwrap();
|
||||
//! ```
|
||||
|
||||
use crate::distribution::Distribution;
|
||||
use crate::error::Result;
|
||||
use crate::param::ParamValue;
|
||||
use crate::pruner::HyperbandPruner;
|
||||
use crate::sampler::tpe::TpeSampler;
|
||||
use crate::sampler::{CompletedTrial, Sampler};
|
||||
use crate::types::Direction;
|
||||
|
||||
/// A BOHB sampler that combines TPE with Hyperband budget awareness.
|
||||
///
|
||||
/// BOHB filters trial history by budget level before delegating to TPE,
|
||||
/// so the surrogate model is conditioned on trials evaluated at the same
|
||||
/// resource level. This produces better-calibrated parameter proposals
|
||||
/// than using a single global model across all budgets.
|
||||
///
|
||||
/// Use [`BohbSampler::matching_pruner`] to create a [`HyperbandPruner`]
|
||||
/// with matching parameters.
|
||||
pub struct BohbSampler {
|
||||
min_resource: u64,
|
||||
max_resource: u64,
|
||||
reduction_factor: u64,
|
||||
min_points_in_model: usize,
|
||||
tpe: TpeSampler,
|
||||
}
|
||||
|
||||
impl BohbSampler {
|
||||
/// Creates a new BOHB sampler with default settings.
|
||||
///
|
||||
/// Defaults:
|
||||
/// - `min_resource`: 1
|
||||
/// - `max_resource`: 81
|
||||
/// - `reduction_factor`: 3
|
||||
/// - `min_points_in_model`: 10
|
||||
/// - TPE: default settings
|
||||
#[must_use]
|
||||
pub fn new() -> Self {
|
||||
Self {
|
||||
min_resource: 1,
|
||||
max_resource: 81,
|
||||
reduction_factor: 3,
|
||||
min_points_in_model: 10,
|
||||
tpe: TpeSampler::new(),
|
||||
}
|
||||
}
|
||||
|
||||
/// Creates a builder for configuring a BOHB sampler.
|
||||
///
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::sampler::bohb::BohbSampler;
|
||||
///
|
||||
/// let sampler = BohbSampler::builder()
|
||||
/// .min_resource(1)
|
||||
/// .max_resource(27)
|
||||
/// .reduction_factor(3)
|
||||
/// .min_points_in_model(5)
|
||||
/// .seed(42)
|
||||
/// .build()
|
||||
/// .unwrap();
|
||||
/// ```
|
||||
#[must_use]
|
||||
pub fn builder() -> BohbSamplerBuilder {
|
||||
BohbSamplerBuilder::new()
|
||||
}
|
||||
|
||||
/// Creates a [`HyperbandPruner`] with matching Hyperband parameters.
|
||||
///
|
||||
/// This ensures the pruner's budget schedule is consistent with the
|
||||
/// budget levels used by BOHB for model conditioning.
|
||||
#[must_use]
|
||||
pub fn matching_pruner(&self, direction: Direction) -> HyperbandPruner {
|
||||
HyperbandPruner::new()
|
||||
.min_resource(self.min_resource)
|
||||
.max_resource(self.max_resource)
|
||||
.reduction_factor(self.reduction_factor)
|
||||
.direction(direction)
|
||||
}
|
||||
|
||||
/// Compute all unique budget levels (rung steps) across all Hyperband brackets.
|
||||
///
|
||||
/// Returns sorted ascending.
|
||||
#[allow(
|
||||
clippy::cast_precision_loss,
|
||||
clippy::cast_possible_truncation,
|
||||
clippy::cast_sign_loss
|
||||
)]
|
||||
fn all_budget_levels(&self) -> Vec<u64> {
|
||||
let eta = self.reduction_factor as f64;
|
||||
let ratio = self.max_resource as f64 / self.min_resource as f64;
|
||||
let s_max = (ratio.ln() / eta.ln()).floor() as u64;
|
||||
|
||||
let mut levels = Vec::new();
|
||||
for bracket in 0..=s_max {
|
||||
let exponent = s_max.saturating_sub(bracket);
|
||||
let min_resource_bracket =
|
||||
(self.max_resource as f64 / eta.powi(exponent as i32)).ceil() as u64;
|
||||
|
||||
let mut rung: u32 = 0;
|
||||
while let Some(power) = self.reduction_factor.checked_pow(rung) {
|
||||
let step = min_resource_bracket.saturating_mul(power);
|
||||
if step > self.max_resource {
|
||||
break;
|
||||
}
|
||||
levels.push(step);
|
||||
rung += 1;
|
||||
}
|
||||
}
|
||||
|
||||
levels.sort_unstable();
|
||||
levels.dedup();
|
||||
levels
|
||||
}
|
||||
|
||||
/// Build a filtered history for a specific budget level.
|
||||
///
|
||||
/// For each trial that has an intermediate value at the given budget step,
|
||||
/// creates a new `CompletedTrial` with `value` replaced by the intermediate
|
||||
/// value at that step.
|
||||
fn filter_history_for_budget(history: &[CompletedTrial], budget: u64) -> Vec<CompletedTrial> {
|
||||
history
|
||||
.iter()
|
||||
.filter_map(|trial| {
|
||||
trial
|
||||
.intermediate_values
|
||||
.iter()
|
||||
.find(|(step, _)| *step == budget)
|
||||
.map(|(_, iv)| CompletedTrial {
|
||||
id: trial.id,
|
||||
params: trial.params.clone(),
|
||||
distributions: trial.distributions.clone(),
|
||||
param_labels: trial.param_labels.clone(),
|
||||
value: *iv,
|
||||
intermediate_values: trial.intermediate_values.clone(),
|
||||
state: trial.state,
|
||||
user_attrs: trial.user_attrs.clone(),
|
||||
constraints: trial.constraints.clone(),
|
||||
})
|
||||
})
|
||||
.collect()
|
||||
}
|
||||
}
|
||||
|
||||
impl Default for BohbSampler {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
impl Sampler for BohbSampler {
|
||||
fn sample(
|
||||
&self,
|
||||
distribution: &Distribution,
|
||||
trial_id: u64,
|
||||
history: &[CompletedTrial],
|
||||
) -> ParamValue {
|
||||
// Find the largest budget level with enough observations
|
||||
let levels = self.all_budget_levels();
|
||||
|
||||
for &budget in levels.iter().rev() {
|
||||
let count = history
|
||||
.iter()
|
||||
.filter(|t| {
|
||||
t.intermediate_values
|
||||
.iter()
|
||||
.any(|(step, _)| *step == budget)
|
||||
})
|
||||
.count();
|
||||
|
||||
if count >= self.min_points_in_model {
|
||||
let filtered = Self::filter_history_for_budget(history, budget);
|
||||
return self.tpe.sample(distribution, trial_id, &filtered);
|
||||
}
|
||||
}
|
||||
|
||||
// Not enough data at any budget level: delegate to TPE with empty history
|
||||
// which triggers its uniform-random startup behavior.
|
||||
self.tpe.sample(distribution, trial_id, &[])
|
||||
}
|
||||
}
|
||||
|
||||
/// Builder for configuring a [`BohbSampler`].
|
||||
///
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::sampler::bohb::BohbSamplerBuilder;
|
||||
///
|
||||
/// let sampler = BohbSamplerBuilder::new()
|
||||
/// .min_resource(1)
|
||||
/// .max_resource(81)
|
||||
/// .reduction_factor(3)
|
||||
/// .gamma(0.15)
|
||||
/// .seed(42)
|
||||
/// .build()
|
||||
/// .unwrap();
|
||||
/// ```
|
||||
pub struct BohbSamplerBuilder {
|
||||
min_resource: u64,
|
||||
max_resource: u64,
|
||||
reduction_factor: u64,
|
||||
min_points_in_model: usize,
|
||||
tpe_builder: crate::sampler::tpe::TpeSamplerBuilder,
|
||||
}
|
||||
|
||||
impl BohbSamplerBuilder {
|
||||
/// Creates a new builder with default settings.
|
||||
#[must_use]
|
||||
pub fn new() -> Self {
|
||||
Self {
|
||||
min_resource: 1,
|
||||
max_resource: 81,
|
||||
reduction_factor: 3,
|
||||
min_points_in_model: 10,
|
||||
tpe_builder: crate::sampler::tpe::TpeSamplerBuilder::new(),
|
||||
}
|
||||
}
|
||||
|
||||
/// Sets the minimum resource (budget) per trial.
|
||||
///
|
||||
/// # Panics
|
||||
///
|
||||
/// Panics if `r` is 0.
|
||||
#[must_use]
|
||||
pub fn min_resource(mut self, r: u64) -> Self {
|
||||
assert!(r > 0, "min_resource must be > 0, got {r}");
|
||||
self.min_resource = r;
|
||||
self
|
||||
}
|
||||
|
||||
/// Sets the maximum resource (budget) per trial.
|
||||
///
|
||||
/// # Panics
|
||||
///
|
||||
/// Panics if `r` is 0.
|
||||
#[must_use]
|
||||
pub fn max_resource(mut self, r: u64) -> Self {
|
||||
assert!(r > 0, "max_resource must be > 0, got {r}");
|
||||
self.max_resource = r;
|
||||
self
|
||||
}
|
||||
|
||||
/// Sets the reduction factor (eta).
|
||||
///
|
||||
/// # Panics
|
||||
///
|
||||
/// Panics if `eta` is less than 2.
|
||||
#[must_use]
|
||||
pub fn reduction_factor(mut self, eta: u64) -> Self {
|
||||
assert!(eta >= 2, "reduction_factor must be >= 2, got {eta}");
|
||||
self.reduction_factor = eta;
|
||||
self
|
||||
}
|
||||
|
||||
/// Sets the minimum number of observations at a budget level before
|
||||
/// BOHB uses TPE instead of random sampling.
|
||||
#[must_use]
|
||||
pub fn min_points_in_model(mut self, n: usize) -> Self {
|
||||
self.min_points_in_model = n;
|
||||
self
|
||||
}
|
||||
|
||||
/// Sets a fixed gamma value for the internal TPE sampler.
|
||||
#[must_use]
|
||||
pub fn gamma(mut self, gamma: f64) -> Self {
|
||||
self.tpe_builder = self.tpe_builder.gamma(gamma);
|
||||
self
|
||||
}
|
||||
|
||||
/// Sets a custom gamma strategy for the internal TPE sampler.
|
||||
#[must_use]
|
||||
pub fn gamma_strategy<G: crate::sampler::tpe::GammaStrategy + 'static>(
|
||||
mut self,
|
||||
strategy: G,
|
||||
) -> Self {
|
||||
self.tpe_builder = self.tpe_builder.gamma_strategy(strategy);
|
||||
self
|
||||
}
|
||||
|
||||
/// Sets the number of EI candidates for the internal TPE sampler.
|
||||
#[must_use]
|
||||
pub fn n_ei_candidates(mut self, n: usize) -> Self {
|
||||
self.tpe_builder = self.tpe_builder.n_ei_candidates(n);
|
||||
self
|
||||
}
|
||||
|
||||
/// Sets a fixed KDE bandwidth for the internal TPE sampler.
|
||||
#[must_use]
|
||||
pub fn kde_bandwidth(mut self, bandwidth: f64) -> Self {
|
||||
self.tpe_builder = self.tpe_builder.kde_bandwidth(bandwidth);
|
||||
self
|
||||
}
|
||||
|
||||
/// Sets a seed for reproducible sampling.
|
||||
#[must_use]
|
||||
pub fn seed(mut self, seed: u64) -> Self {
|
||||
self.tpe_builder = self.tpe_builder.seed(seed);
|
||||
self
|
||||
}
|
||||
|
||||
/// Builds the configured [`BohbSampler`].
|
||||
///
|
||||
/// # Errors
|
||||
///
|
||||
/// Returns an error if the TPE configuration is invalid (e.g. gamma
|
||||
/// not in (0, 1) or bandwidth not positive).
|
||||
pub fn build(self) -> Result<BohbSampler> {
|
||||
let tpe = self.tpe_builder.build()?;
|
||||
Ok(BohbSampler {
|
||||
min_resource: self.min_resource,
|
||||
max_resource: self.max_resource,
|
||||
reduction_factor: self.reduction_factor,
|
||||
min_points_in_model: self.min_points_in_model,
|
||||
tpe,
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
impl Default for BohbSamplerBuilder {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
#[allow(clippy::cast_precision_loss)]
|
||||
mod tests {
|
||||
use std::collections::HashMap;
|
||||
|
||||
use super::*;
|
||||
use crate::distribution::{FloatDistribution, IntDistribution};
|
||||
use crate::parameter::ParamId;
|
||||
use crate::types::TrialState;
|
||||
|
||||
fn make_trial_with_intermediates(
|
||||
id: u64,
|
||||
value: f64,
|
||||
params: Vec<(ParamId, ParamValue, Distribution)>,
|
||||
intermediate_values: Vec<(u64, f64)>,
|
||||
) -> CompletedTrial {
|
||||
let mut param_map = HashMap::new();
|
||||
let mut dist_map = HashMap::new();
|
||||
for (param_id, pv, dist) in params {
|
||||
param_map.insert(param_id, pv);
|
||||
dist_map.insert(param_id, dist);
|
||||
}
|
||||
CompletedTrial {
|
||||
id,
|
||||
params: param_map,
|
||||
distributions: dist_map,
|
||||
param_labels: HashMap::new(),
|
||||
value,
|
||||
intermediate_values,
|
||||
state: TrialState::Complete,
|
||||
user_attrs: HashMap::new(),
|
||||
constraints: Vec::new(),
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn budget_levels_default() {
|
||||
let bohb = BohbSampler::new();
|
||||
let levels = bohb.all_budget_levels();
|
||||
// With min=1, max=81, eta=3:
|
||||
// bracket 0: 1, 3, 9, 27, 81
|
||||
// bracket 1: 3, 9, 27, 81
|
||||
// bracket 2: 9, 27, 81
|
||||
// bracket 3: 27, 81
|
||||
// bracket 4: 81
|
||||
// Unique sorted: [1, 3, 9, 27, 81]
|
||||
assert_eq!(levels, vec![1, 3, 9, 27, 81]);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn budget_levels_eta2() {
|
||||
let bohb = BohbSampler::builder()
|
||||
.min_resource(1)
|
||||
.max_resource(16)
|
||||
.reduction_factor(2)
|
||||
.build()
|
||||
.unwrap();
|
||||
let levels = bohb.all_budget_levels();
|
||||
// s_max = floor(ln(16)/ln(2)) = 4
|
||||
// bracket 0: 1, 2, 4, 8, 16
|
||||
// bracket 1: 2, 4, 8, 16
|
||||
// bracket 2: 4, 8, 16
|
||||
// bracket 3: 8, 16
|
||||
// bracket 4: 16
|
||||
// Unique sorted: [1, 2, 4, 8, 16]
|
||||
assert_eq!(levels, vec![1, 2, 4, 8, 16]);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn filter_history_selects_correct_budget() {
|
||||
let x_id = ParamId::new();
|
||||
let dist = Distribution::Float(FloatDistribution {
|
||||
low: 0.0,
|
||||
high: 1.0,
|
||||
log_scale: false,
|
||||
step: None,
|
||||
});
|
||||
|
||||
let history = vec![
|
||||
make_trial_with_intermediates(
|
||||
0,
|
||||
0.5,
|
||||
vec![(x_id, ParamValue::Float(0.3), dist.clone())],
|
||||
vec![(1, 0.9), (3, 0.7), (9, 0.5)],
|
||||
),
|
||||
make_trial_with_intermediates(
|
||||
1,
|
||||
0.4,
|
||||
vec![(x_id, ParamValue::Float(0.6), dist.clone())],
|
||||
vec![(1, 0.8), (3, 0.4)],
|
||||
),
|
||||
make_trial_with_intermediates(
|
||||
2,
|
||||
0.3,
|
||||
vec![(x_id, ParamValue::Float(0.1), dist.clone())],
|
||||
vec![(1, 0.7)],
|
||||
),
|
||||
];
|
||||
|
||||
// Budget 3: trials 0 and 1 have intermediate values at step 3
|
||||
let filtered = BohbSampler::filter_history_for_budget(&history, 3);
|
||||
assert_eq!(filtered.len(), 2);
|
||||
assert!((filtered[0].value - 0.7).abs() < f64::EPSILON);
|
||||
assert!((filtered[1].value - 0.4).abs() < f64::EPSILON);
|
||||
|
||||
// Budget 9: only trial 0
|
||||
let filtered = BohbSampler::filter_history_for_budget(&history, 9);
|
||||
assert_eq!(filtered.len(), 1);
|
||||
assert!((filtered[0].value - 0.5).abs() < f64::EPSILON);
|
||||
|
||||
// Budget 27: nobody
|
||||
let filtered = BohbSampler::filter_history_for_budget(&history, 27);
|
||||
assert!(filtered.is_empty());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn matching_pruner_has_same_params() {
|
||||
let bohb = BohbSampler::builder()
|
||||
.min_resource(2)
|
||||
.max_resource(64)
|
||||
.reduction_factor(4)
|
||||
.build()
|
||||
.unwrap();
|
||||
let pruner = bohb.matching_pruner(Direction::Minimize);
|
||||
|
||||
// We can't directly inspect HyperbandPruner fields, but we can
|
||||
// verify it was created without panicking with the same params.
|
||||
// The pruner's rung steps should match BOHB's budget levels.
|
||||
// Just verify it doesn't panic.
|
||||
drop(pruner);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn fallback_to_random_when_insufficient_data() {
|
||||
let bohb = BohbSampler::builder()
|
||||
.min_points_in_model(10)
|
||||
.seed(42)
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
let dist = Distribution::Float(FloatDistribution {
|
||||
low: 0.0,
|
||||
high: 1.0,
|
||||
log_scale: false,
|
||||
step: None,
|
||||
});
|
||||
|
||||
// Only 3 trials with intermediate values (< min_points_in_model=10)
|
||||
let x_id = ParamId::new();
|
||||
let history: Vec<CompletedTrial> = (0..3)
|
||||
.map(|i| {
|
||||
make_trial_with_intermediates(
|
||||
i,
|
||||
i as f64,
|
||||
vec![(x_id, ParamValue::Float(i as f64 / 3.0), dist.clone())],
|
||||
vec![(1, i as f64)],
|
||||
)
|
||||
})
|
||||
.collect();
|
||||
|
||||
// Should not panic, should sample within bounds
|
||||
for trial_id in 0..20 {
|
||||
let val = bohb.sample(&dist, trial_id, &history);
|
||||
if let ParamValue::Float(v) = val {
|
||||
assert!((0.0..=1.0).contains(&v));
|
||||
} else {
|
||||
panic!("Expected Float");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn uses_budget_level_when_enough_data() {
|
||||
let bohb = BohbSampler::builder()
|
||||
.min_points_in_model(5)
|
||||
.seed(42)
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
let dist = Distribution::Float(FloatDistribution {
|
||||
low: 0.0,
|
||||
high: 10.0,
|
||||
log_scale: false,
|
||||
step: None,
|
||||
});
|
||||
|
||||
// Create 20 trials with intermediate values at budget 1.
|
||||
// Good trials have x near 2.0, bad trials have x far from 2.0.
|
||||
let x_id = ParamId::new();
|
||||
let history: Vec<CompletedTrial> = (0..20)
|
||||
.map(|i| {
|
||||
let x = i as f64 / 2.0;
|
||||
let iv_at_1 = (x - 2.0).powi(2);
|
||||
make_trial_with_intermediates(
|
||||
i,
|
||||
iv_at_1, // final value same as intermediate for simplicity
|
||||
vec![(x_id, ParamValue::Float(x), dist.clone())],
|
||||
vec![(1, iv_at_1)],
|
||||
)
|
||||
})
|
||||
.collect();
|
||||
|
||||
// Should use TPE on filtered history at budget 1
|
||||
let val = bohb.sample(&dist, 100, &history);
|
||||
if let ParamValue::Float(v) = val {
|
||||
assert!((0.0..=10.0).contains(&v), "Value {v} out of bounds");
|
||||
} else {
|
||||
panic!("Expected Float");
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn prefers_largest_budget_level() {
|
||||
let bohb = BohbSampler::builder()
|
||||
.min_resource(1)
|
||||
.max_resource(9)
|
||||
.reduction_factor(3)
|
||||
.min_points_in_model(3)
|
||||
.seed(42)
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
let dist = Distribution::Float(FloatDistribution {
|
||||
low: 0.0,
|
||||
high: 10.0,
|
||||
log_scale: false,
|
||||
step: None,
|
||||
});
|
||||
|
||||
// Budget levels: [1, 3, 9]
|
||||
assert_eq!(bohb.all_budget_levels(), vec![1, 3, 9]);
|
||||
|
||||
// Create 5 trials with intermediates at budget 1 and 3
|
||||
let x_id = ParamId::new();
|
||||
let history: Vec<CompletedTrial> = (0..5)
|
||||
.map(|i| {
|
||||
let x = i as f64;
|
||||
make_trial_with_intermediates(
|
||||
i,
|
||||
x,
|
||||
vec![(x_id, ParamValue::Float(x), dist.clone())],
|
||||
vec![(1, x * 2.0), (3, x)],
|
||||
)
|
||||
})
|
||||
.collect();
|
||||
|
||||
// Budget 3 has 5 observations (>= 3), budget 9 has 0.
|
||||
// BOHB should pick budget 3 (largest with enough data).
|
||||
// The filtered history at budget 3 has values [0, 1, 2, 3, 4].
|
||||
let filtered_3 = BohbSampler::filter_history_for_budget(&history, 3);
|
||||
assert_eq!(filtered_3.len(), 5);
|
||||
let filtered_9 = BohbSampler::filter_history_for_budget(&history, 9);
|
||||
assert_eq!(filtered_9.len(), 0);
|
||||
|
||||
// Should sample successfully
|
||||
let val = bohb.sample(&dist, 100, &history);
|
||||
assert!(matches!(val, ParamValue::Float(_)));
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn builder_validates_tpe_params() {
|
||||
// Invalid gamma
|
||||
let result = BohbSampler::builder().gamma(1.5).build();
|
||||
assert!(result.is_err());
|
||||
|
||||
// Invalid bandwidth
|
||||
let result = BohbSampler::builder().kde_bandwidth(-1.0).build();
|
||||
assert!(result.is_err());
|
||||
}
|
||||
|
||||
#[test]
|
||||
#[should_panic(expected = "min_resource must be > 0")]
|
||||
fn builder_rejects_zero_min_resource() {
|
||||
let _ = BohbSampler::builder().min_resource(0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
#[should_panic(expected = "max_resource must be > 0")]
|
||||
fn builder_rejects_zero_max_resource() {
|
||||
let _ = BohbSampler::builder().max_resource(0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
#[should_panic(expected = "reduction_factor must be >= 2")]
|
||||
fn builder_rejects_small_reduction_factor() {
|
||||
let _ = BohbSampler::builder().reduction_factor(1);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn int_distribution_works() {
|
||||
let bohb = BohbSampler::builder()
|
||||
.min_points_in_model(3)
|
||||
.seed(42)
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
let dist = Distribution::Int(IntDistribution {
|
||||
low: 0,
|
||||
high: 100,
|
||||
log_scale: false,
|
||||
step: None,
|
||||
});
|
||||
|
||||
let x_id = ParamId::new();
|
||||
let history: Vec<CompletedTrial> = (0..10)
|
||||
.map(|i| {
|
||||
make_trial_with_intermediates(
|
||||
i,
|
||||
i as f64,
|
||||
vec![(x_id, ParamValue::Int(i.cast_signed() * 10), dist.clone())],
|
||||
vec![(1, i as f64)],
|
||||
)
|
||||
})
|
||||
.collect();
|
||||
|
||||
let val = bohb.sample(&dist, 100, &history);
|
||||
if let ParamValue::Int(v) = val {
|
||||
assert!((0..=100).contains(&v));
|
||||
} else {
|
||||
panic!("Expected Int");
|
||||
}
|
||||
}
|
||||
}
|
||||
File diff suppressed because it is too large
Load Diff
@@ -1,7 +1,14 @@
|
||||
//! Sampler trait and implementations for parameter sampling.
|
||||
|
||||
pub mod bohb;
|
||||
#[cfg(feature = "cma-es")]
|
||||
pub mod cma_es;
|
||||
pub mod grid;
|
||||
pub mod motpe;
|
||||
pub mod nsga2;
|
||||
pub mod random;
|
||||
#[cfg(feature = "sobol")]
|
||||
pub mod sobol;
|
||||
pub mod tpe;
|
||||
|
||||
use std::collections::HashMap;
|
||||
@@ -18,6 +25,7 @@ use crate::types::TrialState;
|
||||
/// parameter values, their distributions, and the objective value returned
|
||||
/// by the objective function.
|
||||
#[derive(Clone, Debug)]
|
||||
#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
|
||||
pub struct CompletedTrial<V = f64> {
|
||||
/// The unique identifier for this trial.
|
||||
pub id: u64,
|
||||
@@ -35,6 +43,9 @@ pub struct CompletedTrial<V = f64> {
|
||||
pub state: TrialState,
|
||||
/// User-defined attributes stored during the trial.
|
||||
pub user_attrs: HashMap<String, AttrValue>,
|
||||
/// Constraint values for this trial (<=0.0 means feasible).
|
||||
#[cfg_attr(feature = "serde", serde(default))]
|
||||
pub constraints: Vec<f64>,
|
||||
}
|
||||
|
||||
impl<V> CompletedTrial<V> {
|
||||
@@ -55,6 +66,7 @@ impl<V> CompletedTrial<V> {
|
||||
intermediate_values: Vec::new(),
|
||||
state: TrialState::Complete,
|
||||
user_attrs: HashMap::new(),
|
||||
constraints: Vec::new(),
|
||||
}
|
||||
}
|
||||
|
||||
@@ -77,6 +89,7 @@ impl<V> CompletedTrial<V> {
|
||||
intermediate_values,
|
||||
state: TrialState::Complete,
|
||||
user_attrs,
|
||||
constraints: Vec::new(),
|
||||
}
|
||||
}
|
||||
|
||||
@@ -121,6 +134,14 @@ impl<V> CompletedTrial<V> {
|
||||
})
|
||||
}
|
||||
|
||||
/// Returns `true` if all constraints are satisfied (values <= 0.0).
|
||||
///
|
||||
/// A trial with no constraints is considered feasible.
|
||||
#[must_use]
|
||||
pub fn is_feasible(&self) -> bool {
|
||||
self.constraints.iter().all(|&c| c <= 0.0)
|
||||
}
|
||||
|
||||
/// Gets a user attribute by key.
|
||||
#[must_use]
|
||||
pub fn user_attr(&self, key: &str) -> Option<&AttrValue> {
|
||||
|
||||
@@ -0,0 +1,932 @@
|
||||
//! Multi-Objective Tree-Parzen Estimator (MOTPE) sampler.
|
||||
//!
|
||||
//! Extends TPE to handle multi-objective optimization by using Pareto
|
||||
//! non-dominated sorting to define "good" vs "bad" trial regions for
|
||||
//! the KDE models, replacing the single-objective gamma-based split.
|
||||
//!
|
||||
//! # Algorithm
|
||||
//!
|
||||
//! In single-objective TPE, trials are sorted by value and split at a
|
||||
//! gamma percentile into good/bad groups. MOTPE replaces this with:
|
||||
//!
|
||||
//! 1. Compute non-dominated sorting on all completed trials
|
||||
//! 2. Use the Pareto front (rank 0) as "good" trials
|
||||
//! 3. Use dominated trials as "bad" trials
|
||||
//! 4. Build KDE l(x) from good, g(x) from bad
|
||||
//! 5. Sample candidates and score by l(x)/g(x)
|
||||
//!
|
||||
//! # Examples
|
||||
//!
|
||||
//! ```
|
||||
//! use optimizer::Direction;
|
||||
//! use optimizer::multi_objective::MultiObjectiveStudy;
|
||||
//! use optimizer::parameter::{FloatParam, Parameter};
|
||||
//! use optimizer::sampler::motpe::MotpeSampler;
|
||||
//!
|
||||
//! let sampler = MotpeSampler::builder().seed(42).build();
|
||||
//! let study =
|
||||
//! MultiObjectiveStudy::with_sampler(vec![Direction::Minimize, Direction::Minimize], sampler);
|
||||
//!
|
||||
//! let x = FloatParam::new(0.0, 1.0);
|
||||
//! study
|
||||
//! .optimize(30, |trial| {
|
||||
//! let xv = x.suggest(trial)?;
|
||||
//! Ok::<_, optimizer::Error>(vec![xv, 1.0 - xv])
|
||||
//! })
|
||||
//! .unwrap();
|
||||
//!
|
||||
//! let front = study.pareto_front();
|
||||
//! assert!(!front.is_empty());
|
||||
//! ```
|
||||
|
||||
use parking_lot::Mutex;
|
||||
use rand::rngs::StdRng;
|
||||
use rand::{RngExt, SeedableRng};
|
||||
|
||||
use crate::distribution::Distribution;
|
||||
use crate::kde::KernelDensityEstimator;
|
||||
use crate::multi_objective::{MultiObjectiveSampler, MultiObjectiveTrial};
|
||||
use crate::param::ParamValue;
|
||||
use crate::pareto;
|
||||
use crate::types::{Direction, TrialState};
|
||||
|
||||
/// Multi-Objective TPE (MOTPE) sampler for multi-objective Bayesian optimization.
|
||||
///
|
||||
/// Uses Pareto non-dominated sorting to split completed trials into
|
||||
/// "good" (non-dominated, rank 0) and "bad" (dominated) groups, then
|
||||
/// fits kernel density estimators to each group and samples new points
|
||||
/// that maximize l(x)/g(x).
|
||||
///
|
||||
/// During the startup phase (fewer than `n_startup_trials` completed),
|
||||
/// MOTPE falls back to random sampling.
|
||||
///
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::Direction;
|
||||
/// use optimizer::multi_objective::MultiObjectiveStudy;
|
||||
/// use optimizer::parameter::{FloatParam, Parameter};
|
||||
/// use optimizer::sampler::motpe::MotpeSampler;
|
||||
///
|
||||
/// let sampler = MotpeSampler::builder()
|
||||
/// .n_startup_trials(10)
|
||||
/// .n_ei_candidates(24)
|
||||
/// .seed(42)
|
||||
/// .build();
|
||||
///
|
||||
/// let study =
|
||||
/// MultiObjectiveStudy::with_sampler(vec![Direction::Minimize, Direction::Minimize], sampler);
|
||||
/// ```
|
||||
pub struct MotpeSampler {
|
||||
/// Number of trials before MOTPE kicks in (uses random sampling before this).
|
||||
n_startup_trials: usize,
|
||||
/// Number of candidate samples to evaluate when selecting the next point.
|
||||
n_ei_candidates: usize,
|
||||
/// Optional fixed bandwidth for KDE. If None, uses Scott's rule.
|
||||
kde_bandwidth: Option<f64>,
|
||||
/// Thread-safe RNG for sampling.
|
||||
rng: Mutex<StdRng>,
|
||||
}
|
||||
|
||||
impl MotpeSampler {
|
||||
/// Creates a new MOTPE sampler with default settings.
|
||||
///
|
||||
/// Defaults:
|
||||
/// - `n_startup_trials`: 11
|
||||
/// - `n_ei_candidates`: 24
|
||||
/// - `kde_bandwidth`: None (Scott's rule)
|
||||
#[must_use]
|
||||
pub fn new() -> Self {
|
||||
Self {
|
||||
n_startup_trials: 11,
|
||||
n_ei_candidates: 24,
|
||||
kde_bandwidth: None,
|
||||
rng: Mutex::new(rand::make_rng()),
|
||||
}
|
||||
}
|
||||
|
||||
/// Creates a new MOTPE sampler with a fixed seed.
|
||||
#[must_use]
|
||||
pub fn with_seed(seed: u64) -> Self {
|
||||
Self {
|
||||
n_startup_trials: 11,
|
||||
n_ei_candidates: 24,
|
||||
kde_bandwidth: None,
|
||||
rng: Mutex::new(StdRng::seed_from_u64(seed)),
|
||||
}
|
||||
}
|
||||
|
||||
/// Creates a builder for configuring a MOTPE sampler.
|
||||
#[must_use]
|
||||
pub fn builder() -> MotpeSamplerBuilder {
|
||||
MotpeSamplerBuilder::new()
|
||||
}
|
||||
|
||||
/// Splits trials into good (non-dominated) and bad (dominated) groups
|
||||
/// using Pareto non-dominated sorting.
|
||||
fn split_trials<'a>(
|
||||
history: &'a [MultiObjectiveTrial],
|
||||
directions: &[Direction],
|
||||
) -> (Vec<&'a MultiObjectiveTrial>, Vec<&'a MultiObjectiveTrial>) {
|
||||
let complete: Vec<(usize, &MultiObjectiveTrial)> = history
|
||||
.iter()
|
||||
.enumerate()
|
||||
.filter(|(_, t)| t.state == TrialState::Complete)
|
||||
.collect();
|
||||
|
||||
if complete.is_empty() {
|
||||
return (vec![], vec![]);
|
||||
}
|
||||
|
||||
let values: Vec<Vec<f64>> = complete.iter().map(|(_, t)| t.values.clone()).collect();
|
||||
let constraints: Vec<Vec<f64>> = complete
|
||||
.iter()
|
||||
.map(|(_, t)| t.constraints.clone())
|
||||
.collect();
|
||||
let has_constraints = constraints.iter().any(|c| !c.is_empty());
|
||||
|
||||
let fronts = if has_constraints {
|
||||
pareto::fast_non_dominated_sort_constrained(&values, directions, &constraints)
|
||||
} else {
|
||||
pareto::fast_non_dominated_sort(&values, directions)
|
||||
};
|
||||
|
||||
if fronts.is_empty() {
|
||||
return (vec![], vec![]);
|
||||
}
|
||||
|
||||
// Front 0 = good (non-dominated), everything else = bad
|
||||
let good: Vec<&MultiObjectiveTrial> = fronts[0].iter().map(|&i| complete[i].1).collect();
|
||||
|
||||
let bad: Vec<&MultiObjectiveTrial> = fronts[1..]
|
||||
.iter()
|
||||
.flatten()
|
||||
.map(|&i| complete[i].1)
|
||||
.collect();
|
||||
|
||||
(good, bad)
|
||||
}
|
||||
|
||||
/// Samples uniformly from a distribution (used during startup phase).
|
||||
#[allow(
|
||||
clippy::cast_possible_truncation,
|
||||
clippy::cast_precision_loss,
|
||||
clippy::unused_self
|
||||
)]
|
||||
fn sample_uniform(distribution: &Distribution, rng: &mut StdRng) -> ParamValue {
|
||||
match distribution {
|
||||
Distribution::Float(d) => {
|
||||
let value = if d.log_scale {
|
||||
let log_low = d.low.ln();
|
||||
let log_high = d.high.ln();
|
||||
rng.random_range(log_low..=log_high).exp()
|
||||
} else if let Some(step) = d.step {
|
||||
let n_steps = ((d.high - d.low) / step).floor() as i64;
|
||||
let k = rng.random_range(0..=n_steps);
|
||||
d.low + (k as f64) * step
|
||||
} else {
|
||||
rng.random_range(d.low..=d.high)
|
||||
};
|
||||
ParamValue::Float(value)
|
||||
}
|
||||
Distribution::Int(d) => {
|
||||
let value = if d.log_scale {
|
||||
let log_low = (d.low as f64).ln();
|
||||
let log_high = (d.high as f64).ln();
|
||||
let raw = rng.random_range(log_low..=log_high).exp().round() as i64;
|
||||
raw.clamp(d.low, d.high)
|
||||
} else if let Some(step) = d.step {
|
||||
let n_steps = (d.high - d.low) / step;
|
||||
let k = rng.random_range(0..=n_steps);
|
||||
d.low + k * step
|
||||
} else {
|
||||
rng.random_range(d.low..=d.high)
|
||||
};
|
||||
ParamValue::Int(value)
|
||||
}
|
||||
Distribution::Categorical(d) => {
|
||||
ParamValue::Categorical(rng.random_range(0..d.n_choices))
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Samples using TPE for float distributions.
|
||||
#[allow(clippy::too_many_arguments)]
|
||||
fn sample_tpe_float(
|
||||
&self,
|
||||
low: f64,
|
||||
high: f64,
|
||||
log_scale: bool,
|
||||
step: Option<f64>,
|
||||
good_values: Vec<f64>,
|
||||
bad_values: Vec<f64>,
|
||||
rng: &mut StdRng,
|
||||
) -> f64 {
|
||||
// Transform to internal space (log space if needed)
|
||||
let (internal_low, internal_high, good_internal, bad_internal) = if log_scale {
|
||||
let i_low = low.ln();
|
||||
let i_high = high.ln();
|
||||
let g: Vec<f64> = good_values.iter().map(|&v| v.ln()).collect();
|
||||
let b: Vec<f64> = bad_values.iter().map(|&v| v.ln()).collect();
|
||||
(i_low, i_high, g, b)
|
||||
} else {
|
||||
(low, high, good_values, bad_values)
|
||||
};
|
||||
|
||||
// Fit KDEs to good and bad groups
|
||||
let l_kde = match self.kde_bandwidth {
|
||||
Some(bw) => KernelDensityEstimator::with_bandwidth(good_internal, bw),
|
||||
None => KernelDensityEstimator::new(good_internal),
|
||||
};
|
||||
let g_kde = match self.kde_bandwidth {
|
||||
Some(bw) => KernelDensityEstimator::with_bandwidth(bad_internal, bw),
|
||||
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)
|
||||
let mut best_candidate = internal_low;
|
||||
let mut best_ratio = f64::NEG_INFINITY;
|
||||
|
||||
for _ in 0..self.n_ei_candidates {
|
||||
let candidate = l_kde.sample(rng).clamp(internal_low, internal_high);
|
||||
|
||||
let l_density = l_kde.pdf(candidate);
|
||||
let g_density = g_kde.pdf(candidate);
|
||||
|
||||
let ratio = if g_density < f64::EPSILON {
|
||||
if l_density > f64::EPSILON {
|
||||
f64::INFINITY
|
||||
} else {
|
||||
0.0
|
||||
}
|
||||
} else {
|
||||
l_density / g_density
|
||||
};
|
||||
|
||||
if ratio > best_ratio {
|
||||
best_ratio = ratio;
|
||||
best_candidate = candidate;
|
||||
}
|
||||
}
|
||||
|
||||
// Transform back from internal space
|
||||
let mut value = if log_scale {
|
||||
best_candidate.exp()
|
||||
} else {
|
||||
best_candidate
|
||||
};
|
||||
|
||||
// Apply step constraint if present
|
||||
if let Some(step) = step {
|
||||
let k = ((value - low) / step).round();
|
||||
value = low + k * step;
|
||||
}
|
||||
|
||||
value.clamp(low, high)
|
||||
}
|
||||
|
||||
/// Samples using TPE for integer distributions.
|
||||
#[allow(
|
||||
clippy::too_many_arguments,
|
||||
clippy::cast_precision_loss,
|
||||
clippy::cast_possible_truncation
|
||||
)]
|
||||
fn sample_tpe_int(
|
||||
&self,
|
||||
low: i64,
|
||||
high: i64,
|
||||
log_scale: bool,
|
||||
step: Option<i64>,
|
||||
good_values: &[i64],
|
||||
bad_values: &[i64],
|
||||
rng: &mut StdRng,
|
||||
) -> i64 {
|
||||
let good_floats: Vec<f64> = good_values.iter().map(|&v| v as f64).collect();
|
||||
let bad_floats: Vec<f64> = bad_values.iter().map(|&v| v as f64).collect();
|
||||
|
||||
let float_value = self.sample_tpe_float(
|
||||
low as f64,
|
||||
high as f64,
|
||||
log_scale,
|
||||
step.map(|s| s as f64),
|
||||
good_floats,
|
||||
bad_floats,
|
||||
rng,
|
||||
);
|
||||
|
||||
let int_value = float_value.round() as i64;
|
||||
let int_value = if let Some(step) = step {
|
||||
let k = ((int_value - low) as f64 / step as f64).round() as i64;
|
||||
low + k * step
|
||||
} else {
|
||||
int_value
|
||||
};
|
||||
|
||||
int_value.clamp(low, high)
|
||||
}
|
||||
|
||||
/// Samples using TPE for categorical distributions.
|
||||
#[allow(clippy::cast_precision_loss)]
|
||||
fn sample_tpe_categorical(
|
||||
n_choices: usize,
|
||||
good_indices: &[usize],
|
||||
bad_indices: &[usize],
|
||||
rng: &mut StdRng,
|
||||
) -> usize {
|
||||
let mut good_counts = vec![0usize; n_choices];
|
||||
let mut bad_counts = vec![0usize; n_choices];
|
||||
|
||||
for &idx in good_indices {
|
||||
if idx < n_choices {
|
||||
good_counts[idx] += 1;
|
||||
}
|
||||
}
|
||||
for &idx in bad_indices {
|
||||
if idx < n_choices {
|
||||
bad_counts[idx] += 1;
|
||||
}
|
||||
}
|
||||
|
||||
// Laplace smoothing
|
||||
let good_total = good_indices.len() as f64 + n_choices as f64;
|
||||
let bad_total = bad_indices.len() as f64 + n_choices as f64;
|
||||
|
||||
let mut weights = vec![0.0f64; n_choices];
|
||||
for i in 0..n_choices {
|
||||
let l_prob = (good_counts[i] as f64 + 1.0) / good_total;
|
||||
let g_prob = (bad_counts[i] as f64 + 1.0) / bad_total;
|
||||
weights[i] = l_prob / g_prob;
|
||||
}
|
||||
|
||||
// Sample proportionally to weights
|
||||
let total_weight: f64 = weights.iter().sum();
|
||||
let threshold = rng.random::<f64>() * total_weight;
|
||||
|
||||
let mut cumulative = 0.0;
|
||||
for (i, &w) in weights.iter().enumerate() {
|
||||
cumulative += w;
|
||||
if cumulative >= threshold {
|
||||
return i;
|
||||
}
|
||||
}
|
||||
|
||||
n_choices - 1
|
||||
}
|
||||
}
|
||||
|
||||
impl Default for MotpeSampler {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
impl MultiObjectiveSampler for MotpeSampler {
|
||||
#[allow(clippy::too_many_lines)]
|
||||
fn sample(
|
||||
&self,
|
||||
distribution: &Distribution,
|
||||
_trial_id: u64,
|
||||
history: &[MultiObjectiveTrial],
|
||||
directions: &[Direction],
|
||||
) -> ParamValue {
|
||||
let mut rng = self.rng.lock();
|
||||
|
||||
// Fall back to random sampling during startup phase
|
||||
let n_complete = history
|
||||
.iter()
|
||||
.filter(|t| t.state == TrialState::Complete)
|
||||
.count();
|
||||
if n_complete < self.n_startup_trials {
|
||||
return Self::sample_uniform(distribution, &mut rng);
|
||||
}
|
||||
|
||||
// Split trials into good (Pareto front) and bad (dominated)
|
||||
let (good_trials, bad_trials) = Self::split_trials(history, directions);
|
||||
|
||||
if good_trials.is_empty() || bad_trials.is_empty() {
|
||||
return Self::sample_uniform(distribution, &mut rng);
|
||||
}
|
||||
|
||||
match distribution {
|
||||
Distribution::Float(d) => {
|
||||
let good_values: Vec<f64> = good_trials
|
||||
.iter()
|
||||
.flat_map(|t| t.params.values())
|
||||
.filter_map(|v| match v {
|
||||
ParamValue::Float(f) => Some(*f),
|
||||
_ => None,
|
||||
})
|
||||
.filter(|&v| v >= d.low && v <= d.high)
|
||||
.collect();
|
||||
|
||||
let bad_values: Vec<f64> = bad_trials
|
||||
.iter()
|
||||
.flat_map(|t| t.params.values())
|
||||
.filter_map(|v| match v {
|
||||
ParamValue::Float(f) => Some(*f),
|
||||
_ => None,
|
||||
})
|
||||
.filter(|&v| v >= d.low && v <= d.high)
|
||||
.collect();
|
||||
|
||||
if good_values.is_empty() || bad_values.is_empty() {
|
||||
return Self::sample_uniform(distribution, &mut rng);
|
||||
}
|
||||
|
||||
let value = self.sample_tpe_float(
|
||||
d.low,
|
||||
d.high,
|
||||
d.log_scale,
|
||||
d.step,
|
||||
good_values,
|
||||
bad_values,
|
||||
&mut rng,
|
||||
);
|
||||
ParamValue::Float(value)
|
||||
}
|
||||
Distribution::Int(d) => {
|
||||
let good_values: Vec<i64> = good_trials
|
||||
.iter()
|
||||
.flat_map(|t| t.params.values())
|
||||
.filter_map(|v| match v {
|
||||
ParamValue::Int(i) => Some(*i),
|
||||
_ => None,
|
||||
})
|
||||
.filter(|&v| v >= d.low && v <= d.high)
|
||||
.collect();
|
||||
|
||||
let bad_values: Vec<i64> = bad_trials
|
||||
.iter()
|
||||
.flat_map(|t| t.params.values())
|
||||
.filter_map(|v| match v {
|
||||
ParamValue::Int(i) => Some(*i),
|
||||
_ => None,
|
||||
})
|
||||
.filter(|&v| v >= d.low && v <= d.high)
|
||||
.collect();
|
||||
|
||||
if good_values.is_empty() || bad_values.is_empty() {
|
||||
return Self::sample_uniform(distribution, &mut rng);
|
||||
}
|
||||
|
||||
let value = self.sample_tpe_int(
|
||||
d.low,
|
||||
d.high,
|
||||
d.log_scale,
|
||||
d.step,
|
||||
&good_values,
|
||||
&bad_values,
|
||||
&mut rng,
|
||||
);
|
||||
ParamValue::Int(value)
|
||||
}
|
||||
Distribution::Categorical(d) => {
|
||||
let good_indices: Vec<usize> = good_trials
|
||||
.iter()
|
||||
.flat_map(|t| t.params.values())
|
||||
.filter_map(|v| match v {
|
||||
ParamValue::Categorical(i) => Some(*i),
|
||||
_ => None,
|
||||
})
|
||||
.filter(|&i| i < d.n_choices)
|
||||
.collect();
|
||||
|
||||
let bad_indices: Vec<usize> = bad_trials
|
||||
.iter()
|
||||
.flat_map(|t| t.params.values())
|
||||
.filter_map(|v| match v {
|
||||
ParamValue::Categorical(i) => Some(*i),
|
||||
_ => None,
|
||||
})
|
||||
.filter(|&i| i < d.n_choices)
|
||||
.collect();
|
||||
|
||||
if good_indices.is_empty() || bad_indices.is_empty() {
|
||||
return Self::sample_uniform(distribution, &mut rng);
|
||||
}
|
||||
|
||||
let index = Self::sample_tpe_categorical(
|
||||
d.n_choices,
|
||||
&good_indices,
|
||||
&bad_indices,
|
||||
&mut rng,
|
||||
);
|
||||
ParamValue::Categorical(index)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Builder for configuring a [`MotpeSampler`].
|
||||
///
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::sampler::motpe::MotpeSamplerBuilder;
|
||||
///
|
||||
/// let sampler = MotpeSamplerBuilder::new()
|
||||
/// .n_startup_trials(15)
|
||||
/// .n_ei_candidates(32)
|
||||
/// .seed(42)
|
||||
/// .build();
|
||||
/// ```
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct MotpeSamplerBuilder {
|
||||
n_startup_trials: usize,
|
||||
n_ei_candidates: usize,
|
||||
kde_bandwidth: Option<f64>,
|
||||
seed: Option<u64>,
|
||||
}
|
||||
|
||||
impl MotpeSamplerBuilder {
|
||||
/// Creates a new builder with default settings.
|
||||
#[must_use]
|
||||
pub fn new() -> Self {
|
||||
Self {
|
||||
n_startup_trials: 11,
|
||||
n_ei_candidates: 24,
|
||||
kde_bandwidth: None,
|
||||
seed: None,
|
||||
}
|
||||
}
|
||||
|
||||
/// Sets the number of startup trials before MOTPE sampling begins.
|
||||
#[must_use]
|
||||
pub fn n_startup_trials(mut self, n: usize) -> Self {
|
||||
self.n_startup_trials = n;
|
||||
self
|
||||
}
|
||||
|
||||
/// Sets the number of EI candidates to evaluate per sample.
|
||||
#[must_use]
|
||||
pub fn n_ei_candidates(mut self, n: usize) -> Self {
|
||||
self.n_ei_candidates = n;
|
||||
self
|
||||
}
|
||||
|
||||
/// Sets a fixed bandwidth for the kernel density estimator.
|
||||
///
|
||||
/// By default, Scott's rule is used for automatic bandwidth selection.
|
||||
#[must_use]
|
||||
pub fn kde_bandwidth(mut self, bandwidth: f64) -> Self {
|
||||
self.kde_bandwidth = Some(bandwidth);
|
||||
self
|
||||
}
|
||||
|
||||
/// Sets a seed for reproducible sampling.
|
||||
#[must_use]
|
||||
pub fn seed(mut self, seed: u64) -> Self {
|
||||
self.seed = Some(seed);
|
||||
self
|
||||
}
|
||||
|
||||
/// Builds the configured [`MotpeSampler`].
|
||||
#[must_use]
|
||||
pub fn build(self) -> MotpeSampler {
|
||||
let rng = match self.seed {
|
||||
Some(s) => StdRng::seed_from_u64(s),
|
||||
None => rand::make_rng(),
|
||||
};
|
||||
|
||||
MotpeSampler {
|
||||
n_startup_trials: self.n_startup_trials,
|
||||
n_ei_candidates: self.n_ei_candidates,
|
||||
kde_bandwidth: self.kde_bandwidth,
|
||||
rng: Mutex::new(rng),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl Default for MotpeSamplerBuilder {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
#[allow(
|
||||
clippy::similar_names,
|
||||
clippy::cast_sign_loss,
|
||||
clippy::cast_precision_loss
|
||||
)]
|
||||
mod tests {
|
||||
use std::collections::HashMap;
|
||||
|
||||
use super::*;
|
||||
use crate::distribution::{CategoricalDistribution, FloatDistribution, IntDistribution};
|
||||
use crate::parameter::ParamId;
|
||||
|
||||
fn create_mo_trial(
|
||||
id: u64,
|
||||
values: Vec<f64>,
|
||||
params: Vec<(ParamId, ParamValue, Distribution)>,
|
||||
) -> MultiObjectiveTrial {
|
||||
let mut param_map = HashMap::new();
|
||||
let mut dist_map = HashMap::new();
|
||||
let label_map = HashMap::new();
|
||||
for (param_id, pv, dist) in params {
|
||||
param_map.insert(param_id, pv);
|
||||
dist_map.insert(param_id, dist);
|
||||
}
|
||||
MultiObjectiveTrial {
|
||||
id,
|
||||
params: param_map,
|
||||
distributions: dist_map,
|
||||
param_labels: label_map,
|
||||
values,
|
||||
state: TrialState::Complete,
|
||||
user_attrs: HashMap::new(),
|
||||
constraints: Vec::new(),
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_motpe_startup_random_sampling() {
|
||||
let sampler = MotpeSampler::with_seed(42);
|
||||
let dist = Distribution::Float(FloatDistribution {
|
||||
low: 0.0,
|
||||
high: 1.0,
|
||||
log_scale: false,
|
||||
step: None,
|
||||
});
|
||||
let directions = [Direction::Minimize, Direction::Minimize];
|
||||
|
||||
// With no history, should use random sampling
|
||||
let history: Vec<MultiObjectiveTrial> = vec![];
|
||||
for _ in 0..50 {
|
||||
let value = sampler.sample(&dist, 0, &history, &directions);
|
||||
if let ParamValue::Float(v) = value {
|
||||
assert!((0.0..=1.0).contains(&v));
|
||||
} else {
|
||||
panic!("Expected Float value");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_motpe_split_pareto() {
|
||||
let dist = Distribution::Float(FloatDistribution {
|
||||
low: 0.0,
|
||||
high: 1.0,
|
||||
log_scale: false,
|
||||
step: None,
|
||||
});
|
||||
let directions = [Direction::Minimize, Direction::Minimize];
|
||||
let x_id = ParamId::new();
|
||||
|
||||
// Create trials: Pareto front = {(0.1, 0.9), (0.5, 0.5), (0.9, 0.1)}
|
||||
// Dominated = {(0.6, 0.8), (0.8, 0.7)}
|
||||
let history = vec![
|
||||
create_mo_trial(
|
||||
0,
|
||||
vec![0.1, 0.9],
|
||||
vec![(x_id, ParamValue::Float(0.1), dist.clone())],
|
||||
),
|
||||
create_mo_trial(
|
||||
1,
|
||||
vec![0.5, 0.5],
|
||||
vec![(x_id, ParamValue::Float(0.5), dist.clone())],
|
||||
),
|
||||
create_mo_trial(
|
||||
2,
|
||||
vec![0.9, 0.1],
|
||||
vec![(x_id, ParamValue::Float(0.9), dist.clone())],
|
||||
),
|
||||
create_mo_trial(
|
||||
3,
|
||||
vec![0.6, 0.8],
|
||||
vec![(x_id, ParamValue::Float(0.6), dist.clone())],
|
||||
),
|
||||
create_mo_trial(
|
||||
4,
|
||||
vec![0.8, 0.7],
|
||||
vec![(x_id, ParamValue::Float(0.8), dist.clone())],
|
||||
),
|
||||
];
|
||||
|
||||
let (good, bad) = MotpeSampler::split_trials(&history, &directions);
|
||||
assert_eq!(good.len(), 3, "Pareto front should have 3 members");
|
||||
assert_eq!(bad.len(), 2, "2 dominated trials");
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_motpe_samples_float() {
|
||||
let sampler = MotpeSampler::builder()
|
||||
.n_startup_trials(5)
|
||||
.n_ei_candidates(24)
|
||||
.seed(42)
|
||||
.build();
|
||||
|
||||
let dist = Distribution::Float(FloatDistribution {
|
||||
low: 0.0,
|
||||
high: 1.0,
|
||||
log_scale: false,
|
||||
step: None,
|
||||
});
|
||||
let directions = [Direction::Minimize, Direction::Minimize];
|
||||
let x_id = ParamId::new();
|
||||
|
||||
// Build history where values near 0.3 are on the Pareto front
|
||||
let mut history = Vec::new();
|
||||
for i in 0..20 {
|
||||
let x = f64::from(i) / 20.0;
|
||||
// Pareto front: f1 = (x - 0.3)^2, f2 = (x - 0.3)^2 + 0.1
|
||||
// Best solutions cluster around x = 0.3
|
||||
let f1 = (x - 0.3).powi(2);
|
||||
let f2 = (x - 0.7).powi(2);
|
||||
history.push(create_mo_trial(
|
||||
i as u64,
|
||||
vec![f1, f2],
|
||||
vec![(x_id, ParamValue::Float(x), dist.clone())],
|
||||
));
|
||||
}
|
||||
|
||||
// MOTPE should produce values within [0, 1]
|
||||
for i in 0..50 {
|
||||
let value = sampler.sample(&dist, 100 + i, &history, &directions);
|
||||
if let ParamValue::Float(v) = value {
|
||||
assert!((0.0..=1.0).contains(&v), "Value {v} out of range");
|
||||
} else {
|
||||
panic!("Expected Float value");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_motpe_int_sampling() {
|
||||
let sampler = MotpeSampler::builder().n_startup_trials(5).seed(42).build();
|
||||
|
||||
let dist = Distribution::Int(IntDistribution {
|
||||
low: 0,
|
||||
high: 100,
|
||||
log_scale: false,
|
||||
step: None,
|
||||
});
|
||||
let directions = [Direction::Minimize, Direction::Minimize];
|
||||
let x_id = ParamId::new();
|
||||
|
||||
let mut history = Vec::new();
|
||||
for i in 0..20 {
|
||||
let x = i * 5;
|
||||
let f1 = ((x as f64) - 30.0).powi(2);
|
||||
let f2 = ((x as f64) - 70.0).powi(2);
|
||||
history.push(create_mo_trial(
|
||||
i as u64,
|
||||
vec![f1, f2],
|
||||
vec![(x_id, ParamValue::Int(x), dist.clone())],
|
||||
));
|
||||
}
|
||||
|
||||
for i in 0..50 {
|
||||
let value = sampler.sample(&dist, 100 + i, &history, &directions);
|
||||
if let ParamValue::Int(v) = value {
|
||||
assert!((0..=100).contains(&v), "Value {v} out of range");
|
||||
} else {
|
||||
panic!("Expected Int value");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_motpe_categorical_sampling() {
|
||||
let sampler = MotpeSampler::builder().n_startup_trials(5).seed(42).build();
|
||||
|
||||
let dist = Distribution::Categorical(CategoricalDistribution { n_choices: 3 });
|
||||
let directions = [Direction::Minimize, Direction::Minimize];
|
||||
let cat_id = ParamId::new();
|
||||
|
||||
// Category 1 is on the Pareto front, others are dominated
|
||||
let mut history = Vec::new();
|
||||
for i in 0..15 {
|
||||
let category = i % 3;
|
||||
let (f1, f2) = match category {
|
||||
0 => (0.8, 0.8), // dominated
|
||||
1 => (0.1, 0.9), // Pareto front
|
||||
2 => (0.9, 0.1), // Pareto front
|
||||
_ => unreachable!(),
|
||||
};
|
||||
history.push(create_mo_trial(
|
||||
i as u64,
|
||||
vec![f1, f2],
|
||||
vec![(
|
||||
cat_id,
|
||||
ParamValue::Categorical(category as usize),
|
||||
dist.clone(),
|
||||
)],
|
||||
));
|
||||
}
|
||||
|
||||
let mut counts = vec![0usize; 3];
|
||||
for i in 0..200 {
|
||||
let value = sampler.sample(&dist, 100 + i, &history, &directions);
|
||||
if let ParamValue::Categorical(idx) = value {
|
||||
assert!(idx < 3, "Category {idx} out of range");
|
||||
counts[idx] += 1;
|
||||
} else {
|
||||
panic!("Expected Categorical value");
|
||||
}
|
||||
}
|
||||
|
||||
// Categories 1 and 2 (on Pareto front) should dominate category 0
|
||||
assert!(
|
||||
counts[1] + counts[2] > counts[0],
|
||||
"Pareto-front categories should be sampled more: {counts:?}"
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_motpe_reproducibility() {
|
||||
let dist = Distribution::Float(FloatDistribution {
|
||||
low: 0.0,
|
||||
high: 1.0,
|
||||
log_scale: false,
|
||||
step: None,
|
||||
});
|
||||
let directions = [Direction::Minimize, Direction::Minimize];
|
||||
let x_id = ParamId::new();
|
||||
|
||||
let history: Vec<MultiObjectiveTrial> = (0..20)
|
||||
.map(|i| {
|
||||
let x = f64::from(i) / 20.0;
|
||||
create_mo_trial(
|
||||
i as u64,
|
||||
vec![x, 1.0 - x],
|
||||
vec![(x_id, ParamValue::Float(x), dist.clone())],
|
||||
)
|
||||
})
|
||||
.collect();
|
||||
|
||||
let sampler1 = MotpeSampler::builder()
|
||||
.seed(12345)
|
||||
.n_startup_trials(5)
|
||||
.build();
|
||||
let sampler2 = MotpeSampler::builder()
|
||||
.seed(12345)
|
||||
.n_startup_trials(5)
|
||||
.build();
|
||||
|
||||
for i in 0..10 {
|
||||
let v1 = sampler1.sample(&dist, i, &history, &directions);
|
||||
let v2 = sampler2.sample(&dist, i, &history, &directions);
|
||||
assert_eq!(v1, v2, "Samples should be identical with same seed");
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_motpe_with_study() {
|
||||
use crate::multi_objective::MultiObjectiveStudy;
|
||||
use crate::parameter::{FloatParam, Parameter};
|
||||
|
||||
let sampler = MotpeSampler::builder().seed(42).build();
|
||||
let study = MultiObjectiveStudy::with_sampler(
|
||||
vec![Direction::Minimize, Direction::Minimize],
|
||||
sampler,
|
||||
);
|
||||
|
||||
let x = FloatParam::new(0.0, 1.0);
|
||||
study
|
||||
.optimize(30, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
Ok::<_, crate::Error>(vec![xv, 1.0 - xv])
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let front = study.pareto_front();
|
||||
assert!(!front.is_empty(), "Should have Pareto-optimal solutions");
|
||||
|
||||
// All front solutions should have values summing to ~1.0
|
||||
for trial in &front {
|
||||
let sum: f64 = trial.values.iter().sum();
|
||||
assert!(
|
||||
(sum - 1.0).abs() < 0.01,
|
||||
"Pareto front values should sum to ~1.0, got {sum}"
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_motpe_builder_defaults() {
|
||||
let sampler = MotpeSamplerBuilder::new().build();
|
||||
assert_eq!(sampler.n_startup_trials, 11);
|
||||
assert_eq!(sampler.n_ei_candidates, 24);
|
||||
assert!(sampler.kde_bandwidth.is_none());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_motpe_builder_custom() {
|
||||
let sampler = MotpeSamplerBuilder::new()
|
||||
.n_startup_trials(20)
|
||||
.n_ei_candidates(48)
|
||||
.kde_bandwidth(0.5)
|
||||
.seed(99)
|
||||
.build();
|
||||
assert_eq!(sampler.n_startup_trials, 20);
|
||||
assert_eq!(sampler.n_ei_candidates, 48);
|
||||
assert_eq!(sampler.kde_bandwidth, Some(0.5));
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,763 @@
|
||||
//! NSGA-II (Non-dominated Sorting Genetic Algorithm II) sampler.
|
||||
//!
|
||||
//! Implements multi-objective optimization using non-dominated sorting,
|
||||
//! crowding distance, SBX crossover, and polynomial mutation.
|
||||
//!
|
||||
//! # Examples
|
||||
//!
|
||||
//! ```
|
||||
//! use optimizer::Direction;
|
||||
//! use optimizer::multi_objective::MultiObjectiveStudy;
|
||||
//! use optimizer::parameter::{FloatParam, Parameter};
|
||||
//! use optimizer::sampler::nsga2::Nsga2Sampler;
|
||||
//!
|
||||
//! let sampler = Nsga2Sampler::with_seed(42);
|
||||
//! let study =
|
||||
//! MultiObjectiveStudy::with_sampler(vec![Direction::Minimize, Direction::Minimize], sampler);
|
||||
//!
|
||||
//! let x = FloatParam::new(0.0, 1.0);
|
||||
//! study
|
||||
//! .optimize(50, |trial| {
|
||||
//! let xv = x.suggest(trial)?;
|
||||
//! Ok::<_, optimizer::Error>(vec![xv * xv, (xv - 1.0).powi(2)])
|
||||
//! })
|
||||
//! .unwrap();
|
||||
//! ```
|
||||
|
||||
use std::collections::HashMap;
|
||||
|
||||
use parking_lot::Mutex;
|
||||
use rand::rngs::StdRng;
|
||||
use rand::{RngExt, SeedableRng};
|
||||
|
||||
use crate::distribution::Distribution;
|
||||
use crate::multi_objective::MultiObjectiveTrial;
|
||||
use crate::param::ParamValue;
|
||||
use crate::pareto;
|
||||
use crate::types::Direction;
|
||||
|
||||
/// NSGA-II sampler for multi-objective optimization.
|
||||
///
|
||||
/// Provides non-dominated sorting, crowding distance selection,
|
||||
/// SBX crossover, and polynomial mutation.
|
||||
pub struct Nsga2Sampler {
|
||||
state: Mutex<Nsga2State>,
|
||||
}
|
||||
|
||||
impl Nsga2Sampler {
|
||||
/// Creates a new NSGA-II sampler with a random seed.
|
||||
#[must_use]
|
||||
pub fn new() -> Self {
|
||||
Self {
|
||||
state: Mutex::new(Nsga2State::new(Nsga2Config::default(), None)),
|
||||
}
|
||||
}
|
||||
|
||||
/// Creates a new NSGA-II sampler with a fixed seed.
|
||||
#[must_use]
|
||||
pub fn with_seed(seed: u64) -> Self {
|
||||
Self {
|
||||
state: Mutex::new(Nsga2State::new(Nsga2Config::default(), Some(seed))),
|
||||
}
|
||||
}
|
||||
|
||||
/// Creates a builder for configuring an `Nsga2Sampler`.
|
||||
#[must_use]
|
||||
pub fn builder() -> Nsga2SamplerBuilder {
|
||||
Nsga2SamplerBuilder::default()
|
||||
}
|
||||
}
|
||||
|
||||
impl Default for Nsga2Sampler {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
/// Builder for [`Nsga2Sampler`].
|
||||
#[derive(Debug, Clone, Default)]
|
||||
pub struct Nsga2SamplerBuilder {
|
||||
population_size: Option<usize>,
|
||||
crossover_prob: Option<f64>,
|
||||
crossover_eta: Option<f64>,
|
||||
mutation_eta: Option<f64>,
|
||||
seed: Option<u64>,
|
||||
}
|
||||
|
||||
impl Nsga2SamplerBuilder {
|
||||
/// Sets the population size. Default: `4 + floor(3 * ln(n_params))`, minimum 4.
|
||||
#[must_use]
|
||||
pub fn population_size(mut self, size: usize) -> Self {
|
||||
self.population_size = Some(size);
|
||||
self
|
||||
}
|
||||
|
||||
/// Sets the crossover probability. Default: 0.9.
|
||||
#[must_use]
|
||||
pub fn crossover_prob(mut self, prob: f64) -> Self {
|
||||
self.crossover_prob = Some(prob);
|
||||
self
|
||||
}
|
||||
|
||||
/// Sets the SBX distribution index. Default: 20.0.
|
||||
#[must_use]
|
||||
pub fn crossover_eta(mut self, eta: f64) -> Self {
|
||||
self.crossover_eta = Some(eta);
|
||||
self
|
||||
}
|
||||
|
||||
/// Sets the polynomial mutation distribution index. Default: 20.0.
|
||||
#[must_use]
|
||||
pub fn mutation_eta(mut self, eta: f64) -> Self {
|
||||
self.mutation_eta = Some(eta);
|
||||
self
|
||||
}
|
||||
|
||||
/// Sets the random seed for reproducibility.
|
||||
#[must_use]
|
||||
pub fn seed(mut self, seed: u64) -> Self {
|
||||
self.seed = Some(seed);
|
||||
self
|
||||
}
|
||||
|
||||
/// Builds the configured [`Nsga2Sampler`].
|
||||
#[must_use]
|
||||
pub fn build(self) -> Nsga2Sampler {
|
||||
let config = Nsga2Config {
|
||||
user_population_size: self.population_size,
|
||||
crossover_prob: self.crossover_prob.unwrap_or(0.9),
|
||||
crossover_eta: self.crossover_eta.unwrap_or(20.0),
|
||||
mutation_eta: self.mutation_eta.unwrap_or(20.0),
|
||||
};
|
||||
Nsga2Sampler {
|
||||
state: Mutex::new(Nsga2State::new(config, self.seed)),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Internal types
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
#[derive(Clone, Debug)]
|
||||
struct Nsga2Config {
|
||||
user_population_size: Option<usize>,
|
||||
crossover_prob: f64,
|
||||
crossover_eta: f64,
|
||||
mutation_eta: f64,
|
||||
}
|
||||
|
||||
impl Default for Nsga2Config {
|
||||
fn default() -> Self {
|
||||
Self {
|
||||
user_population_size: None,
|
||||
crossover_prob: 0.9,
|
||||
crossover_eta: 20.0,
|
||||
mutation_eta: 20.0,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Describes a parameter dimension.
|
||||
#[derive(Clone, Debug)]
|
||||
struct DimensionInfo {
|
||||
distribution: Distribution,
|
||||
}
|
||||
|
||||
/// A candidate solution: one value per dimension.
|
||||
#[derive(Clone, Debug)]
|
||||
struct Candidate {
|
||||
params: Vec<ParamValue>,
|
||||
}
|
||||
|
||||
/// Tracks per-trial sampling progress.
|
||||
#[derive(Clone, Debug)]
|
||||
struct TrialProgress {
|
||||
candidate_idx: usize,
|
||||
next_dim: usize,
|
||||
}
|
||||
|
||||
enum Phase {
|
||||
/// First trial reveals parameter dimensions.
|
||||
Discovery,
|
||||
/// NSGA-II optimisation.
|
||||
Active,
|
||||
}
|
||||
|
||||
struct Nsga2State {
|
||||
rng: StdRng,
|
||||
config: Nsga2Config,
|
||||
phase: Phase,
|
||||
dimensions: Vec<DimensionInfo>,
|
||||
population_size: usize,
|
||||
candidates: Vec<Candidate>,
|
||||
trial_progress: HashMap<u64, TrialProgress>,
|
||||
assigned_count: usize,
|
||||
generation_trial_ids: Vec<u64>,
|
||||
discovery_trial_id: Option<u64>,
|
||||
/// How many complete generations have been evaluated.
|
||||
generation: usize,
|
||||
}
|
||||
|
||||
impl Nsga2State {
|
||||
fn new(config: Nsga2Config, seed: Option<u64>) -> Self {
|
||||
let rng = seed.map_or_else(rand::make_rng, StdRng::seed_from_u64);
|
||||
Self {
|
||||
rng,
|
||||
config,
|
||||
phase: Phase::Discovery,
|
||||
dimensions: Vec::new(),
|
||||
population_size: 4,
|
||||
candidates: Vec::new(),
|
||||
trial_progress: HashMap::new(),
|
||||
assigned_count: 0,
|
||||
generation_trial_ids: Vec::new(),
|
||||
discovery_trial_id: None,
|
||||
generation: 0,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// MultiObjectiveSampler implementation
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
impl crate::multi_objective::MultiObjectiveSampler for Nsga2Sampler {
|
||||
fn sample(
|
||||
&self,
|
||||
distribution: &Distribution,
|
||||
trial_id: u64,
|
||||
history: &[MultiObjectiveTrial],
|
||||
directions: &[Direction],
|
||||
) -> ParamValue {
|
||||
let mut state = self.state.lock();
|
||||
|
||||
match &state.phase {
|
||||
Phase::Discovery => sample_discovery(&mut state, distribution, trial_id),
|
||||
Phase::Active => sample_active(&mut state, distribution, trial_id, history, directions),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Handle sampling during the discovery phase.
|
||||
fn sample_discovery(
|
||||
state: &mut Nsga2State,
|
||||
distribution: &Distribution,
|
||||
trial_id: u64,
|
||||
) -> ParamValue {
|
||||
if let Some(prev_id) = state.discovery_trial_id
|
||||
&& trial_id != prev_id
|
||||
{
|
||||
finalize_discovery(state);
|
||||
// Assign this trial a random candidate (no history yet)
|
||||
generate_random_candidates(state);
|
||||
return sample_from_candidate(state, trial_id);
|
||||
}
|
||||
|
||||
state.discovery_trial_id = Some(trial_id);
|
||||
state.dimensions.push(DimensionInfo {
|
||||
distribution: distribution.clone(),
|
||||
});
|
||||
|
||||
sample_random(&mut state.rng, distribution)
|
||||
}
|
||||
|
||||
/// Transition from discovery to active phase.
|
||||
#[allow(
|
||||
clippy::cast_precision_loss,
|
||||
clippy::cast_possible_truncation,
|
||||
clippy::cast_sign_loss
|
||||
)]
|
||||
fn finalize_discovery(state: &mut Nsga2State) {
|
||||
let n = state.dimensions.len();
|
||||
state.population_size = state
|
||||
.config
|
||||
.user_population_size
|
||||
.unwrap_or_else(|| (4.0 + 3.0 * (n as f64).ln().max(0.0)).floor() as usize)
|
||||
.max(4);
|
||||
state.phase = Phase::Active;
|
||||
}
|
||||
|
||||
/// Generate `population_size` random candidates.
|
||||
fn generate_random_candidates(state: &mut Nsga2State) {
|
||||
let pop = state.population_size;
|
||||
state.candidates = (0..pop)
|
||||
.map(|_| {
|
||||
let params: Vec<ParamValue> = state
|
||||
.dimensions
|
||||
.iter()
|
||||
.map(|d| sample_random(&mut state.rng, &d.distribution))
|
||||
.collect();
|
||||
Candidate { params }
|
||||
})
|
||||
.collect();
|
||||
state.assigned_count = 0;
|
||||
state.generation_trial_ids.clear();
|
||||
state.trial_progress.clear();
|
||||
}
|
||||
|
||||
/// Active-phase sampling.
|
||||
fn sample_active(
|
||||
state: &mut Nsga2State,
|
||||
_distribution: &Distribution,
|
||||
trial_id: u64,
|
||||
history: &[MultiObjectiveTrial],
|
||||
directions: &[Direction],
|
||||
) -> ParamValue {
|
||||
// Check if we need to generate a new generation
|
||||
maybe_generate_new_generation(state, history, directions);
|
||||
|
||||
sample_from_candidate(state, trial_id)
|
||||
}
|
||||
|
||||
/// Assign a candidate to a trial and return the next dimension value.
|
||||
fn sample_from_candidate(state: &mut Nsga2State, trial_id: u64) -> ParamValue {
|
||||
// Assign candidate if not yet done
|
||||
if !state.trial_progress.contains_key(&trial_id) {
|
||||
let candidate_idx = if state.assigned_count < state.candidates.len() {
|
||||
let idx = state.assigned_count;
|
||||
state.assigned_count += 1;
|
||||
idx
|
||||
} else {
|
||||
// Overflow: generate a random candidate
|
||||
let params: Vec<ParamValue> = state
|
||||
.dimensions
|
||||
.iter()
|
||||
.map(|d| sample_random(&mut state.rng, &d.distribution))
|
||||
.collect();
|
||||
state.candidates.push(Candidate { params });
|
||||
let idx = state.candidates.len() - 1;
|
||||
state.assigned_count = state.candidates.len();
|
||||
idx
|
||||
};
|
||||
|
||||
state.trial_progress.insert(
|
||||
trial_id,
|
||||
TrialProgress {
|
||||
candidate_idx,
|
||||
next_dim: 0,
|
||||
},
|
||||
);
|
||||
state.generation_trial_ids.push(trial_id);
|
||||
}
|
||||
|
||||
let progress = state.trial_progress.get_mut(&trial_id).unwrap();
|
||||
let dim_idx = progress.next_dim;
|
||||
progress.next_dim += 1;
|
||||
|
||||
if dim_idx >= state.dimensions.len() {
|
||||
// Extra dimension: sample randomly
|
||||
return sample_random(
|
||||
&mut state.rng,
|
||||
&state.dimensions.last().unwrap().distribution,
|
||||
);
|
||||
}
|
||||
|
||||
state.candidates[progress.candidate_idx].params[dim_idx].clone()
|
||||
}
|
||||
|
||||
/// Check if all candidates in the current generation have been evaluated;
|
||||
/// if so, run NSGA-II selection and generate offspring.
|
||||
fn maybe_generate_new_generation(
|
||||
state: &mut Nsga2State,
|
||||
history: &[MultiObjectiveTrial],
|
||||
directions: &[Direction],
|
||||
) {
|
||||
let pop_size = state.population_size;
|
||||
|
||||
// Need at least pop_size assigned trials
|
||||
if state.generation_trial_ids.len() < pop_size {
|
||||
// Not enough candidates assigned yet — check if we need initial candidates
|
||||
if state.candidates.is_empty() {
|
||||
generate_random_candidates(state);
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
// Check if the first pop_size trials are completed
|
||||
let gen_ids: Vec<u64> = state
|
||||
.generation_trial_ids
|
||||
.iter()
|
||||
.take(pop_size)
|
||||
.copied()
|
||||
.collect();
|
||||
let history_map: HashMap<u64, &MultiObjectiveTrial> =
|
||||
history.iter().map(|t| (t.id, t)).collect();
|
||||
|
||||
let all_completed = gen_ids.iter().all(|id| history_map.contains_key(id));
|
||||
if !all_completed {
|
||||
return;
|
||||
}
|
||||
|
||||
// Collect the evaluated population
|
||||
let evaluated: Vec<&MultiObjectiveTrial> = gen_ids
|
||||
.iter()
|
||||
.filter_map(|id| history_map.get(id).copied())
|
||||
.collect();
|
||||
|
||||
// Run NSGA-II to produce offspring
|
||||
let offspring = nsga2_generate_offspring(state, &evaluated, directions);
|
||||
state.candidates = offspring;
|
||||
state.assigned_count = 0;
|
||||
state.generation_trial_ids.clear();
|
||||
state.trial_progress.clear();
|
||||
state.generation += 1;
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// NSGA-II generation algorithm
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
/// Performs NSGA-II selection: non-dominated sort + crowding distance,
|
||||
/// then selects `pop_size` parents from the population.
|
||||
fn nsga2_select(
|
||||
state: &mut Nsga2State,
|
||||
population: &[&MultiObjectiveTrial],
|
||||
directions: &[Direction],
|
||||
) -> (Vec<Vec<ParamValue>>, Vec<usize>, Vec<f64>) {
|
||||
let pop_size = state.population_size;
|
||||
|
||||
let values: Vec<Vec<f64>> = population.iter().map(|t| t.values.clone()).collect();
|
||||
let constraints: Vec<Vec<f64>> = population.iter().map(|t| t.constraints.clone()).collect();
|
||||
let has_constraints = constraints.iter().any(|c| !c.is_empty());
|
||||
|
||||
let fronts = if has_constraints {
|
||||
pareto::fast_non_dominated_sort_constrained(&values, directions, &constraints)
|
||||
} else {
|
||||
pareto::fast_non_dominated_sort(&values, directions)
|
||||
};
|
||||
|
||||
let n = population.len();
|
||||
let mut rank = vec![0_usize; n];
|
||||
let mut crowding = vec![0.0_f64; n];
|
||||
|
||||
for (front_rank, front) in fronts.iter().enumerate() {
|
||||
let cd = pareto::crowding_distance_indexed(front, &values);
|
||||
for (i, &idx) in front.iter().enumerate() {
|
||||
rank[idx] = front_rank;
|
||||
crowding[idx] = cd[i];
|
||||
}
|
||||
}
|
||||
|
||||
let mut selected: Vec<usize> = Vec::with_capacity(pop_size);
|
||||
for front in &fronts {
|
||||
if selected.len() + front.len() <= pop_size {
|
||||
selected.extend_from_slice(front);
|
||||
} else {
|
||||
let remaining = pop_size - selected.len();
|
||||
let mut front_sorted: Vec<usize> = front.clone();
|
||||
front_sorted.sort_by(|&a, &b| {
|
||||
crowding[b]
|
||||
.partial_cmp(&crowding[a])
|
||||
.unwrap_or(core::cmp::Ordering::Equal)
|
||||
});
|
||||
selected.extend_from_slice(&front_sorted[..remaining]);
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
while selected.len() < pop_size {
|
||||
selected.push(state.rng.random_range(0..n));
|
||||
}
|
||||
|
||||
// Extract parent parameter vectors ordered by dimension
|
||||
let parents: Vec<Vec<ParamValue>> = selected
|
||||
.iter()
|
||||
.map(|&idx| extract_trial_params(population[idx], &state.dimensions, &mut state.rng))
|
||||
.collect();
|
||||
|
||||
let sel_rank: Vec<usize> = selected.iter().map(|&i| rank[i]).collect();
|
||||
let sel_crowding: Vec<f64> = selected.iter().map(|&i| crowding[i]).collect();
|
||||
|
||||
(parents, sel_rank, sel_crowding)
|
||||
}
|
||||
|
||||
/// Extract parameter values from a trial, ordered by dimension index.
|
||||
fn extract_trial_params(
|
||||
trial: &MultiObjectiveTrial,
|
||||
dimensions: &[DimensionInfo],
|
||||
rng: &mut StdRng,
|
||||
) -> Vec<ParamValue> {
|
||||
let mut param_pairs: Vec<_> = trial.params.iter().collect();
|
||||
param_pairs.sort_by_key(|(id, _)| *id);
|
||||
|
||||
dimensions
|
||||
.iter()
|
||||
.enumerate()
|
||||
.map(|(dim_idx, dim_info)| {
|
||||
if dim_idx < param_pairs.len() {
|
||||
param_pairs[dim_idx].1.clone()
|
||||
} else {
|
||||
sample_random(rng, &dim_info.distribution)
|
||||
}
|
||||
})
|
||||
.collect()
|
||||
}
|
||||
|
||||
/// Runs NSGA-II selection and generates offspring candidates.
|
||||
fn nsga2_generate_offspring(
|
||||
state: &mut Nsga2State,
|
||||
population: &[&MultiObjectiveTrial],
|
||||
directions: &[Direction],
|
||||
) -> Vec<Candidate> {
|
||||
let pop_size = state.population_size;
|
||||
|
||||
if population.len() < 2 {
|
||||
return (0..pop_size)
|
||||
.map(|_| {
|
||||
let params = state
|
||||
.dimensions
|
||||
.iter()
|
||||
.map(|d| sample_random(&mut state.rng, &d.distribution))
|
||||
.collect();
|
||||
Candidate { params }
|
||||
})
|
||||
.collect();
|
||||
}
|
||||
|
||||
let (parents, sel_rank, sel_crowding) = nsga2_select(state, population, directions);
|
||||
|
||||
let mut offspring = Vec::with_capacity(pop_size);
|
||||
while offspring.len() < pop_size {
|
||||
let p1 = tournament_select(&mut state.rng, &sel_rank, &sel_crowding, parents.len());
|
||||
let p2 = tournament_select(&mut state.rng, &sel_rank, &sel_crowding, parents.len());
|
||||
|
||||
let (mut child1, mut child2) = crossover(
|
||||
&mut state.rng,
|
||||
&parents[p1],
|
||||
&parents[p2],
|
||||
&state.dimensions,
|
||||
state.config.crossover_prob,
|
||||
state.config.crossover_eta,
|
||||
);
|
||||
|
||||
mutate(
|
||||
&mut state.rng,
|
||||
&mut child1,
|
||||
&state.dimensions,
|
||||
state.config.mutation_eta,
|
||||
);
|
||||
mutate(
|
||||
&mut state.rng,
|
||||
&mut child2,
|
||||
&state.dimensions,
|
||||
state.config.mutation_eta,
|
||||
);
|
||||
|
||||
offspring.push(Candidate { params: child1 });
|
||||
if offspring.len() < pop_size {
|
||||
offspring.push(Candidate { params: child2 });
|
||||
}
|
||||
}
|
||||
|
||||
offspring
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Genetic operators
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
/// Tournament selection: pick 2 random individuals, return index of winner.
|
||||
/// Winner has lower rank; ties broken by higher crowding distance.
|
||||
fn tournament_select(rng: &mut StdRng, ranks: &[usize], crowding: &[f64], n: usize) -> usize {
|
||||
let a = rng.random_range(0..n);
|
||||
let b = rng.random_range(0..n);
|
||||
|
||||
if ranks[a] < ranks[b] {
|
||||
a
|
||||
} else if ranks[b] < ranks[a] {
|
||||
b
|
||||
} else if crowding[a] >= crowding[b] {
|
||||
a
|
||||
} else {
|
||||
b
|
||||
}
|
||||
}
|
||||
|
||||
/// SBX crossover for continuous params, uniform crossover for categorical.
|
||||
fn crossover(
|
||||
rng: &mut StdRng,
|
||||
parent1: &[ParamValue],
|
||||
parent2: &[ParamValue],
|
||||
dimensions: &[DimensionInfo],
|
||||
crossover_prob: f64,
|
||||
eta: f64,
|
||||
) -> (Vec<ParamValue>, Vec<ParamValue>) {
|
||||
let n = parent1.len();
|
||||
let mut child1 = parent1.to_vec();
|
||||
let mut child2 = parent2.to_vec();
|
||||
|
||||
let u: f64 = rng.random_range(0.0..=1.0);
|
||||
if u > crossover_prob {
|
||||
return (child1, child2);
|
||||
}
|
||||
|
||||
for i in 0..n {
|
||||
match (&parent1[i], &parent2[i], &dimensions[i].distribution) {
|
||||
(ParamValue::Float(p1), ParamValue::Float(p2), Distribution::Float(d)) => {
|
||||
if (p1 - p2).abs() < 1e-14 {
|
||||
continue;
|
||||
}
|
||||
let (c1, c2) = sbx_crossover_f64(rng, *p1, *p2, d.low, d.high, eta);
|
||||
child1[i] = ParamValue::Float(c1);
|
||||
child2[i] = ParamValue::Float(c2);
|
||||
}
|
||||
(ParamValue::Int(p1), ParamValue::Int(p2), Distribution::Int(d)) => {
|
||||
if p1 == p2 {
|
||||
continue;
|
||||
}
|
||||
#[allow(clippy::cast_precision_loss)]
|
||||
let (c1, c2) = sbx_crossover_f64(
|
||||
rng,
|
||||
*p1 as f64,
|
||||
*p2 as f64,
|
||||
d.low as f64,
|
||||
d.high as f64,
|
||||
eta,
|
||||
);
|
||||
#[allow(clippy::cast_possible_truncation)]
|
||||
{
|
||||
child1[i] = ParamValue::Int((c1.round() as i64).clamp(d.low, d.high));
|
||||
child2[i] = ParamValue::Int((c2.round() as i64).clamp(d.low, d.high));
|
||||
}
|
||||
}
|
||||
(ParamValue::Categorical(_), ParamValue::Categorical(_), _) => {
|
||||
// Uniform crossover: swap with 50% probability
|
||||
if rng.random_range(0.0..=1.0) < 0.5 {
|
||||
core::mem::swap(&mut child1[i], &mut child2[i]);
|
||||
}
|
||||
}
|
||||
_ => {}
|
||||
}
|
||||
}
|
||||
|
||||
(child1, child2)
|
||||
}
|
||||
|
||||
/// SBX crossover for a single float dimension.
|
||||
fn sbx_crossover_f64(
|
||||
rng: &mut StdRng,
|
||||
p1: f64,
|
||||
p2: f64,
|
||||
low: f64,
|
||||
high: f64,
|
||||
eta: f64,
|
||||
) -> (f64, f64) {
|
||||
let u: f64 = rng.random_range(0.0_f64..1.0_f64);
|
||||
|
||||
let beta = if u <= 0.5 {
|
||||
(2.0 * u).powf(1.0 / (eta + 1.0))
|
||||
} else {
|
||||
(1.0 / (2.0 * (1.0 - u))).powf(1.0 / (eta + 1.0))
|
||||
};
|
||||
|
||||
let c1 = 0.5 * ((1.0 + beta) * p1 + (1.0 - beta) * p2);
|
||||
let c2 = 0.5 * ((1.0 - beta) * p1 + (1.0 + beta) * p2);
|
||||
|
||||
(c1.clamp(low, high), c2.clamp(low, high))
|
||||
}
|
||||
|
||||
/// Polynomial mutation for each dimension.
|
||||
#[allow(clippy::cast_precision_loss)]
|
||||
fn mutate(rng: &mut StdRng, individual: &mut [ParamValue], dimensions: &[DimensionInfo], eta: f64) {
|
||||
let n = individual.len();
|
||||
if n == 0 {
|
||||
return;
|
||||
}
|
||||
let mutation_prob = 1.0 / n as f64;
|
||||
|
||||
for (i, value) in individual.iter_mut().enumerate() {
|
||||
if rng.random_range(0.0..=1.0) >= mutation_prob {
|
||||
continue;
|
||||
}
|
||||
|
||||
match (value, &dimensions[i].distribution) {
|
||||
(v @ ParamValue::Float(_), Distribution::Float(d)) => {
|
||||
let ParamValue::Float(x) = *v else {
|
||||
unreachable!();
|
||||
};
|
||||
let mutated = polynomial_mutation_f64(rng, x, d.low, d.high, eta);
|
||||
*v = ParamValue::Float(mutated);
|
||||
}
|
||||
(v @ ParamValue::Int(_), Distribution::Int(d)) => {
|
||||
let ParamValue::Int(x) = *v else {
|
||||
unreachable!();
|
||||
};
|
||||
#[allow(clippy::cast_possible_truncation)]
|
||||
{
|
||||
let mutated =
|
||||
polynomial_mutation_f64(rng, x as f64, d.low as f64, d.high as f64, eta);
|
||||
*v = ParamValue::Int((mutated.round() as i64).clamp(d.low, d.high));
|
||||
}
|
||||
}
|
||||
(v @ ParamValue::Categorical(_), Distribution::Categorical(d)) => {
|
||||
*v = ParamValue::Categorical(rng.random_range(0..d.n_choices));
|
||||
}
|
||||
_ => {}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Polynomial mutation for a single float value.
|
||||
fn polynomial_mutation_f64(rng: &mut StdRng, x: f64, low: f64, high: f64, eta: f64) -> f64 {
|
||||
let u: f64 = rng.random_range(0.0_f64..1.0_f64);
|
||||
let range = high - low;
|
||||
if range <= 0.0 {
|
||||
return x;
|
||||
}
|
||||
|
||||
let delta1 = (x - low) / range;
|
||||
let delta2 = (high - x) / range;
|
||||
|
||||
let delta_q = if u < 0.5 {
|
||||
let xy = 1.0 - delta1;
|
||||
let val = 2.0 * u + (1.0 - 2.0 * u) * xy.powf(eta + 1.0);
|
||||
val.powf(1.0 / (eta + 1.0)) - 1.0
|
||||
} else {
|
||||
let xy = 1.0 - delta2;
|
||||
let val = 2.0 * (1.0 - u) + 2.0 * (u - 0.5) * xy.powf(eta + 1.0);
|
||||
1.0 - val.powf(1.0 / (eta + 1.0))
|
||||
};
|
||||
|
||||
(x + delta_q * range).clamp(low, high)
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Random sampling helper (for discovery phase)
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
#[allow(clippy::cast_possible_truncation, clippy::cast_precision_loss)]
|
||||
fn sample_random(rng: &mut StdRng, distribution: &Distribution) -> ParamValue {
|
||||
match distribution {
|
||||
Distribution::Float(d) => {
|
||||
let value = if d.log_scale {
|
||||
let log_low = d.low.ln();
|
||||
let log_high = d.high.ln();
|
||||
rng.random_range(log_low..=log_high).exp()
|
||||
} else if let Some(step) = d.step {
|
||||
let n_steps = ((d.high - d.low) / step).floor() as i64;
|
||||
let k = rng.random_range(0..=n_steps);
|
||||
d.low + (k as f64) * step
|
||||
} else {
|
||||
rng.random_range(d.low..=d.high)
|
||||
};
|
||||
ParamValue::Float(value)
|
||||
}
|
||||
Distribution::Int(d) => {
|
||||
let value = if d.log_scale {
|
||||
let log_low = (d.low as f64).ln();
|
||||
let log_high = (d.high as f64).ln();
|
||||
let raw = rng.random_range(log_low..=log_high).exp().round() as i64;
|
||||
raw.clamp(d.low, d.high)
|
||||
} else if let Some(step) = d.step {
|
||||
let n_steps = (d.high - d.low) / step;
|
||||
let k = rng.random_range(0..=n_steps);
|
||||
d.low + k * step
|
||||
} else {
|
||||
rng.random_range(d.low..=d.high)
|
||||
};
|
||||
ParamValue::Int(value)
|
||||
}
|
||||
Distribution::Categorical(d) => ParamValue::Categorical(rng.random_range(0..d.n_choices)),
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,420 @@
|
||||
//! Quasi-random sampler using Sobol low-discrepancy sequences.
|
||||
|
||||
use parking_lot::Mutex;
|
||||
use sobol_burley::sample;
|
||||
|
||||
use crate::distribution::Distribution;
|
||||
use crate::param::ParamValue;
|
||||
use crate::sampler::{CompletedTrial, Sampler};
|
||||
|
||||
/// Internal state for tracking the dimension counter within a trial.
|
||||
struct SobolState {
|
||||
/// The `trial_id` of the current trial (used to reset dimension counter).
|
||||
current_trial: u64,
|
||||
/// Next Sobol dimension to use for the current trial.
|
||||
next_dimension: u32,
|
||||
}
|
||||
|
||||
/// Quasi-random sampler using Sobol low-discrepancy sequences.
|
||||
///
|
||||
/// Provides better uniform coverage of the parameter space than
|
||||
/// [`RandomSampler`](super::random::RandomSampler). Useful as a baseline or
|
||||
/// for the startup phase of model-based samplers.
|
||||
///
|
||||
/// Unlike random sampling, Sobol sequences are deterministic and fill the
|
||||
/// space more evenly, reducing the number of trials needed to adequately
|
||||
/// cover the search space.
|
||||
///
|
||||
/// Each trial uses a different Sobol sequence index, and each parameter
|
||||
/// within a trial maps to a different Sobol dimension. Parameters must be
|
||||
/// suggested in the same order across trials for consistent dimension
|
||||
/// assignment.
|
||||
///
|
||||
/// Sobol sequences are most effective in moderate dimensions (up to ~20).
|
||||
/// For very high dimensions, the uniformity advantage diminishes.
|
||||
///
|
||||
/// Requires the `sobol` feature flag.
|
||||
///
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::sampler::sobol::SobolSampler;
|
||||
/// use optimizer::{Direction, Study};
|
||||
///
|
||||
/// let study: Study<f64> = Study::with_sampler(Direction::Minimize, SobolSampler::new());
|
||||
/// ```
|
||||
pub struct SobolSampler {
|
||||
seed: u32,
|
||||
state: Mutex<SobolState>,
|
||||
}
|
||||
|
||||
impl SobolSampler {
|
||||
/// Creates a new Sobol sampler with a default seed of 0.
|
||||
#[must_use]
|
||||
pub fn new() -> Self {
|
||||
Self::with_seed(0)
|
||||
}
|
||||
|
||||
/// Creates a new Sobol sampler with the given seed.
|
||||
///
|
||||
/// Different seeds produce statistically independent Sobol sequences.
|
||||
/// Using the same seed will produce the same sequence of sampled values.
|
||||
#[must_use]
|
||||
#[allow(clippy::cast_possible_truncation)]
|
||||
pub fn with_seed(seed: u64) -> Self {
|
||||
Self {
|
||||
seed: seed as u32,
|
||||
state: Mutex::new(SobolState {
|
||||
current_trial: u64::MAX,
|
||||
next_dimension: 0,
|
||||
}),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl Default for SobolSampler {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
impl Sampler for SobolSampler {
|
||||
#[allow(clippy::cast_possible_truncation, clippy::cast_precision_loss)]
|
||||
fn sample(
|
||||
&self,
|
||||
distribution: &Distribution,
|
||||
trial_id: u64,
|
||||
_history: &[CompletedTrial],
|
||||
) -> ParamValue {
|
||||
let mut state = self.state.lock();
|
||||
|
||||
// Reset dimension counter when a new trial starts.
|
||||
if state.current_trial != trial_id {
|
||||
state.current_trial = trial_id;
|
||||
state.next_dimension = 0;
|
||||
}
|
||||
|
||||
let dimension = state.next_dimension;
|
||||
state.next_dimension = dimension + 1;
|
||||
|
||||
// Use trial_id as the Sobol sequence index.
|
||||
let index = trial_id as u32;
|
||||
|
||||
// Generate a quasi-random point in [0, 1).
|
||||
let point = f64::from(sample(index, dimension, self.seed));
|
||||
|
||||
map_point_to_distribution(point, distribution)
|
||||
}
|
||||
}
|
||||
|
||||
/// Maps a uniform [0, 1) point to a value within the given distribution.
|
||||
#[allow(
|
||||
clippy::cast_possible_truncation,
|
||||
clippy::cast_precision_loss,
|
||||
clippy::cast_sign_loss
|
||||
)]
|
||||
fn map_point_to_distribution(point: f64, distribution: &Distribution) -> ParamValue {
|
||||
match distribution {
|
||||
Distribution::Float(d) => {
|
||||
let value = if d.log_scale {
|
||||
let log_low = d.low.ln();
|
||||
let log_high = d.high.ln();
|
||||
(log_low + point * (log_high - log_low)).exp()
|
||||
} else if let Some(step) = d.step {
|
||||
let n_steps = ((d.high - d.low) / step).floor() as i64;
|
||||
let k = (point * (n_steps + 1) as f64).floor() as i64;
|
||||
let k = k.min(n_steps);
|
||||
d.low + (k as f64) * step
|
||||
} else {
|
||||
d.low + point * (d.high - d.low)
|
||||
};
|
||||
ParamValue::Float(value)
|
||||
}
|
||||
Distribution::Int(d) => {
|
||||
let value = if d.log_scale {
|
||||
let log_low = (d.low as f64).ln();
|
||||
let log_high = (d.high as f64).ln();
|
||||
let raw = (log_low + point * (log_high - log_low)).exp().round() as i64;
|
||||
raw.clamp(d.low, d.high)
|
||||
} else if let Some(step) = d.step {
|
||||
let n_steps = (d.high - d.low) / step;
|
||||
let k = (point * (n_steps + 1) as f64).floor() as i64;
|
||||
let k = k.min(n_steps);
|
||||
d.low + k * step
|
||||
} else {
|
||||
let range = d.high - d.low + 1;
|
||||
let k = (point * range as f64).floor() as i64;
|
||||
(d.low + k).min(d.high)
|
||||
};
|
||||
ParamValue::Int(value)
|
||||
}
|
||||
Distribution::Categorical(d) => {
|
||||
let index = (point * d.n_choices as f64).floor() as usize;
|
||||
let index = index.min(d.n_choices - 1);
|
||||
ParamValue::Categorical(index)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
#[allow(
|
||||
clippy::cast_possible_truncation,
|
||||
clippy::cast_precision_loss,
|
||||
clippy::cast_sign_loss
|
||||
)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
use crate::distribution::{CategoricalDistribution, FloatDistribution, IntDistribution};
|
||||
|
||||
#[test]
|
||||
fn float_within_bounds() {
|
||||
let sampler = SobolSampler::with_seed(42);
|
||||
let dist = Distribution::Float(FloatDistribution {
|
||||
low: -5.0,
|
||||
high: 5.0,
|
||||
log_scale: false,
|
||||
step: None,
|
||||
});
|
||||
|
||||
for i in 0..100 {
|
||||
let value = sampler.sample(&dist, i, &[]);
|
||||
if let ParamValue::Float(v) = value {
|
||||
assert!(
|
||||
(-5.0..=5.0).contains(&v),
|
||||
"value {v} out of bounds at trial {i}"
|
||||
);
|
||||
} else {
|
||||
panic!("Expected Float value");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn float_log_scale_within_bounds() {
|
||||
let sampler = SobolSampler::with_seed(42);
|
||||
let dist = Distribution::Float(FloatDistribution {
|
||||
low: 1e-5,
|
||||
high: 1.0,
|
||||
log_scale: true,
|
||||
step: None,
|
||||
});
|
||||
|
||||
for i in 0..100 {
|
||||
let value = sampler.sample(&dist, i, &[]);
|
||||
if let ParamValue::Float(v) = value {
|
||||
assert!(
|
||||
(1e-5..=1.0).contains(&v),
|
||||
"value {v} out of bounds at trial {i}"
|
||||
);
|
||||
} else {
|
||||
panic!("Expected Float value");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn float_step_respects_grid() {
|
||||
let sampler = SobolSampler::with_seed(42);
|
||||
let dist = Distribution::Float(FloatDistribution {
|
||||
low: 0.0,
|
||||
high: 1.0,
|
||||
log_scale: false,
|
||||
step: Some(0.25),
|
||||
});
|
||||
|
||||
for i in 0..100 {
|
||||
let value = sampler.sample(&dist, i, &[]);
|
||||
if let ParamValue::Float(v) = value {
|
||||
assert!((0.0..=1.0).contains(&v), "value {v} out of bounds");
|
||||
let k = (v / 0.25).round() as i64;
|
||||
let expected = k as f64 * 0.25;
|
||||
assert!((v - expected).abs() < 1e-10, "value {v} not on step grid");
|
||||
} else {
|
||||
panic!("Expected Float value");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn int_within_bounds() {
|
||||
let sampler = SobolSampler::with_seed(42);
|
||||
let dist = Distribution::Int(IntDistribution {
|
||||
low: 0,
|
||||
high: 10,
|
||||
log_scale: false,
|
||||
step: None,
|
||||
});
|
||||
|
||||
for i in 0..100 {
|
||||
let value = sampler.sample(&dist, i, &[]);
|
||||
if let ParamValue::Int(v) = value {
|
||||
assert!(
|
||||
(0..=10).contains(&v),
|
||||
"value {v} out of bounds at trial {i}"
|
||||
);
|
||||
} else {
|
||||
panic!("Expected Int value");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn int_log_scale_within_bounds() {
|
||||
let sampler = SobolSampler::with_seed(42);
|
||||
let dist = Distribution::Int(IntDistribution {
|
||||
low: 1,
|
||||
high: 1000,
|
||||
log_scale: true,
|
||||
step: None,
|
||||
});
|
||||
|
||||
for i in 0..100 {
|
||||
let value = sampler.sample(&dist, i, &[]);
|
||||
if let ParamValue::Int(v) = value {
|
||||
assert!(
|
||||
(1..=1000).contains(&v),
|
||||
"value {v} out of bounds at trial {i}"
|
||||
);
|
||||
} else {
|
||||
panic!("Expected Int value");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn int_step_respects_grid() {
|
||||
let sampler = SobolSampler::with_seed(42);
|
||||
let dist = Distribution::Int(IntDistribution {
|
||||
low: 0,
|
||||
high: 10,
|
||||
log_scale: false,
|
||||
step: Some(2),
|
||||
});
|
||||
|
||||
for i in 0..100 {
|
||||
let value = sampler.sample(&dist, i, &[]);
|
||||
if let ParamValue::Int(v) = value {
|
||||
assert!((0..=10).contains(&v), "value {v} out of bounds");
|
||||
assert!(v % 2 == 0, "value {v} not on step grid");
|
||||
} else {
|
||||
panic!("Expected Int value");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn categorical_within_bounds() {
|
||||
let sampler = SobolSampler::with_seed(42);
|
||||
let dist = Distribution::Categorical(CategoricalDistribution { n_choices: 5 });
|
||||
|
||||
for i in 0..100 {
|
||||
let value = sampler.sample(&dist, i, &[]);
|
||||
if let ParamValue::Categorical(idx) = value {
|
||||
assert!(idx < 5, "index {idx} out of bounds at trial {i}");
|
||||
} else {
|
||||
panic!("Expected Categorical value");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn deterministic_with_same_seed() {
|
||||
let dist = Distribution::Float(FloatDistribution {
|
||||
low: 0.0,
|
||||
high: 1.0,
|
||||
log_scale: false,
|
||||
step: None,
|
||||
});
|
||||
|
||||
let sampler1 = SobolSampler::with_seed(42);
|
||||
let sampler2 = SobolSampler::with_seed(42);
|
||||
|
||||
for i in 0..20 {
|
||||
let v1 = sampler1.sample(&dist, i, &[]);
|
||||
let v2 = sampler2.sample(&dist, i, &[]);
|
||||
assert_eq!(v1, v2, "mismatch at trial {i}");
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn different_seeds_produce_different_sequences() {
|
||||
let dist = Distribution::Float(FloatDistribution {
|
||||
low: 0.0,
|
||||
high: 1.0,
|
||||
log_scale: false,
|
||||
step: None,
|
||||
});
|
||||
|
||||
let sampler1 = SobolSampler::with_seed(0);
|
||||
let sampler2 = SobolSampler::with_seed(12345);
|
||||
|
||||
let mut any_different = false;
|
||||
for i in 0..20 {
|
||||
let v1 = sampler1.sample(&dist, i, &[]);
|
||||
let v2 = sampler2.sample(&dist, i, &[]);
|
||||
if v1 != v2 {
|
||||
any_different = true;
|
||||
break;
|
||||
}
|
||||
}
|
||||
assert!(
|
||||
any_different,
|
||||
"different seeds should produce different sequences"
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn better_coverage_than_random() {
|
||||
// Sobol sequence should cover [0,1] more uniformly than random.
|
||||
// We measure this by checking that the Sobol samples fill all
|
||||
// 10 equal-width bins with only 20 samples.
|
||||
let sampler = SobolSampler::with_seed(0);
|
||||
let dist = Distribution::Float(FloatDistribution {
|
||||
low: 0.0,
|
||||
high: 1.0,
|
||||
log_scale: false,
|
||||
step: None,
|
||||
});
|
||||
|
||||
let n_bins = 10;
|
||||
let n_samples = 20;
|
||||
let mut bins = vec![0u32; n_bins];
|
||||
|
||||
for i in 0..n_samples {
|
||||
let value = sampler.sample(&dist, i, &[]);
|
||||
if let ParamValue::Float(v) = value {
|
||||
let bin = ((v * n_bins as f64).floor() as usize).min(n_bins - 1);
|
||||
bins[bin] += 1;
|
||||
}
|
||||
}
|
||||
|
||||
let filled_bins = bins.iter().filter(|&&c| c > 0).count();
|
||||
assert!(
|
||||
filled_bins >= 8,
|
||||
"Expected at least 8/10 bins filled, got {filled_bins}: {bins:?}"
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn multi_parameter_uses_different_dimensions() {
|
||||
// When sampling multiple parameters per trial, each parameter
|
||||
// should get a different Sobol dimension, producing different values.
|
||||
let sampler = SobolSampler::with_seed(0);
|
||||
let dist = Distribution::Float(FloatDistribution {
|
||||
low: 0.0,
|
||||
high: 1.0,
|
||||
log_scale: false,
|
||||
step: None,
|
||||
});
|
||||
|
||||
// Sample two parameters for trial 0.
|
||||
let v1 = sampler.sample(&dist, 0, &[]);
|
||||
let v2 = sampler.sample(&dist, 0, &[]);
|
||||
|
||||
// They should differ (different Sobol dimensions for the same index).
|
||||
assert_ne!(
|
||||
v1, v2,
|
||||
"multi-parameter samples should use different dimensions"
|
||||
);
|
||||
}
|
||||
}
|
||||
+882
-25
File diff suppressed because it is too large
Load Diff
+32
-1
@@ -15,6 +15,7 @@ use crate::types::TrialState;
|
||||
|
||||
/// A user attribute value that can be stored on a trial.
|
||||
#[derive(Clone, Debug, PartialEq)]
|
||||
#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
|
||||
pub enum AttrValue {
|
||||
/// A floating-point attribute.
|
||||
Float(f64),
|
||||
@@ -88,6 +89,8 @@ pub struct Trial {
|
||||
user_attrs: HashMap<String, AttrValue>,
|
||||
/// Pre-filled parameter values from enqueue (used instead of sampling).
|
||||
fixed_params: HashMap<ParamId, ParamValue>,
|
||||
/// Constraint values for this trial (<=0.0 means feasible).
|
||||
constraint_values: Vec<f64>,
|
||||
}
|
||||
|
||||
impl core::fmt::Debug for Trial {
|
||||
@@ -104,6 +107,7 @@ impl core::fmt::Debug for Trial {
|
||||
.field("has_pruner", &self.pruner.is_some())
|
||||
.field("user_attrs", &self.user_attrs)
|
||||
.field("fixed_params", &self.fixed_params)
|
||||
.field("constraint_values", &self.constraint_values)
|
||||
.finish()
|
||||
}
|
||||
}
|
||||
@@ -143,6 +147,7 @@ impl Trial {
|
||||
pruner: None,
|
||||
user_attrs: HashMap::new(),
|
||||
fixed_params: HashMap::new(),
|
||||
constraint_values: Vec::new(),
|
||||
}
|
||||
}
|
||||
|
||||
@@ -174,6 +179,7 @@ impl Trial {
|
||||
pruner: Some(pruner),
|
||||
user_attrs: HashMap::new(),
|
||||
fixed_params: HashMap::new(),
|
||||
constraint_values: Vec::new(),
|
||||
}
|
||||
}
|
||||
|
||||
@@ -261,7 +267,11 @@ impl Trial {
|
||||
return false;
|
||||
};
|
||||
let history_guard = history.read();
|
||||
pruner.should_prune(self.id, step, &self.intermediate_values, &history_guard)
|
||||
let prune = pruner.should_prune(self.id, step, &self.intermediate_values, &history_guard);
|
||||
if prune {
|
||||
trace_info!(trial_id = self.id, step, "pruner recommends stopping");
|
||||
}
|
||||
prune
|
||||
}
|
||||
|
||||
/// Returns all intermediate values reported so far.
|
||||
@@ -287,6 +297,20 @@ impl Trial {
|
||||
&self.user_attrs
|
||||
}
|
||||
|
||||
/// Sets constraint values for this trial.
|
||||
///
|
||||
/// Each value represents a constraint; a value <= 0.0 means the constraint
|
||||
/// is satisfied (feasible). A value > 0.0 means the constraint is violated.
|
||||
pub fn set_constraints(&mut self, values: Vec<f64>) {
|
||||
self.constraint_values = values;
|
||||
}
|
||||
|
||||
/// Returns the constraint values for this trial.
|
||||
#[must_use]
|
||||
pub fn constraint_values(&self) -> &[f64] {
|
||||
&self.constraint_values
|
||||
}
|
||||
|
||||
/// Sets the trial state to Complete.
|
||||
pub(crate) fn set_complete(&mut self) {
|
||||
self.state = TrialState::Complete;
|
||||
@@ -366,6 +390,13 @@ impl Trial {
|
||||
|
||||
let result = param.cast_param_value(&value)?;
|
||||
|
||||
trace_debug!(
|
||||
trial_id = self.id,
|
||||
param = %param.label(),
|
||||
value = %value,
|
||||
"parameter sampled"
|
||||
);
|
||||
|
||||
// Store distribution, value, and label
|
||||
self.distributions.insert(param_id, distribution);
|
||||
self.params.insert(param_id, value);
|
||||
|
||||
@@ -2,6 +2,7 @@
|
||||
|
||||
/// The direction of optimization.
|
||||
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
|
||||
#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
|
||||
pub enum Direction {
|
||||
/// Minimize the objective value.
|
||||
Minimize,
|
||||
@@ -11,6 +12,7 @@ pub enum Direction {
|
||||
|
||||
/// The state of a trial in its lifecycle.
|
||||
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
|
||||
#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
|
||||
pub enum TrialState {
|
||||
/// The trial is currently running.
|
||||
Running,
|
||||
|
||||
@@ -0,0 +1,458 @@
|
||||
//! HTML report generation for optimization visualization.
|
||||
//!
|
||||
//! Generates self-contained HTML files with embedded Plotly.js charts
|
||||
//! for offline visualization of optimization results.
|
||||
|
||||
use core::fmt::Write as _;
|
||||
use std::collections::BTreeMap;
|
||||
use std::path::Path;
|
||||
|
||||
use crate::distribution::Distribution;
|
||||
use crate::param::ParamValue;
|
||||
use crate::parameter::ParamId;
|
||||
use crate::sampler::CompletedTrial;
|
||||
use crate::types::{Direction, TrialState};
|
||||
|
||||
/// Generate an HTML report with interactive Plotly.js charts.
|
||||
///
|
||||
/// Creates a self-contained HTML file at `path` containing:
|
||||
/// - **Optimization history**: Objective value vs trial number with best-so-far line
|
||||
/// - **Slice plots**: Objective value vs each parameter (1D scatter)
|
||||
/// - **Parallel coordinates**: Multi-parameter relationship view
|
||||
/// - **Trial timeline**: Duration index of each trial (horizontal bar)
|
||||
/// - **Intermediate values**: Learning curves per trial (if pruning data available)
|
||||
/// - **Parameter importance**: Bar chart (if enough completed trials)
|
||||
///
|
||||
/// # Errors
|
||||
///
|
||||
/// Returns an I/O error if the file cannot be created or written.
|
||||
pub fn generate_html_report(
|
||||
study: &crate::Study<f64>,
|
||||
path: impl AsRef<Path>,
|
||||
) -> std::io::Result<()> {
|
||||
let trials = study.trials();
|
||||
let direction = study.direction();
|
||||
let importance = study.param_importance();
|
||||
|
||||
let html = build_html(&trials, direction, &importance);
|
||||
std::fs::write(path, html)
|
||||
}
|
||||
|
||||
fn build_html(
|
||||
trials: &[CompletedTrial<f64>],
|
||||
direction: Direction,
|
||||
importance: &[(String, f64)],
|
||||
) -> String {
|
||||
let mut html = String::with_capacity(8192);
|
||||
|
||||
let dir_label = match direction {
|
||||
Direction::Minimize => "Minimize",
|
||||
Direction::Maximize => "Maximize",
|
||||
};
|
||||
|
||||
// Collect parameter metadata.
|
||||
let param_info = collect_param_info(trials);
|
||||
let has_intermediate = trials.iter().any(|t| !t.intermediate_values.is_empty());
|
||||
|
||||
let _ = write!(
|
||||
html,
|
||||
r#"<!DOCTYPE html>
|
||||
<html lang="en">
|
||||
<head>
|
||||
<meta charset="utf-8">
|
||||
<meta name="viewport" content="width=device-width, initial-scale=1">
|
||||
<title>Optimization Report</title>
|
||||
<script src="https://cdn.plot.ly/plotly-2.35.2.min.js"></script>
|
||||
<style>
|
||||
* {{ margin: 0; padding: 0; box-sizing: border-box; }}
|
||||
body {{ font-family: -apple-system, BlinkMacSystemFont, "Segoe UI", Roboto, sans-serif;
|
||||
background: #f5f6fa; color: #2c3e50; padding: 24px; }}
|
||||
h1 {{ text-align: center; margin-bottom: 8px; font-size: 1.8em; }}
|
||||
.subtitle {{ text-align: center; color: #7f8c8d; margin-bottom: 24px; }}
|
||||
.chart {{ background: #fff; border-radius: 8px; box-shadow: 0 2px 8px rgba(0,0,0,0.08);
|
||||
margin-bottom: 24px; padding: 16px; }}
|
||||
.chart-title {{ font-size: 1.1em; font-weight: 600; margin-bottom: 8px; }}
|
||||
</style>
|
||||
</head>
|
||||
<body>
|
||||
<h1>Optimization Report</h1>
|
||||
<p class="subtitle">{dir_label} · {n} trials</p>
|
||||
"#,
|
||||
n = trials.len(),
|
||||
);
|
||||
|
||||
// Optimization history chart.
|
||||
html.push_str("<div class=\"chart\"><div class=\"chart-title\">Optimization History</div><div id=\"history\"></div></div>\n");
|
||||
write_history_chart(&mut html, trials, direction);
|
||||
|
||||
// Slice plots.
|
||||
if !param_info.is_empty() {
|
||||
html.push_str("<div class=\"chart\"><div class=\"chart-title\">Slice Plots</div><div id=\"slices\"></div></div>\n");
|
||||
write_slice_charts(&mut html, trials, ¶m_info);
|
||||
}
|
||||
|
||||
// Parallel coordinates.
|
||||
if param_info.len() >= 2 {
|
||||
html.push_str("<div class=\"chart\"><div class=\"chart-title\">Parallel Coordinates</div><div id=\"parcoords\"></div></div>\n");
|
||||
write_parallel_coordinates(&mut html, trials, ¶m_info, direction);
|
||||
}
|
||||
|
||||
// Parameter importance.
|
||||
if !importance.is_empty() {
|
||||
html.push_str("<div class=\"chart\"><div class=\"chart-title\">Parameter Importance</div><div id=\"importance\"></div></div>\n");
|
||||
write_importance_chart(&mut html, importance);
|
||||
}
|
||||
|
||||
// Trial timeline.
|
||||
html.push_str("<div class=\"chart\"><div class=\"chart-title\">Trial Timeline</div><div id=\"timeline\"></div></div>\n");
|
||||
write_timeline_chart(&mut html, trials);
|
||||
|
||||
// Intermediate values.
|
||||
if has_intermediate {
|
||||
html.push_str("<div class=\"chart\"><div class=\"chart-title\">Intermediate Values</div><div id=\"intermediate\"></div></div>\n");
|
||||
write_intermediate_chart(&mut html, trials);
|
||||
}
|
||||
|
||||
html.push_str("</body>\n</html>\n");
|
||||
html
|
||||
}
|
||||
|
||||
/// Metadata about each parameter seen across trials.
|
||||
struct ParamMeta {
|
||||
label: String,
|
||||
#[allow(dead_code)]
|
||||
dist: Option<Distribution>,
|
||||
}
|
||||
|
||||
/// Collect parameter labels and distributions across all trials.
|
||||
fn collect_param_info(trials: &[CompletedTrial<f64>]) -> BTreeMap<ParamId, ParamMeta> {
|
||||
let mut info: BTreeMap<ParamId, ParamMeta> = BTreeMap::new();
|
||||
for trial in trials {
|
||||
for &id in trial.params.keys() {
|
||||
info.entry(id).or_insert_with(|| {
|
||||
let label = trial
|
||||
.param_labels
|
||||
.get(&id)
|
||||
.cloned()
|
||||
.unwrap_or_else(|| id.to_string());
|
||||
let dist = trial.distributions.get(&id).cloned();
|
||||
ParamMeta { label, dist }
|
||||
});
|
||||
}
|
||||
}
|
||||
info
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Chart generators
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
fn write_history_chart(html: &mut String, trials: &[CompletedTrial<f64>], direction: Direction) {
|
||||
let complete: Vec<_> = trials
|
||||
.iter()
|
||||
.filter(|t| t.state == TrialState::Complete)
|
||||
.collect();
|
||||
if complete.is_empty() {
|
||||
return;
|
||||
}
|
||||
|
||||
let mut ids = Vec::with_capacity(complete.len());
|
||||
let mut vals = Vec::with_capacity(complete.len());
|
||||
let mut best_vals = Vec::with_capacity(complete.len());
|
||||
let mut best = complete[0].value;
|
||||
for t in &complete {
|
||||
ids.push(t.id);
|
||||
vals.push(t.value);
|
||||
best = match direction {
|
||||
Direction::Minimize => best.min(t.value),
|
||||
Direction::Maximize => best.max(t.value),
|
||||
};
|
||||
best_vals.push(best);
|
||||
}
|
||||
|
||||
let _ = write!(
|
||||
html,
|
||||
r##"<script>
|
||||
Plotly.newPlot("history", [
|
||||
{{ x: {ids:?}, y: {vals:?}, mode: "markers", name: "Objective", type: "scatter",
|
||||
marker: {{ color: "#3498db", size: 6 }} }},
|
||||
{{ x: {ids:?}, y: {best_vals:?}, mode: "lines", name: "Best so far", type: "scatter",
|
||||
line: {{ color: "#e74c3c", width: 2 }} }}
|
||||
], {{ xaxis: {{ title: "Trial" }}, yaxis: {{ title: "Objective Value" }},
|
||||
margin: {{ t: 10 }}, legend: {{ x: 1, xanchor: "right", y: 1 }} }},
|
||||
{{ responsive: true }});
|
||||
</script>
|
||||
"##,
|
||||
);
|
||||
}
|
||||
|
||||
fn write_slice_charts(
|
||||
html: &mut String,
|
||||
trials: &[CompletedTrial<f64>],
|
||||
param_info: &BTreeMap<ParamId, ParamMeta>,
|
||||
) {
|
||||
let complete: Vec<_> = trials
|
||||
.iter()
|
||||
.filter(|t| t.state == TrialState::Complete)
|
||||
.collect();
|
||||
if complete.is_empty() {
|
||||
return;
|
||||
}
|
||||
|
||||
let n_params = param_info.len();
|
||||
let cols = if n_params <= 2 { n_params } else { 2 };
|
||||
let rows = n_params.div_ceil(cols);
|
||||
|
||||
// Build subplot titles and data.
|
||||
let mut subplot_titles = Vec::new();
|
||||
let mut traces = String::new();
|
||||
for (i, (id, meta)) in param_info.iter().enumerate() {
|
||||
subplot_titles.push(format!("\"{}\"", escape_js(&meta.label)));
|
||||
|
||||
let mut x_vals = Vec::new();
|
||||
let mut y_vals = Vec::new();
|
||||
for t in &complete {
|
||||
if let Some(pv) = t.params.get(id) {
|
||||
x_vals.push(param_value_to_f64(pv));
|
||||
y_vals.push(t.value);
|
||||
}
|
||||
}
|
||||
|
||||
let subplot_idx = i + 1;
|
||||
let xa = if subplot_idx == 1 {
|
||||
"x".to_string()
|
||||
} else {
|
||||
format!("x{subplot_idx}")
|
||||
};
|
||||
let ya = if subplot_idx == 1 {
|
||||
"y".to_string()
|
||||
} else {
|
||||
format!("y{subplot_idx}")
|
||||
};
|
||||
let _ = write!(
|
||||
traces,
|
||||
r##"{{ x: {x_vals:?}, y: {y_vals:?}, mode: "markers", type: "scatter",
|
||||
xaxis: "{xa}", yaxis: "{ya}",
|
||||
marker: {{ color: "#3498db", size: 5 }}, showlegend: false }},"##,
|
||||
);
|
||||
}
|
||||
|
||||
let _ = write!(
|
||||
html,
|
||||
r#"<script>
|
||||
Plotly.newPlot("slices", [{traces}],
|
||||
{{ grid: {{ rows: {rows}, columns: {cols}, pattern: "independent" }},
|
||||
annotations: [{annotations}],
|
||||
margin: {{ t: 30 }}, showlegend: false }},
|
||||
{{ responsive: true }});
|
||||
</script>
|
||||
"#,
|
||||
annotations = build_subplot_annotations(&subplot_titles, rows, cols),
|
||||
);
|
||||
}
|
||||
|
||||
fn write_parallel_coordinates(
|
||||
html: &mut String,
|
||||
trials: &[CompletedTrial<f64>],
|
||||
param_info: &BTreeMap<ParamId, ParamMeta>,
|
||||
direction: Direction,
|
||||
) {
|
||||
let complete: Vec<_> = trials
|
||||
.iter()
|
||||
.filter(|t| t.state == TrialState::Complete)
|
||||
.collect();
|
||||
if complete.is_empty() {
|
||||
return;
|
||||
}
|
||||
|
||||
let mut dimensions = String::new();
|
||||
|
||||
// Add objective value as the first dimension.
|
||||
let obj_vals: Vec<f64> = complete.iter().map(|t| t.value).collect();
|
||||
let _ = write!(
|
||||
dimensions,
|
||||
r#"{{ label: "Objective", values: {obj_vals:?} }},"#,
|
||||
);
|
||||
|
||||
// Add each parameter as a dimension.
|
||||
for (id, meta) in param_info {
|
||||
let vals: Vec<f64> = complete
|
||||
.iter()
|
||||
.map(|t| t.params.get(id).map_or(f64::NAN, param_value_to_f64))
|
||||
.collect();
|
||||
let _ = write!(
|
||||
dimensions,
|
||||
r#"{{ label: "{label}", values: {vals:?} }},"#,
|
||||
label = escape_js(&meta.label),
|
||||
);
|
||||
}
|
||||
|
||||
// Color by objective value: green = good, red = bad.
|
||||
let (cmin, cmax) = min_max(&obj_vals);
|
||||
let colorscale = match direction {
|
||||
Direction::Minimize => r##"[[0,"#2ecc71"],[1,"#e74c3c"]]"##,
|
||||
Direction::Maximize => r##"[[0,"#e74c3c"],[1,"#2ecc71"]]"##,
|
||||
};
|
||||
|
||||
let _ = write!(
|
||||
html,
|
||||
r#"<script>
|
||||
Plotly.newPlot("parcoords", [{{
|
||||
type: "parcoords",
|
||||
line: {{ color: {obj_vals:?}, colorscale: {colorscale},
|
||||
cmin: {cmin}, cmax: {cmax}, showscale: true }},
|
||||
dimensions: [{dimensions}]
|
||||
}}], {{ margin: {{ t: 10 }} }}, {{ responsive: true }});
|
||||
</script>
|
||||
"#,
|
||||
);
|
||||
}
|
||||
|
||||
fn write_importance_chart(html: &mut String, importance: &[(String, f64)]) {
|
||||
let names: Vec<_> = importance.iter().map(|(n, _)| format!("\"{n}\"")).collect();
|
||||
let values: Vec<f64> = importance.iter().map(|(_, v)| *v).collect();
|
||||
|
||||
let _ = write!(
|
||||
html,
|
||||
r##"<script>
|
||||
Plotly.newPlot("importance", [{{
|
||||
x: {values:?}, y: [{names}], type: "bar", orientation: "h",
|
||||
marker: {{ color: "#9b59b6" }}
|
||||
}}], {{ xaxis: {{ title: "Importance (|Spearman correlation|)" }},
|
||||
yaxis: {{ automargin: true }}, margin: {{ t: 10, l: 120 }} }},
|
||||
{{ responsive: true }});
|
||||
</script>
|
||||
"##,
|
||||
names = names.join(","),
|
||||
);
|
||||
}
|
||||
|
||||
fn write_timeline_chart(html: &mut String, trials: &[CompletedTrial<f64>]) {
|
||||
let mut ids = Vec::with_capacity(trials.len());
|
||||
let mut colors = Vec::with_capacity(trials.len());
|
||||
let mut labels = Vec::with_capacity(trials.len());
|
||||
|
||||
for t in trials {
|
||||
ids.push(format!("\"Trial {}\"", t.id));
|
||||
let (color, label) = match t.state {
|
||||
TrialState::Complete => ("#2ecc71", "Complete"),
|
||||
TrialState::Pruned => ("#f39c12", "Pruned"),
|
||||
TrialState::Failed => ("#e74c3c", "Failed"),
|
||||
TrialState::Running => ("#3498db", "Running"),
|
||||
};
|
||||
colors.push(format!("\"{color}\""));
|
||||
labels.push(format!("\"{label}\""));
|
||||
}
|
||||
|
||||
// Use trial index as a proxy for duration (no wallclock data available).
|
||||
let indices: Vec<usize> = (0..trials.len()).collect();
|
||||
|
||||
let _ = write!(
|
||||
html,
|
||||
r#"<script>
|
||||
Plotly.newPlot("timeline", [{{
|
||||
y: [{ids}], x: {indices:?}, type: "bar", orientation: "h",
|
||||
text: [{labels}], textposition: "auto",
|
||||
marker: {{ color: [{colors}] }}
|
||||
}}], {{ xaxis: {{ title: "Trial Index" }}, yaxis: {{ automargin: true, autorange: "reversed" }},
|
||||
margin: {{ t: 10, l: 80 }}, showlegend: false }},
|
||||
{{ responsive: true }});
|
||||
</script>
|
||||
"#,
|
||||
ids = ids.join(","),
|
||||
colors = colors.join(","),
|
||||
labels = labels.join(","),
|
||||
);
|
||||
}
|
||||
|
||||
fn write_intermediate_chart(html: &mut String, trials: &[CompletedTrial<f64>]) {
|
||||
let trials_with_iv: Vec<_> = trials
|
||||
.iter()
|
||||
.filter(|t| !t.intermediate_values.is_empty())
|
||||
.collect();
|
||||
if trials_with_iv.is_empty() {
|
||||
return;
|
||||
}
|
||||
|
||||
let mut traces = String::new();
|
||||
for t in &trials_with_iv {
|
||||
let steps: Vec<u64> = t.intermediate_values.iter().map(|(s, _)| *s).collect();
|
||||
let values: Vec<f64> = t.intermediate_values.iter().map(|(_, v)| *v).collect();
|
||||
let color = match t.state {
|
||||
TrialState::Pruned => "#f39c12",
|
||||
_ => "#3498db",
|
||||
};
|
||||
let _ = write!(
|
||||
traces,
|
||||
r#"{{ x: {steps:?}, y: {values:?}, mode: "lines+markers", name: "Trial {id}",
|
||||
line: {{ color: "{color}", width: 1 }}, marker: {{ size: 3 }} }},"#,
|
||||
id = t.id,
|
||||
);
|
||||
}
|
||||
|
||||
let _ = write!(
|
||||
html,
|
||||
r#"<script>
|
||||
Plotly.newPlot("intermediate", [{traces}],
|
||||
{{ xaxis: {{ title: "Step" }}, yaxis: {{ title: "Intermediate Value" }},
|
||||
margin: {{ t: 10 }}, showlegend: true }},
|
||||
{{ responsive: true }});
|
||||
</script>
|
||||
"#,
|
||||
);
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Helpers
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
#[allow(clippy::cast_precision_loss)]
|
||||
fn param_value_to_f64(pv: &ParamValue) -> f64 {
|
||||
match *pv {
|
||||
ParamValue::Float(v) => v,
|
||||
ParamValue::Int(v) => v as f64,
|
||||
ParamValue::Categorical(v) => v as f64,
|
||||
}
|
||||
}
|
||||
|
||||
fn escape_js(s: &str) -> String {
|
||||
s.replace('\\', "\\\\")
|
||||
.replace('"', "\\\"")
|
||||
.replace('\n', "\\n")
|
||||
}
|
||||
|
||||
fn min_max(vals: &[f64]) -> (f64, f64) {
|
||||
let mut mn = f64::INFINITY;
|
||||
let mut mx = f64::NEG_INFINITY;
|
||||
for &v in vals {
|
||||
if v < mn {
|
||||
mn = v;
|
||||
}
|
||||
if v > mx {
|
||||
mx = v;
|
||||
}
|
||||
}
|
||||
(mn, mx)
|
||||
}
|
||||
|
||||
/// Build Plotly annotation objects to act as subplot titles.
|
||||
#[allow(clippy::cast_precision_loss)]
|
||||
fn build_subplot_annotations(titles: &[String], rows: usize, cols: usize) -> String {
|
||||
let mut anns = Vec::new();
|
||||
for (i, title) in titles.iter().enumerate() {
|
||||
let row = i / cols;
|
||||
let col = i % cols;
|
||||
// Compute x/y anchor in paper coordinates.
|
||||
let x = if cols == 1 {
|
||||
0.5
|
||||
} else {
|
||||
(f64::from(u32::try_from(col).unwrap_or(0))) / (cols as f64 - 1.0)
|
||||
};
|
||||
let y = 1.0 - (f64::from(u32::try_from(row).unwrap_or(0))) / (rows as f64).max(1.0) + 0.02;
|
||||
anns.push(format!(
|
||||
r#"{{ text: {title}, x: {x:.3}, y: {y:.3}, xref: "paper", yref: "paper",
|
||||
showarrow: false, font: {{ size: 12 }} }}"#,
|
||||
));
|
||||
}
|
||||
anns.join(",")
|
||||
}
|
||||
@@ -0,0 +1,133 @@
|
||||
//! Integration tests for the BOHB sampler.
|
||||
|
||||
#![allow(
|
||||
clippy::cast_sign_loss,
|
||||
clippy::cast_precision_loss,
|
||||
clippy::cast_possible_truncation
|
||||
)]
|
||||
|
||||
use optimizer::parameter::{FloatParam, Parameter};
|
||||
use optimizer::sampler::bohb::BohbSampler;
|
||||
use optimizer::{Direction, Error, Study, TrialPruned};
|
||||
|
||||
#[test]
|
||||
fn bohb_converges_on_quadratic() {
|
||||
let bohb = BohbSampler::builder()
|
||||
.min_resource(1)
|
||||
.max_resource(9)
|
||||
.reduction_factor(3)
|
||||
.min_points_in_model(5)
|
||||
.seed(42)
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
let pruner = bohb.matching_pruner(Direction::Minimize);
|
||||
let study: Study<f64> = Study::with_sampler_and_pruner(Direction::Minimize, bohb, pruner);
|
||||
|
||||
let x_param = FloatParam::new(-10.0, 10.0);
|
||||
|
||||
study
|
||||
.optimize(60, |trial| {
|
||||
let x = x_param.suggest(trial)?;
|
||||
|
||||
// Report intermediate values at budget steps 1, 3, 9
|
||||
let obj = (x - 3.0).powi(2);
|
||||
// Simulate budget-based evaluation with noise decreasing at higher budgets
|
||||
trial.report(1, obj + 5.0);
|
||||
trial.report(3, obj + 1.0);
|
||||
trial.report(9, obj);
|
||||
|
||||
Ok::<_, Error>(obj)
|
||||
})
|
||||
.expect("optimization should succeed");
|
||||
|
||||
let best = study.best_trial().expect("should have trials");
|
||||
assert!(
|
||||
best.value < 10.0,
|
||||
"BOHB should find a reasonable solution, got {}",
|
||||
best.value
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn bohb_with_pruning() {
|
||||
let bohb = BohbSampler::builder()
|
||||
.min_resource(1)
|
||||
.max_resource(27)
|
||||
.reduction_factor(3)
|
||||
.min_points_in_model(3)
|
||||
.seed(123)
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
let pruner = bohb.matching_pruner(Direction::Minimize);
|
||||
let study: Study<f64> = Study::with_sampler_and_pruner(Direction::Minimize, bohb, pruner);
|
||||
|
||||
let x_param = FloatParam::new(-5.0, 5.0);
|
||||
|
||||
study
|
||||
.optimize(40, |trial| {
|
||||
let x = x_param.suggest(trial)?;
|
||||
let obj = x * x;
|
||||
|
||||
// Report at each rung step and check for pruning
|
||||
for &step in &[1u64, 3, 9, 27] {
|
||||
let noisy_obj = obj + 10.0 / step as f64;
|
||||
trial.report(step, noisy_obj);
|
||||
|
||||
if trial.should_prune() {
|
||||
return Err(TrialPruned.into());
|
||||
}
|
||||
}
|
||||
|
||||
Ok::<_, Error>(obj)
|
||||
})
|
||||
.expect("optimization should succeed");
|
||||
|
||||
// Verify we have completed trials
|
||||
let best = study.best_trial().expect("should have at least one trial");
|
||||
assert!(
|
||||
best.value < 25.0,
|
||||
"best value {} should be reasonable",
|
||||
best.value
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn bohb_uses_budget_conditioned_history() {
|
||||
// Verify that BOHB conditions on budget level by testing that samples
|
||||
// are influenced by intermediate values, not just final values.
|
||||
let bohb = BohbSampler::builder()
|
||||
.min_resource(1)
|
||||
.max_resource(9)
|
||||
.reduction_factor(3)
|
||||
.min_points_in_model(3)
|
||||
.seed(42)
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
let pruner = bohb.matching_pruner(Direction::Minimize);
|
||||
let study: Study<f64> = Study::with_sampler_and_pruner(Direction::Minimize, bohb, pruner);
|
||||
|
||||
let x_param = FloatParam::new(0.0, 10.0);
|
||||
|
||||
study
|
||||
.optimize(30, |trial| {
|
||||
let x = x_param.suggest(trial)?;
|
||||
// Intermediate values that guide optimization toward x=2
|
||||
trial.report(1, (x - 2.0).powi(2) + 1.0);
|
||||
trial.report(3, (x - 2.0).powi(2) + 0.5);
|
||||
trial.report(9, (x - 2.0).powi(2));
|
||||
|
||||
Ok::<_, Error>((x - 2.0).powi(2))
|
||||
})
|
||||
.expect("optimization should succeed");
|
||||
|
||||
let best = study.best_trial().unwrap();
|
||||
let best_x: f64 = best.get(&x_param).unwrap();
|
||||
// Should find x reasonably close to 2.0
|
||||
assert!(
|
||||
(best_x - 2.0).abs() < 5.0,
|
||||
"BOHB should explore near x=2, got x={best_x}"
|
||||
);
|
||||
}
|
||||
@@ -0,0 +1,259 @@
|
||||
#![cfg(feature = "cma-es")]
|
||||
|
||||
use optimizer::prelude::*;
|
||||
use optimizer::sampler::cma_es::CmaEsSampler;
|
||||
|
||||
#[test]
|
||||
fn sphere_function() {
|
||||
let sampler = CmaEsSampler::with_seed(42);
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
|
||||
let x = FloatParam::new(-5.0, 5.0).name("x");
|
||||
let y = FloatParam::new(-5.0, 5.0).name("y");
|
||||
|
||||
study
|
||||
.optimize(200, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
let yv = y.suggest(trial)?;
|
||||
Ok::<_, Error>(xv * xv + yv * yv)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let best = study.best_trial().unwrap();
|
||||
assert!(
|
||||
best.value < 1.0,
|
||||
"sphere best value should be < 1.0, got {}",
|
||||
best.value
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn rosenbrock_function() {
|
||||
let sampler = CmaEsSampler::builder().population_size(20).seed(42).build();
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
|
||||
let x = FloatParam::new(-5.0, 5.0).name("x");
|
||||
let y = FloatParam::new(-5.0, 5.0).name("y");
|
||||
|
||||
study
|
||||
.optimize(300, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
let yv = y.suggest(trial)?;
|
||||
let val = (1.0 - xv).powi(2) + 100.0 * (yv - xv * xv).powi(2);
|
||||
Ok::<_, Error>(val)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let best = study.best_trial().unwrap();
|
||||
// Rosenbrock minimum is 0 at (1, 1); we just check reasonable convergence
|
||||
assert!(
|
||||
best.value < 50.0,
|
||||
"rosenbrock best value should be < 50.0, got {}",
|
||||
best.value
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn bounds_respected() {
|
||||
let sampler = CmaEsSampler::with_seed(123);
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
|
||||
let x = FloatParam::new(-2.0, 3.0).name("x");
|
||||
let y = FloatParam::new(0.0, 10.0).name("y");
|
||||
|
||||
study
|
||||
.optimize(100, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
let yv = y.suggest(trial)?;
|
||||
Ok::<_, Error>(xv + yv)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
for trial in study.trials() {
|
||||
let xv: f64 = trial.get(&x).unwrap();
|
||||
let yv: f64 = trial.get(&y).unwrap();
|
||||
assert!((-2.0..=3.0).contains(&xv), "x = {xv} out of bounds [-2, 3]");
|
||||
assert!((0.0..=10.0).contains(&yv), "y = {yv} out of bounds [0, 10]");
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn mixed_params_float_and_categorical() {
|
||||
let sampler = CmaEsSampler::with_seed(42);
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
|
||||
let x = FloatParam::new(-5.0, 5.0).name("x");
|
||||
let cat = CategoricalParam::new(vec!["a", "b", "c"]).name("cat");
|
||||
|
||||
study
|
||||
.optimize(50, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
let cv = cat.suggest(trial)?;
|
||||
let penalty = match cv {
|
||||
"a" => 0.0,
|
||||
"b" => 1.0,
|
||||
_ => 2.0,
|
||||
};
|
||||
Ok::<_, Error>(xv * xv + penalty)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let best = study.best_trial().unwrap();
|
||||
// Should find a reasonable value
|
||||
assert!(
|
||||
best.value < 10.0,
|
||||
"best value should be < 10.0, got {}",
|
||||
best.value
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn seeded_reproducibility() {
|
||||
let x = FloatParam::new(-5.0, 5.0).name("x");
|
||||
let y = FloatParam::new(-5.0, 5.0).name("y");
|
||||
|
||||
let run = |seed: u64| {
|
||||
let sampler = CmaEsSampler::with_seed(seed);
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
study
|
||||
.optimize(50, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
let yv = y.suggest(trial)?;
|
||||
Ok::<_, Error>(xv * xv + yv * yv)
|
||||
})
|
||||
.unwrap();
|
||||
study.trials().iter().map(|t| t.value).collect::<Vec<_>>()
|
||||
};
|
||||
|
||||
let results1 = run(42);
|
||||
let results2 = run(42);
|
||||
assert_eq!(results1, results2, "same seed should produce same results");
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn different_seeds_different_results() {
|
||||
let x = FloatParam::new(-5.0, 5.0).name("x");
|
||||
let y = FloatParam::new(-5.0, 5.0).name("y");
|
||||
|
||||
let run = |seed: u64| {
|
||||
let sampler = CmaEsSampler::with_seed(seed);
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
study
|
||||
.optimize(20, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
let yv = y.suggest(trial)?;
|
||||
Ok::<_, Error>(xv * xv + yv * yv)
|
||||
})
|
||||
.unwrap();
|
||||
study.trials().iter().map(|t| t.value).collect::<Vec<_>>()
|
||||
};
|
||||
|
||||
let results1 = run(42);
|
||||
let results2 = run(99);
|
||||
assert_ne!(
|
||||
results1, results2,
|
||||
"different seeds should produce different results"
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn single_dimension() {
|
||||
let sampler = CmaEsSampler::with_seed(42);
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
|
||||
let x = FloatParam::new(-10.0, 10.0).name("x");
|
||||
|
||||
study
|
||||
.optimize(100, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
Ok::<_, Error>((xv - 3.0).powi(2))
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let best = study.best_trial().unwrap();
|
||||
assert!(
|
||||
best.value < 1.0,
|
||||
"1-D optimization should converge, got {}",
|
||||
best.value
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn integer_params() {
|
||||
let sampler = CmaEsSampler::with_seed(42);
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
|
||||
let n = IntParam::new(1, 20).name("n");
|
||||
|
||||
study
|
||||
.optimize(100, |trial| {
|
||||
let nv = n.suggest(trial)?;
|
||||
// Minimum at n = 10
|
||||
Ok::<_, Error>(((nv - 10) * (nv - 10)) as f64)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let best = study.best_trial().unwrap();
|
||||
let best_n: i64 = best.get(&n).unwrap();
|
||||
assert!(
|
||||
(1..=20).contains(&best_n),
|
||||
"integer value {best_n} out of bounds"
|
||||
);
|
||||
assert!(
|
||||
best.value < 10.0,
|
||||
"integer optimization should converge, got {}",
|
||||
best.value
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn log_scale_params() {
|
||||
let sampler = CmaEsSampler::with_seed(42);
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
|
||||
let lr = FloatParam::new(1e-5, 1.0).log_scale().name("lr");
|
||||
|
||||
study
|
||||
.optimize(100, |trial| {
|
||||
let lrv = lr.suggest(trial)?;
|
||||
// Minimum at lr = 0.01
|
||||
Ok::<_, Error>((lrv.ln() - 0.01_f64.ln()).powi(2))
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
for trial in study.trials() {
|
||||
let lrv: f64 = trial.get(&lr).unwrap();
|
||||
assert!(
|
||||
(1e-5..=1.0).contains(&lrv),
|
||||
"log-scale value {lrv} out of bounds"
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn custom_population_size_and_sigma() {
|
||||
let sampler = CmaEsSampler::builder()
|
||||
.sigma0(1.0)
|
||||
.population_size(10)
|
||||
.seed(42)
|
||||
.build();
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
|
||||
let x = FloatParam::new(-5.0, 5.0).name("x");
|
||||
let y = FloatParam::new(-5.0, 5.0).name("y");
|
||||
|
||||
study
|
||||
.optimize(100, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
let yv = y.suggest(trial)?;
|
||||
Ok::<_, Error>(xv * xv + yv * yv)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let best = study.best_trial().unwrap();
|
||||
assert!(
|
||||
best.value < 5.0,
|
||||
"custom config optimization should work, got {}",
|
||||
best.value
|
||||
);
|
||||
}
|
||||
@@ -0,0 +1,230 @@
|
||||
use optimizer::parameter::{FloatParam, IntParam, Parameter};
|
||||
use optimizer::sampler::random::RandomSampler;
|
||||
use optimizer::{Direction, Study};
|
||||
|
||||
#[test]
|
||||
fn csv_empty_study_produces_header_only() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let mut buf = Vec::new();
|
||||
study.to_csv(&mut buf).unwrap();
|
||||
let csv = String::from_utf8(buf).unwrap();
|
||||
assert_eq!(csv, "trial_id,value,state\n");
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn csv_includes_all_trial_data() {
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
let y = IntParam::new(1, 5).name("y");
|
||||
|
||||
study
|
||||
.optimize(3, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
let yv = y.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(xv + yv as f64)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let mut buf = Vec::new();
|
||||
study.to_csv(&mut buf).unwrap();
|
||||
let csv = String::from_utf8(buf).unwrap();
|
||||
|
||||
let lines: Vec<&str> = csv.lines().collect();
|
||||
// Header + 3 data rows.
|
||||
assert_eq!(lines.len(), 4);
|
||||
|
||||
// Header should contain our parameter names.
|
||||
let header = lines[0];
|
||||
assert!(header.starts_with("trial_id,value,state"));
|
||||
assert!(header.contains("x"));
|
||||
assert!(header.contains("y"));
|
||||
|
||||
// Each data row should have the right number of columns.
|
||||
let n_cols = header.split(',').count();
|
||||
for line in &lines[1..] {
|
||||
assert_eq!(line.split(',').count(), n_cols);
|
||||
}
|
||||
|
||||
// All rows should have "Complete" state.
|
||||
for line in &lines[1..] {
|
||||
assert!(line.contains("Complete"));
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn csv_handles_pruned_trials() {
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
|
||||
// First trial: complete
|
||||
let mut trial = study.create_trial();
|
||||
let _ = x.suggest(&mut trial).unwrap();
|
||||
study.complete_trial(trial, 1.0);
|
||||
|
||||
// Second trial: pruned
|
||||
let mut trial = study.create_trial();
|
||||
let _ = x.suggest(&mut trial).unwrap();
|
||||
study.prune_trial(trial);
|
||||
|
||||
let mut buf = Vec::new();
|
||||
study.to_csv(&mut buf).unwrap();
|
||||
let csv = String::from_utf8(buf).unwrap();
|
||||
|
||||
let lines: Vec<&str> = csv.lines().collect();
|
||||
assert_eq!(lines.len(), 3); // header + 2 data rows
|
||||
|
||||
// Pruned trial should have empty value.
|
||||
let pruned_line = lines[2];
|
||||
assert!(pruned_line.contains("Pruned"));
|
||||
// The value field (second column) should be empty.
|
||||
let cols: Vec<&str> = pruned_line.split(',').collect();
|
||||
assert_eq!(cols[2], "Pruned");
|
||||
assert_eq!(cols[1], ""); // empty value for pruned
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn csv_handles_different_parameter_sets() {
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
let y = FloatParam::new(0.0, 10.0).name("y");
|
||||
|
||||
// First trial: only x
|
||||
let mut trial = study.create_trial();
|
||||
let xv = x.suggest(&mut trial).unwrap();
|
||||
study.complete_trial(trial, xv);
|
||||
|
||||
// Second trial: only y
|
||||
let mut trial = study.create_trial();
|
||||
let yv = y.suggest(&mut trial).unwrap();
|
||||
study.complete_trial(trial, yv);
|
||||
|
||||
let mut buf = Vec::new();
|
||||
study.to_csv(&mut buf).unwrap();
|
||||
let csv = String::from_utf8(buf).unwrap();
|
||||
|
||||
let lines: Vec<&str> = csv.lines().collect();
|
||||
assert_eq!(lines.len(), 3);
|
||||
|
||||
// Both x and y columns should exist.
|
||||
let header = lines[0];
|
||||
assert!(header.contains("x"));
|
||||
assert!(header.contains("y"));
|
||||
|
||||
// Each row has the right column count (missing params are empty).
|
||||
let n_cols = header.split(',').count();
|
||||
for line in &lines[1..] {
|
||||
assert_eq!(line.split(',').count(), n_cols);
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn csv_output_is_parseable() {
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
|
||||
let lr = FloatParam::new(0.001, 0.1).name("learning_rate");
|
||||
let layers = IntParam::new(1, 5).name("n_layers");
|
||||
|
||||
study
|
||||
.optimize(5, |trial| {
|
||||
let l = lr.suggest(trial)?;
|
||||
let n = layers.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(l * n as f64)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let mut buf = Vec::new();
|
||||
study.to_csv(&mut buf).unwrap();
|
||||
let csv = String::from_utf8(buf).unwrap();
|
||||
|
||||
// Parse each row: every value field should be a valid f64 for complete trials.
|
||||
let lines: Vec<&str> = csv.lines().collect();
|
||||
for line in &lines[1..] {
|
||||
let cols: Vec<&str> = line.split(',').collect();
|
||||
// trial_id should be a number
|
||||
cols[0].parse::<u64>().unwrap();
|
||||
// value should be parseable as f64
|
||||
cols[1].parse::<f64>().unwrap();
|
||||
// state should be a known value
|
||||
assert!(["Complete", "Pruned", "Failed", "Running"].contains(&cols[2]));
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn export_csv_writes_file() {
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
study
|
||||
.optimize(3, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(xv * xv)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let dir = std::env::temp_dir().join("optimizer_export_test");
|
||||
std::fs::create_dir_all(&dir).unwrap();
|
||||
let path = dir.join("test_export.csv");
|
||||
|
||||
study.export_csv(&path).unwrap();
|
||||
|
||||
let contents = std::fs::read_to_string(&path).unwrap();
|
||||
assert!(contents.starts_with("trial_id,value,state"));
|
||||
assert!(contents.lines().count() == 4); // header + 3 rows
|
||||
|
||||
// Clean up.
|
||||
let _ = std::fs::remove_dir_all(&dir);
|
||||
}
|
||||
|
||||
#[cfg(feature = "serde")]
|
||||
#[test]
|
||||
fn export_json_writes_file() {
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
study
|
||||
.optimize(3, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(xv * xv)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let dir = std::env::temp_dir().join("optimizer_json_export_test");
|
||||
std::fs::create_dir_all(&dir).unwrap();
|
||||
let path = dir.join("test_export.json");
|
||||
|
||||
study.export_json(&path).unwrap();
|
||||
|
||||
let contents = std::fs::read_to_string(&path).unwrap();
|
||||
let parsed: serde_json::Value = serde_json::from_str(&contents).unwrap();
|
||||
let arr = parsed.as_array().unwrap();
|
||||
assert_eq!(arr.len(), 3);
|
||||
|
||||
// Each entry should have the expected fields.
|
||||
for entry in arr {
|
||||
assert!(entry.get("id").is_some());
|
||||
assert!(entry.get("value").is_some());
|
||||
assert!(entry.get("state").is_some());
|
||||
assert!(entry.get("params").is_some());
|
||||
}
|
||||
|
||||
// Clean up.
|
||||
let _ = std::fs::remove_dir_all(&dir);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn csv_includes_user_attributes() {
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
|
||||
study
|
||||
.optimize(2, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
trial.set_user_attr("training_time_secs", 45.2);
|
||||
Ok::<_, optimizer::Error>(xv * xv)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let mut buf = Vec::new();
|
||||
study.to_csv(&mut buf).unwrap();
|
||||
let csv = String::from_utf8(buf).unwrap();
|
||||
|
||||
let header = csv.lines().next().unwrap();
|
||||
assert!(header.contains("training_time_secs"));
|
||||
}
|
||||
@@ -0,0 +1,88 @@
|
||||
//! Integration tests for fANOVA parameter importance.
|
||||
|
||||
#![cfg(feature = "fanova")]
|
||||
|
||||
use optimizer::prelude::*;
|
||||
|
||||
#[test]
|
||||
fn fanova_dominant_parameter() {
|
||||
// f(x, y) = x^2 — x should dominate
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
let y = FloatParam::new(0.0, 10.0).name("y");
|
||||
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
|
||||
study
|
||||
.optimize(50, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
let _yv = y.suggest(trial)?;
|
||||
Ok::<_, Error>(xv * xv)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let result = study.fanova().unwrap();
|
||||
assert_eq!(result.main_effects[0].0, "x");
|
||||
assert!(
|
||||
result.main_effects[0].1 > 0.7,
|
||||
"x importance = {}",
|
||||
result.main_effects[0].1
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn fanova_interaction() {
|
||||
// f(x, y) = x * y — both matter and interact
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
let y = FloatParam::new(0.0, 10.0).name("y");
|
||||
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(7));
|
||||
study
|
||||
.optimize(100, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
let yv = y.suggest(trial)?;
|
||||
Ok::<_, Error>(xv * yv)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let config = FanovaConfig {
|
||||
n_trees: 128,
|
||||
..FanovaConfig::default()
|
||||
};
|
||||
let result = study.fanova_with_config(&config).unwrap();
|
||||
|
||||
// Should detect interaction
|
||||
assert!(
|
||||
!result.interactions.is_empty(),
|
||||
"should detect x*y interaction"
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn fanova_consistent_with_correlation() {
|
||||
// f(x, y) = 3*x + 0.5*y — x should rank higher in both methods
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
let y = FloatParam::new(0.0, 10.0).name("y");
|
||||
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(99));
|
||||
study
|
||||
.optimize(80, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
let yv = y.suggest(trial)?;
|
||||
Ok::<_, Error>(3.0 * xv + 0.5 * yv)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let corr = study.param_importance();
|
||||
let fanova = study.fanova().unwrap();
|
||||
|
||||
// Both methods should rank x above y
|
||||
assert_eq!(corr[0].0, "x", "correlation should rank x first");
|
||||
assert_eq!(fanova.main_effects[0].0, "x", "fanova should rank x first");
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn fanova_too_few_trials() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
|
||||
let result = study.fanova();
|
||||
assert!(result.is_err(), "should error with no trials");
|
||||
}
|
||||
@@ -0,0 +1,166 @@
|
||||
use optimizer::parameter::{CategoricalParam, FloatParam, IntParam, Parameter};
|
||||
use optimizer::{Direction, Study};
|
||||
|
||||
#[test]
|
||||
fn known_perfect_correlation() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let x = FloatParam::new(0.0, 100.0).name("x");
|
||||
|
||||
// Objective = x, so perfect correlation.
|
||||
for _ in 0..30 {
|
||||
let mut trial = study.ask();
|
||||
let xv = x.suggest(&mut trial).unwrap();
|
||||
study.tell(trial, Ok::<_, &str>(xv));
|
||||
}
|
||||
|
||||
let importance = study.param_importance();
|
||||
assert_eq!(importance.len(), 1);
|
||||
assert_eq!(importance[0].0, "x");
|
||||
assert!(
|
||||
(importance[0].1 - 1.0).abs() < 1e-10,
|
||||
"single param should be 1.0"
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn no_effect_parameter() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let x = FloatParam::new(0.0, 100.0).name("x");
|
||||
let noise = FloatParam::new(0.0, 100.0).name("noise");
|
||||
|
||||
// Objective depends only on x; noise is unused in objective.
|
||||
for _ in 0..50 {
|
||||
let mut trial = study.ask();
|
||||
let xv = x.suggest(&mut trial).unwrap();
|
||||
let _nv = noise.suggest(&mut trial).unwrap();
|
||||
study.tell(trial, Ok::<_, &str>(xv));
|
||||
}
|
||||
|
||||
let importance = study.param_importance();
|
||||
assert_eq!(importance.len(), 2);
|
||||
// x should have much higher importance than noise.
|
||||
let x_score = importance.iter().find(|(l, _)| l == "x").unwrap().1;
|
||||
let noise_score = importance.iter().find(|(l, _)| l == "noise").unwrap().1;
|
||||
assert!(
|
||||
x_score > noise_score,
|
||||
"x ({x_score}) should outrank noise ({noise_score})"
|
||||
);
|
||||
// x should dominate
|
||||
assert!(x_score > 0.7, "x importance {x_score} should be dominant");
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn multiple_parameters_varying_importance() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
let y = FloatParam::new(0.0, 10.0).name("y");
|
||||
|
||||
// Objective = 10*x + 0.01*y → x should be far more important.
|
||||
for _ in 0..50 {
|
||||
let mut trial = study.ask();
|
||||
let xv = x.suggest(&mut trial).unwrap();
|
||||
let yv = y.suggest(&mut trial).unwrap();
|
||||
study.tell(trial, Ok::<_, &str>(10.0 * xv + 0.01 * yv));
|
||||
}
|
||||
|
||||
let importance = study.param_importance();
|
||||
assert_eq!(importance.len(), 2);
|
||||
assert_eq!(importance[0].0, "x", "x should rank first");
|
||||
assert!(importance[0].1 > importance[1].1);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn fewer_than_two_trials_returns_empty() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
|
||||
// 0 trials
|
||||
assert!(study.param_importance().is_empty());
|
||||
|
||||
// 1 trial
|
||||
let x = FloatParam::new(0.0, 1.0).name("x");
|
||||
let mut trial = study.ask();
|
||||
let xv = x.suggest(&mut trial).unwrap();
|
||||
study.tell(trial, Ok::<_, &str>(xv));
|
||||
assert!(study.param_importance().is_empty());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn int_parameter() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let n = IntParam::new(1, 100).name("n");
|
||||
|
||||
for _ in 0..30 {
|
||||
let mut trial = study.ask();
|
||||
let nv = n.suggest(&mut trial).unwrap();
|
||||
study.tell(trial, Ok::<_, &str>(nv as f64));
|
||||
}
|
||||
|
||||
let importance = study.param_importance();
|
||||
assert_eq!(importance.len(), 1);
|
||||
assert_eq!(importance[0].0, "n");
|
||||
assert!(importance[0].1 > 0.9);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn categorical_parameter() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let cat = CategoricalParam::new(vec!["a", "b", "c"]).name("cat");
|
||||
let x = FloatParam::new(0.0, 100.0).name("x");
|
||||
|
||||
// Objective depends only on x; categorical is random noise.
|
||||
for _ in 0..50 {
|
||||
let mut trial = study.ask();
|
||||
let _c = cat.suggest(&mut trial).unwrap();
|
||||
let xv = x.suggest(&mut trial).unwrap();
|
||||
study.tell(trial, Ok::<_, &str>(xv));
|
||||
}
|
||||
|
||||
let importance = study.param_importance();
|
||||
assert_eq!(importance.len(), 2);
|
||||
let x_score = importance.iter().find(|(l, _)| l == "x").unwrap().1;
|
||||
assert!(x_score > 0.5, "x should dominate over categorical noise");
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn normalization_sums_to_one() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
let y = FloatParam::new(0.0, 10.0).name("y");
|
||||
let z = FloatParam::new(0.0, 10.0).name("z");
|
||||
|
||||
for _ in 0..50 {
|
||||
let mut trial = study.ask();
|
||||
let xv = x.suggest(&mut trial).unwrap();
|
||||
let yv = y.suggest(&mut trial).unwrap();
|
||||
let zv = z.suggest(&mut trial).unwrap();
|
||||
study.tell(trial, Ok::<_, &str>(xv + 0.5 * yv + 0.1 * zv));
|
||||
}
|
||||
|
||||
let importance = study.param_importance();
|
||||
let sum: f64 = importance.iter().map(|(_, s)| *s).sum();
|
||||
assert!(
|
||||
(sum - 1.0).abs() < 1e-10,
|
||||
"scores should sum to 1.0, got {sum}"
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn label_when_unnamed_uses_debug() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
// No .name() call → label defaults to Debug representation.
|
||||
let x = FloatParam::new(0.0, 10.0);
|
||||
|
||||
for _ in 0..10 {
|
||||
let mut trial = study.ask();
|
||||
let xv = x.suggest(&mut trial).unwrap();
|
||||
study.tell(trial, Ok::<_, &str>(xv));
|
||||
}
|
||||
|
||||
let importance = study.param_importance();
|
||||
assert_eq!(importance.len(), 1);
|
||||
assert!(
|
||||
importance[0].0.starts_with("FloatParam"),
|
||||
"expected Debug label, got {:?}",
|
||||
importance[0].0
|
||||
);
|
||||
}
|
||||
@@ -1892,3 +1892,356 @@ fn test_enqueue_counted_in_n_trials() {
|
||||
// All 5 trials count, including the 2 enqueued ones
|
||||
assert_eq!(study.n_trials(), 5);
|
||||
}
|
||||
|
||||
// =============================================================================
|
||||
// Test: Study summary and Display
|
||||
// =============================================================================
|
||||
|
||||
#[test]
|
||||
fn test_summary_with_completed_trials() {
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(1));
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
|
||||
study
|
||||
.optimize(5, |trial| {
|
||||
let val = x.suggest(trial)?;
|
||||
Ok::<_, Error>(val * val)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let summary = study.summary();
|
||||
assert!(summary.contains("Minimize"));
|
||||
assert!(summary.contains("5 trials"));
|
||||
assert!(summary.contains("Best value:"));
|
||||
assert!(summary.contains("x = "));
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_summary_no_completed_trials() {
|
||||
let study: Study<f64> = Study::new(Direction::Maximize);
|
||||
let summary = study.summary();
|
||||
assert!(summary.contains("Maximize"));
|
||||
assert!(summary.contains("0 trials"));
|
||||
assert!(!summary.contains("Best value:"));
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_summary_with_pruned_trials() {
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(1));
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
|
||||
// Manually create some complete and pruned trials
|
||||
for _ in 0..3 {
|
||||
let mut trial = study.create_trial();
|
||||
let val = x.suggest(&mut trial).unwrap();
|
||||
study.complete_trial(trial, val);
|
||||
}
|
||||
for _ in 0..2 {
|
||||
let mut trial = study.create_trial();
|
||||
let _ = x.suggest(&mut trial).unwrap();
|
||||
study.prune_trial(trial);
|
||||
}
|
||||
|
||||
let summary = study.summary();
|
||||
// Should show breakdown when there are pruned trials
|
||||
if study.n_pruned_trials() > 0 {
|
||||
assert!(summary.contains("complete"));
|
||||
assert!(summary.contains("pruned"));
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_display_matches_summary() {
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(1));
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
|
||||
study
|
||||
.optimize(3, |trial| {
|
||||
let val = x.suggest(trial)?;
|
||||
Ok::<_, Error>(val)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
assert_eq!(format!("{study}"), study.summary());
|
||||
}
|
||||
|
||||
// =============================================================================
|
||||
// Tests: optimize_with_retries
|
||||
// =============================================================================
|
||||
|
||||
#[test]
|
||||
fn test_retries_successful_trials_not_retried() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let x_param = FloatParam::new(0.0, 10.0);
|
||||
let call_count = std::cell::Cell::new(0u32);
|
||||
|
||||
study
|
||||
.optimize_with_retries(5, 3, |trial| {
|
||||
let x = x_param.suggest(trial)?;
|
||||
call_count.set(call_count.get() + 1);
|
||||
Ok::<_, Error>(x * x)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
// All trials succeed on first try — exactly 5 calls
|
||||
assert_eq!(call_count.get(), 5);
|
||||
assert_eq!(study.n_trials(), 5);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_retries_failed_trials_retried_up_to_max() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let x_param = FloatParam::new(0.0, 10.0);
|
||||
let call_count = std::cell::Cell::new(0u32);
|
||||
|
||||
let result = study.optimize_with_retries(1, 3, |trial| {
|
||||
let _ = x_param.suggest(trial).unwrap();
|
||||
call_count.set(call_count.get() + 1);
|
||||
Err::<f64, _>("always fails")
|
||||
});
|
||||
|
||||
// 1 initial attempt + 3 retries = 4 total calls
|
||||
assert_eq!(call_count.get(), 4);
|
||||
// No trials completed
|
||||
assert!(matches!(result, Err(Error::NoCompletedTrials)));
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_retries_permanently_failed_after_exhaustion() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let x_param = FloatParam::new(0.0, 10.0);
|
||||
|
||||
let result = study.optimize_with_retries(3, 2, |trial| {
|
||||
let _ = x_param.suggest(trial).unwrap();
|
||||
Err::<f64, _>("transient error")
|
||||
});
|
||||
|
||||
assert!(
|
||||
matches!(result, Err(Error::NoCompletedTrials)),
|
||||
"all trials should permanently fail"
|
||||
);
|
||||
assert_eq!(
|
||||
study.n_trials(),
|
||||
0,
|
||||
"no completed trials should be recorded"
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_retries_uses_same_parameters() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let x_param = FloatParam::new(0.0, 10.0);
|
||||
let seen_values = std::cell::RefCell::new(Vec::new());
|
||||
let call_count = std::cell::Cell::new(0u32);
|
||||
|
||||
study
|
||||
.optimize_with_retries(1, 2, |trial| {
|
||||
let x = x_param.suggest(trial).map_err(|e| e.to_string())?;
|
||||
seen_values.borrow_mut().push(x);
|
||||
call_count.set(call_count.get() + 1);
|
||||
// Fail first two attempts, succeed on third
|
||||
if call_count.get() < 3 {
|
||||
Err::<f64, _>("transient".to_string())
|
||||
} else {
|
||||
Ok(x * x)
|
||||
}
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let values = seen_values.borrow();
|
||||
assert_eq!(values.len(), 3, "should be called 3 times (1 + 2 retries)");
|
||||
// All three calls should have gotten the same parameter value
|
||||
assert_eq!(values[0], values[1]);
|
||||
assert_eq!(values[1], values[2]);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_retries_n_trials_counts_unique_configs() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let x_param = FloatParam::new(0.0, 10.0);
|
||||
let call_count = std::cell::Cell::new(0u32);
|
||||
|
||||
study
|
||||
.optimize_with_retries(3, 2, |trial| {
|
||||
let x = x_param.suggest(trial).map_err(|e| e.to_string())?;
|
||||
call_count.set(call_count.get() + 1);
|
||||
// Fail first attempt of each config, succeed on retry
|
||||
if call_count.get() % 2 == 1 {
|
||||
Err::<f64, _>("transient".to_string())
|
||||
} else {
|
||||
Ok(x * x)
|
||||
}
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
// 3 unique configs, each needing 2 calls = 6 total calls
|
||||
assert_eq!(call_count.get(), 6);
|
||||
// But only 3 completed trials
|
||||
assert_eq!(study.n_trials(), 3);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_retries_with_zero_max_retries_same_as_optimize() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let x_param = FloatParam::new(0.0, 10.0);
|
||||
let call_count = std::cell::Cell::new(0u32);
|
||||
|
||||
study
|
||||
.optimize_with_retries(5, 0, |trial| {
|
||||
let x = x_param.suggest(trial)?;
|
||||
call_count.set(call_count.get() + 1);
|
||||
Ok::<_, Error>(x * x)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
assert_eq!(call_count.get(), 5);
|
||||
assert_eq!(study.n_trials(), 5);
|
||||
}
|
||||
|
||||
// =============================================================================
|
||||
// Tests: IntoIterator for &Study
|
||||
// =============================================================================
|
||||
|
||||
#[test]
|
||||
fn test_into_iterator_iterates_all_trials() {
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
|
||||
let x_param = FloatParam::new(0.0, 10.0);
|
||||
|
||||
for _ in 0..5 {
|
||||
let mut trial = study.create_trial();
|
||||
let x = x_param.suggest(&mut trial).unwrap();
|
||||
study.complete_trial(trial, x * x);
|
||||
}
|
||||
|
||||
let mut count = 0;
|
||||
for trial in &study {
|
||||
assert_eq!(trial.state, optimizer::TrialState::Complete);
|
||||
count += 1;
|
||||
}
|
||||
assert_eq!(count, 5);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_into_iterator_empty_study() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
|
||||
let count = (&study).into_iter().count();
|
||||
assert_eq!(count, 0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_into_iterator_preserves_insertion_order() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
|
||||
for i in 0..3 {
|
||||
let trial = study.create_trial();
|
||||
study.complete_trial(trial, f64::from(i));
|
||||
}
|
||||
|
||||
let ids: Vec<u64> = (&study).into_iter().map(|t| t.id).collect();
|
||||
assert_eq!(ids, vec![0, 1, 2]);
|
||||
}
|
||||
|
||||
// =============================================================================
|
||||
// Tests: Constraint handling
|
||||
// =============================================================================
|
||||
|
||||
#[test]
|
||||
fn test_is_feasible_all_satisfied() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let mut trial = study.create_trial();
|
||||
trial.set_constraints(vec![-1.0, 0.0, -0.5]);
|
||||
study.complete_trial(trial, 1.0);
|
||||
|
||||
let completed = study.best_trial().unwrap();
|
||||
assert!(completed.is_feasible());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_is_feasible_one_violated() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let mut trial = study.create_trial();
|
||||
trial.set_constraints(vec![-1.0, 0.5, -0.5]);
|
||||
study.complete_trial(trial, 1.0);
|
||||
|
||||
let completed = study.best_trial().unwrap();
|
||||
assert!(!completed.is_feasible());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_is_feasible_empty_constraints() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let trial = study.create_trial();
|
||||
study.complete_trial(trial, 1.0);
|
||||
|
||||
let completed = study.best_trial().unwrap();
|
||||
assert!(completed.is_feasible());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_best_trial_prefers_feasible() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
|
||||
// Infeasible trial with better objective
|
||||
let mut trial1 = study.create_trial();
|
||||
trial1.set_constraints(vec![1.0]);
|
||||
study.complete_trial(trial1, 0.1);
|
||||
|
||||
// Feasible trial with worse objective
|
||||
let mut trial2 = study.create_trial();
|
||||
trial2.set_constraints(vec![-1.0]);
|
||||
study.complete_trial(trial2, 100.0);
|
||||
|
||||
let best = study.best_trial().unwrap();
|
||||
assert_eq!(best.id, 1); // feasible trial wins
|
||||
assert_eq!(best.value, 100.0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_best_trial_feasible_by_objective() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
|
||||
// Feasible, worse objective
|
||||
let mut trial1 = study.create_trial();
|
||||
trial1.set_constraints(vec![-1.0]);
|
||||
study.complete_trial(trial1, 10.0);
|
||||
|
||||
// Feasible, better objective
|
||||
let mut trial2 = study.create_trial();
|
||||
trial2.set_constraints(vec![-0.5]);
|
||||
study.complete_trial(trial2, 2.0);
|
||||
|
||||
let best = study.best_trial().unwrap();
|
||||
assert_eq!(best.id, 1); // lower objective wins among feasible
|
||||
assert_eq!(best.value, 2.0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_top_trials_ranks_feasible_above_infeasible() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
|
||||
// Infeasible, low violation
|
||||
let mut t0 = study.create_trial();
|
||||
t0.set_constraints(vec![0.5]);
|
||||
study.complete_trial(t0, 1.0);
|
||||
|
||||
// Feasible, worst objective among feasible
|
||||
let mut t1 = study.create_trial();
|
||||
t1.set_constraints(vec![-1.0]);
|
||||
study.complete_trial(t1, 50.0);
|
||||
|
||||
// Feasible, best objective among feasible
|
||||
let mut t2 = study.create_trial();
|
||||
t2.set_constraints(vec![-0.1]);
|
||||
study.complete_trial(t2, 5.0);
|
||||
|
||||
// Infeasible, high violation
|
||||
let mut t3 = study.create_trial();
|
||||
t3.set_constraints(vec![3.0]);
|
||||
study.complete_trial(t3, 0.5);
|
||||
|
||||
let top = study.top_trials(4);
|
||||
let ids: Vec<u64> = top.iter().map(|t| t.id).collect();
|
||||
// Feasible sorted by objective first (5.0, 50.0), then infeasible by violation (0.5, 3.0)
|
||||
assert_eq!(ids, vec![2, 1, 0, 3]);
|
||||
}
|
||||
|
||||
@@ -0,0 +1,393 @@
|
||||
//! Integration tests for multi-objective optimization.
|
||||
|
||||
use optimizer::Direction;
|
||||
use optimizer::multi_objective::MultiObjectiveStudy;
|
||||
use optimizer::parameter::{CategoricalParam, FloatParam, Parameter};
|
||||
use optimizer::sampler::nsga2::Nsga2Sampler;
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Pareto utility tests (via public MultiObjectiveStudy)
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
#[test]
|
||||
fn test_basic_two_objective_random() {
|
||||
let study = MultiObjectiveStudy::new(vec![Direction::Minimize, Direction::Minimize]);
|
||||
let x = FloatParam::new(0.0, 1.0);
|
||||
|
||||
study
|
||||
.optimize(30, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(vec![xv, 1.0 - xv])
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let front = study.pareto_front();
|
||||
assert!(!front.is_empty(), "Pareto front should be non-empty");
|
||||
|
||||
// Verify no solution in the front dominates another
|
||||
for a in &front {
|
||||
for b in &front {
|
||||
if core::ptr::eq(a, b) {
|
||||
continue;
|
||||
}
|
||||
let a_dom_b = a.values[0] <= b.values[0]
|
||||
&& a.values[1] <= b.values[1]
|
||||
&& (a.values[0] < b.values[0] || a.values[1] < b.values[1]);
|
||||
assert!(
|
||||
!a_dom_b,
|
||||
"Front solution {:?} dominates {:?}",
|
||||
a.values, b.values
|
||||
);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_dimension_mismatch_error() {
|
||||
let study = MultiObjectiveStudy::new(vec![Direction::Minimize, Direction::Minimize]);
|
||||
let x = FloatParam::new(0.0, 1.0);
|
||||
|
||||
let result = study.optimize(1, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
// Return wrong number of values
|
||||
Ok::<_, optimizer::Error>(vec![xv])
|
||||
});
|
||||
|
||||
assert!(result.is_err());
|
||||
let err = result.unwrap_err();
|
||||
assert!(
|
||||
matches!(
|
||||
err,
|
||||
optimizer::Error::ObjectiveDimensionMismatch {
|
||||
expected: 2,
|
||||
got: 1
|
||||
}
|
||||
),
|
||||
"Expected ObjectiveDimensionMismatch, got: {err}"
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_ask_tell() {
|
||||
let study = MultiObjectiveStudy::new(vec![Direction::Minimize, Direction::Maximize]);
|
||||
let x = FloatParam::new(0.0, 10.0);
|
||||
|
||||
for _ in 0..10 {
|
||||
let mut trial = study.ask();
|
||||
let xv = x.suggest(&mut trial).unwrap();
|
||||
study
|
||||
.tell(trial, Ok::<_, &str>(vec![xv, 10.0 - xv]))
|
||||
.unwrap();
|
||||
}
|
||||
|
||||
assert_eq!(study.n_trials(), 10);
|
||||
let front = study.pareto_front();
|
||||
assert!(!front.is_empty());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_ask_tell_dimension_mismatch() {
|
||||
let study = MultiObjectiveStudy::new(vec![Direction::Minimize, Direction::Minimize]);
|
||||
let trial = study.ask();
|
||||
let result = study.tell(trial, Ok::<_, &str>(vec![1.0, 2.0, 3.0]));
|
||||
assert!(result.is_err());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_n_trials_counting() {
|
||||
let study = MultiObjectiveStudy::new(vec![Direction::Minimize, Direction::Minimize]);
|
||||
assert_eq!(study.n_trials(), 0);
|
||||
|
||||
let x = FloatParam::new(0.0, 1.0);
|
||||
|
||||
study
|
||||
.optimize(5, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(vec![xv, 1.0 - xv])
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
assert_eq!(study.n_trials(), 5);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_three_objectives() {
|
||||
let study = MultiObjectiveStudy::new(vec![
|
||||
Direction::Minimize,
|
||||
Direction::Minimize,
|
||||
Direction::Maximize,
|
||||
]);
|
||||
let x = FloatParam::new(0.0, 1.0);
|
||||
let y = FloatParam::new(0.0, 1.0);
|
||||
|
||||
study
|
||||
.optimize(30, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
let yv = y.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(vec![xv, yv, 1.0 - xv - yv])
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let front = study.pareto_front();
|
||||
assert!(!front.is_empty());
|
||||
assert_eq!(study.n_objectives(), 3);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_directions_accessor() {
|
||||
let dirs = vec![Direction::Minimize, Direction::Maximize];
|
||||
let study = MultiObjectiveStudy::new(dirs.clone());
|
||||
assert_eq!(study.directions(), &dirs);
|
||||
assert_eq!(study.n_objectives(), 2);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_trials_accessor() {
|
||||
let study = MultiObjectiveStudy::new(vec![Direction::Minimize, Direction::Minimize]);
|
||||
let x = FloatParam::new(0.0, 1.0);
|
||||
|
||||
study
|
||||
.optimize(3, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(vec![xv, 1.0 - xv])
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let trials = study.trials();
|
||||
assert_eq!(trials.len(), 3);
|
||||
for t in &trials {
|
||||
assert_eq!(t.values.len(), 2);
|
||||
}
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// NSGA-II sampler tests
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
#[test]
|
||||
fn test_nsga2_zdt1() {
|
||||
// ZDT1 benchmark: minimize both objectives
|
||||
let n_vars = 5;
|
||||
let params: Vec<FloatParam> = (0..n_vars).map(|_| FloatParam::new(0.0, 1.0)).collect();
|
||||
|
||||
let sampler = Nsga2Sampler::builder().population_size(20).seed(42).build();
|
||||
let study =
|
||||
MultiObjectiveStudy::with_sampler(vec![Direction::Minimize, Direction::Minimize], sampler);
|
||||
|
||||
study
|
||||
.optimize(200, |trial| {
|
||||
let xs: Vec<f64> = params
|
||||
.iter()
|
||||
.map(|p| p.suggest(trial))
|
||||
.collect::<Result<_, _>>()?;
|
||||
|
||||
let f1 = xs[0];
|
||||
let g = 1.0 + 9.0 * xs[1..].iter().sum::<f64>() / (n_vars - 1) as f64;
|
||||
let f2 = g * (1.0 - (f1 / g).sqrt());
|
||||
Ok::<_, optimizer::Error>(vec![f1, f2])
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let front = study.pareto_front();
|
||||
assert!(!front.is_empty(), "Pareto front should be non-empty");
|
||||
|
||||
// Verify no dominated solutions in the front
|
||||
for a in &front {
|
||||
for b in &front {
|
||||
if core::ptr::eq(a, b) {
|
||||
continue;
|
||||
}
|
||||
let a_dom_b = a.values[0] <= b.values[0]
|
||||
&& a.values[1] <= b.values[1]
|
||||
&& (a.values[0] < b.values[0] || a.values[1] < b.values[1]);
|
||||
assert!(
|
||||
!a_dom_b,
|
||||
"Front solution {:?} dominates {:?}",
|
||||
a.values, b.values
|
||||
);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_nsga2_with_seed_reproducible() {
|
||||
let x = FloatParam::new(0.0, 1.0);
|
||||
let y = FloatParam::new(0.0, 1.0);
|
||||
|
||||
let run = |seed: u64| -> Vec<Vec<f64>> {
|
||||
let sampler = Nsga2Sampler::with_seed(seed);
|
||||
let study = MultiObjectiveStudy::with_sampler(
|
||||
vec![Direction::Minimize, Direction::Minimize],
|
||||
sampler,
|
||||
);
|
||||
study
|
||||
.optimize(30, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
let yv = y.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(vec![xv, yv])
|
||||
})
|
||||
.unwrap();
|
||||
study.trials().iter().map(|t| t.values.clone()).collect()
|
||||
};
|
||||
|
||||
let r1 = run(123);
|
||||
let r2 = run(123);
|
||||
assert_eq!(r1, r2, "Same seed should produce same results");
|
||||
|
||||
let r3 = run(456);
|
||||
assert_ne!(r1, r3, "Different seeds should produce different results");
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_nsga2_builder() {
|
||||
let sampler = Nsga2Sampler::builder()
|
||||
.population_size(10)
|
||||
.crossover_prob(0.8)
|
||||
.crossover_eta(15.0)
|
||||
.mutation_eta(25.0)
|
||||
.seed(42)
|
||||
.build();
|
||||
|
||||
let study =
|
||||
MultiObjectiveStudy::with_sampler(vec![Direction::Minimize, Direction::Minimize], sampler);
|
||||
let x = FloatParam::new(0.0, 1.0);
|
||||
|
||||
study
|
||||
.optimize(30, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(vec![xv, 1.0 - xv])
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
assert_eq!(study.n_trials(), 30);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_nsga2_categorical_params() {
|
||||
let sampler = Nsga2Sampler::with_seed(42);
|
||||
let study =
|
||||
MultiObjectiveStudy::with_sampler(vec![Direction::Minimize, Direction::Minimize], sampler);
|
||||
|
||||
let x = FloatParam::new(0.0, 1.0);
|
||||
let cat = CategoricalParam::new(vec!["a", "b", "c"]);
|
||||
|
||||
study
|
||||
.optimize(30, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
let cv = cat.suggest(trial)?;
|
||||
let bonus = match cv {
|
||||
"a" => 0.0,
|
||||
"b" => 0.5,
|
||||
_ => 1.0,
|
||||
};
|
||||
Ok::<_, optimizer::Error>(vec![xv + bonus, 1.0 - xv])
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
assert_eq!(study.n_trials(), 30);
|
||||
let front = study.pareto_front();
|
||||
assert!(!front.is_empty());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_nsga2_constraints() {
|
||||
let sampler = Nsga2Sampler::with_seed(42);
|
||||
let study =
|
||||
MultiObjectiveStudy::with_sampler(vec![Direction::Minimize, Direction::Minimize], sampler);
|
||||
|
||||
let x = FloatParam::new(0.0, 1.0);
|
||||
|
||||
study
|
||||
.optimize(50, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
// Constraint: x >= 0.3 (i.e. 0.3 - x <= 0)
|
||||
trial.set_constraints(vec![0.3 - xv]);
|
||||
Ok::<_, optimizer::Error>(vec![xv, 1.0 - xv])
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let front = study.pareto_front();
|
||||
assert!(!front.is_empty());
|
||||
|
||||
// Check that feasible solutions exist on the front
|
||||
let feasible_count = front.iter().filter(|t| t.is_feasible()).count();
|
||||
assert!(
|
||||
feasible_count > 0,
|
||||
"Should have feasible solutions on front"
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_multi_objective_trial_get() {
|
||||
let study = MultiObjectiveStudy::new(vec![Direction::Minimize, Direction::Minimize]);
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
|
||||
study
|
||||
.optimize(5, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(vec![xv, 10.0 - xv])
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let front = study.pareto_front();
|
||||
for t in &front {
|
||||
let xv: f64 = t.get(&x).unwrap();
|
||||
assert!((0.0..=10.0).contains(&xv));
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_multi_objective_trial_is_feasible() {
|
||||
let study = MultiObjectiveStudy::new(vec![Direction::Minimize, Direction::Minimize]);
|
||||
let x = FloatParam::new(0.0, 1.0);
|
||||
|
||||
study
|
||||
.optimize(10, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
trial.set_constraints(vec![0.5 - xv]); // feasible if x >= 0.5
|
||||
Ok::<_, optimizer::Error>(vec![xv, 1.0 - xv])
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let trials = study.trials();
|
||||
for t in &trials {
|
||||
let xv = t.values[0];
|
||||
if xv >= 0.5 {
|
||||
assert!(t.is_feasible());
|
||||
} else {
|
||||
assert!(!t.is_feasible());
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_multi_objective_trial_user_attrs() {
|
||||
let study = MultiObjectiveStudy::new(vec![Direction::Minimize, Direction::Minimize]);
|
||||
let x = FloatParam::new(0.0, 1.0);
|
||||
|
||||
study
|
||||
.optimize(3, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
trial.set_user_attr("iteration", 42_i64);
|
||||
Ok::<_, optimizer::Error>(vec![xv, 1.0 - xv])
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let trials = study.trials();
|
||||
for t in &trials {
|
||||
assert!(t.user_attr("iteration").is_some());
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_tell_with_failure() {
|
||||
let study = MultiObjectiveStudy::new(vec![Direction::Minimize, Direction::Minimize]);
|
||||
|
||||
let trial = study.ask();
|
||||
study
|
||||
.tell(trial, Err::<Vec<f64>, _>("evaluation failed"))
|
||||
.unwrap();
|
||||
|
||||
// Failed trial not counted
|
||||
assert_eq!(study.n_trials(), 0);
|
||||
}
|
||||
@@ -0,0 +1,295 @@
|
||||
#![cfg(feature = "serde")]
|
||||
|
||||
use std::collections::HashMap;
|
||||
|
||||
use optimizer::parameter::{FloatParam, IntParam, Parameter};
|
||||
use optimizer::sampler::CompletedTrial;
|
||||
use optimizer::{Direction, ParamValue, Study, StudySnapshot, TrialState};
|
||||
|
||||
#[test]
|
||||
fn round_trip_save_load() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let x = FloatParam::new(-10.0, 10.0).name("x");
|
||||
let n = IntParam::new(1, 100).name("n");
|
||||
|
||||
study
|
||||
.optimize(5, |trial| {
|
||||
let x_val = x.suggest(trial)?;
|
||||
let n_val = n.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(x_val * x_val + n_val as f64)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let dir = tempdir();
|
||||
let path = dir.join("study.json");
|
||||
|
||||
study.save(&path).unwrap();
|
||||
let loaded: Study<f64> = Study::load(&path).unwrap();
|
||||
|
||||
assert_eq!(loaded.direction(), study.direction());
|
||||
assert_eq!(loaded.n_trials(), study.n_trials());
|
||||
|
||||
let orig_trials = study.trials();
|
||||
let loaded_trials = loaded.trials();
|
||||
|
||||
for (orig, loaded) in orig_trials.iter().zip(loaded_trials.iter()) {
|
||||
assert_eq!(orig.id, loaded.id);
|
||||
assert!((orig.value - loaded.value).abs() < 1e-10);
|
||||
assert_eq!(orig.state, loaded.state);
|
||||
assert_eq!(orig.params.len(), loaded.params.len());
|
||||
assert_eq!(orig.distributions, loaded.distributions);
|
||||
assert_eq!(orig.param_labels, loaded.param_labels);
|
||||
}
|
||||
|
||||
// Clean up
|
||||
std::fs::remove_dir_all(&dir).ok();
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn json_output_is_human_readable() {
|
||||
let study: Study<f64> = Study::new(Direction::Maximize);
|
||||
let x = FloatParam::new(0.0, 1.0).name("x");
|
||||
|
||||
study
|
||||
.optimize(2, |trial| {
|
||||
let v = x.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(v)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let dir = tempdir();
|
||||
let path = dir.join("study.json");
|
||||
study.save(&path).unwrap();
|
||||
|
||||
let contents = std::fs::read_to_string(&path).unwrap();
|
||||
|
||||
// Verify it's pretty-printed JSON with recognizable fields
|
||||
assert!(contents.contains("\"version\""));
|
||||
assert!(contents.contains("\"direction\""));
|
||||
assert!(contents.contains("\"trials\""));
|
||||
assert!(contents.contains("\"next_trial_id\""));
|
||||
assert!(contents.contains("\"Maximize\""));
|
||||
|
||||
std::fs::remove_dir_all(&dir).ok();
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn round_trip_empty_study() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
|
||||
let dir = tempdir();
|
||||
let path = dir.join("empty.json");
|
||||
|
||||
study.save(&path).unwrap();
|
||||
let loaded: Study<f64> = Study::load(&path).unwrap();
|
||||
|
||||
assert_eq!(loaded.direction(), Direction::Minimize);
|
||||
assert_eq!(loaded.n_trials(), 0);
|
||||
|
||||
std::fs::remove_dir_all(&dir).ok();
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn snapshot_version_field_is_present() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
|
||||
let dir = tempdir();
|
||||
let path = dir.join("version.json");
|
||||
study.save(&path).unwrap();
|
||||
|
||||
let contents = std::fs::read_to_string(&path).unwrap();
|
||||
let snapshot: StudySnapshot<f64> = serde_json::from_str(&contents).unwrap();
|
||||
|
||||
assert_eq!(snapshot.version, 1);
|
||||
|
||||
std::fs::remove_dir_all(&dir).ok();
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn completed_trial_serde_round_trip() {
|
||||
let trial = CompletedTrial::new(42, HashMap::new(), HashMap::new(), HashMap::new(), 2.78);
|
||||
|
||||
let json = serde_json::to_string(&trial).unwrap();
|
||||
let deserialized: CompletedTrial<f64> = serde_json::from_str(&json).unwrap();
|
||||
|
||||
assert_eq!(deserialized.id, 42);
|
||||
assert_eq!(deserialized.value, 2.78);
|
||||
assert_eq!(deserialized.state, TrialState::Complete);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn param_value_serde_round_trip() {
|
||||
let values = vec![
|
||||
ParamValue::Float(1.23),
|
||||
ParamValue::Int(42),
|
||||
ParamValue::Categorical(2),
|
||||
];
|
||||
|
||||
for val in &values {
|
||||
let json = serde_json::to_string(val).unwrap();
|
||||
let deserialized: ParamValue = serde_json::from_str(&json).unwrap();
|
||||
assert_eq!(&deserialized, val);
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn direction_serde_round_trip() {
|
||||
let min_json = serde_json::to_string(&Direction::Minimize).unwrap();
|
||||
let max_json = serde_json::to_string(&Direction::Maximize).unwrap();
|
||||
|
||||
assert_eq!(
|
||||
serde_json::from_str::<Direction>(&min_json).unwrap(),
|
||||
Direction::Minimize
|
||||
);
|
||||
assert_eq!(
|
||||
serde_json::from_str::<Direction>(&max_json).unwrap(),
|
||||
Direction::Maximize
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn round_trip_preserves_trial_id_counter() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let x = FloatParam::new(0.0, 1.0);
|
||||
|
||||
study
|
||||
.optimize(10, |trial| {
|
||||
let v = x.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(v)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let dir = tempdir();
|
||||
let path = dir.join("counter.json");
|
||||
study.save(&path).unwrap();
|
||||
|
||||
let loaded: Study<f64> = Study::load(&path).unwrap();
|
||||
|
||||
// Creating a new trial should use an ID >= 10
|
||||
let trial = loaded.create_trial();
|
||||
assert!(trial.id() >= 10);
|
||||
|
||||
std::fs::remove_dir_all(&dir).ok();
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn checkpoint_file_created_at_interval() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let x = FloatParam::new(-10.0, 10.0).name("x");
|
||||
|
||||
let dir = tempdir();
|
||||
let checkpoint = dir.join("checkpoint.json");
|
||||
|
||||
study
|
||||
.optimize_with_checkpoint(10, 3, &checkpoint, |trial| {
|
||||
let v = x.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(v * v)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
// Checkpoint should exist (written at trials 3, 6, 9)
|
||||
assert!(checkpoint.exists(), "checkpoint file was not created");
|
||||
|
||||
// Load it and verify it's valid
|
||||
let loaded: Study<f64> = Study::load(&checkpoint).unwrap();
|
||||
// Last checkpoint was at trial 9, so it should have 9 trials
|
||||
assert_eq!(loaded.n_trials(), 9);
|
||||
|
||||
std::fs::remove_dir_all(&dir).ok();
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn checkpoint_overwrites_previous() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let x = FloatParam::new(0.0, 1.0);
|
||||
|
||||
let dir = tempdir();
|
||||
let checkpoint = dir.join("checkpoint.json");
|
||||
|
||||
study
|
||||
.optimize_with_checkpoint(6, 3, &checkpoint, |trial| {
|
||||
let v = x.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(v)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
// The checkpoint at trial 6 should overwrite the one from trial 3
|
||||
let loaded: Study<f64> = Study::load(&checkpoint).unwrap();
|
||||
assert_eq!(loaded.n_trials(), 6);
|
||||
|
||||
std::fs::remove_dir_all(&dir).ok();
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn resume_from_checkpoint_continues_trial_ids() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let x = FloatParam::new(-5.0, 5.0).name("x");
|
||||
|
||||
let dir = tempdir();
|
||||
let checkpoint = dir.join("resume.json");
|
||||
|
||||
// Run 10 trials with checkpointing
|
||||
study
|
||||
.optimize_with_checkpoint(10, 5, &checkpoint, |trial| {
|
||||
let v = x.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(v * v)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
// Load and continue
|
||||
let loaded: Study<f64> = Study::load(&checkpoint).unwrap();
|
||||
assert_eq!(loaded.n_trials(), 10);
|
||||
|
||||
let remaining = 15 - loaded.n_trials();
|
||||
loaded
|
||||
.optimize(remaining, |trial| {
|
||||
let v = x.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(v * v)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
assert_eq!(loaded.n_trials(), 15);
|
||||
|
||||
// Verify no duplicate trial IDs
|
||||
let trials = loaded.trials();
|
||||
let mut ids: Vec<u64> = trials.iter().map(|t| t.id).collect();
|
||||
ids.sort_unstable();
|
||||
ids.dedup();
|
||||
assert_eq!(ids.len(), 15, "duplicate trial IDs found");
|
||||
|
||||
std::fs::remove_dir_all(&dir).ok();
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn atomic_write_no_temp_file_left_behind() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
let x = FloatParam::new(0.0, 1.0);
|
||||
|
||||
let dir = tempdir();
|
||||
let checkpoint = dir.join("atomic.json");
|
||||
|
||||
study
|
||||
.optimize_with_checkpoint(3, 3, &checkpoint, |trial| {
|
||||
let v = x.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(v)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
// The temp file should have been renamed, not left behind
|
||||
let tmp_path = dir.join(".atomic.json.tmp");
|
||||
assert!(!tmp_path.exists(), "temp file was not cleaned up");
|
||||
assert!(checkpoint.exists(), "checkpoint file was not created");
|
||||
|
||||
std::fs::remove_dir_all(&dir).ok();
|
||||
}
|
||||
|
||||
/// Helper to create a unique temporary directory.
|
||||
fn tempdir() -> std::path::PathBuf {
|
||||
use std::sync::atomic::{AtomicU64, Ordering};
|
||||
static COUNTER: AtomicU64 = AtomicU64::new(0);
|
||||
let id = COUNTER.fetch_add(1, Ordering::Relaxed);
|
||||
let dir =
|
||||
std::env::temp_dir().join(format!("optimizer_serde_test_{}_{id}", std::process::id()));
|
||||
std::fs::create_dir_all(&dir).unwrap();
|
||||
dir
|
||||
}
|
||||
@@ -0,0 +1,45 @@
|
||||
#[path = "../benches/test_functions.rs"]
|
||||
mod test_functions;
|
||||
|
||||
use test_functions::*;
|
||||
|
||||
const TOL: f64 = 1e-10;
|
||||
|
||||
#[test]
|
||||
fn sphere_at_optimum() {
|
||||
assert!(sphere(&[0.0, 0.0]).abs() < TOL);
|
||||
assert!(sphere(&[0.0; 10]).abs() < TOL);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn rosenbrock_at_optimum() {
|
||||
assert!(rosenbrock(&[1.0, 1.0]).abs() < TOL);
|
||||
assert!(rosenbrock(&[1.0; 5]).abs() < TOL);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn rastrigin_at_optimum() {
|
||||
assert!(rastrigin(&[0.0, 0.0]).abs() < TOL);
|
||||
assert!(rastrigin(&[0.0; 10]).abs() < TOL);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn ackley_at_optimum() {
|
||||
assert!(ackley(&[0.0, 0.0]).abs() < 1e-8);
|
||||
assert!(ackley(&[0.0; 10]).abs() < 1e-8);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn branin_at_optimum() {
|
||||
let target = 0.397_887_357_729_738_1;
|
||||
let val = branin(&[std::f64::consts::PI, 2.275]);
|
||||
assert!((val - target).abs() < 1e-3);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn hartmann6_at_optimum() {
|
||||
let target = -3.3224;
|
||||
let x_opt = [0.20169, 0.150011, 0.476874, 0.275332, 0.311652, 0.6573];
|
||||
let val = hartmann6(&x_opt);
|
||||
assert!((val - target).abs() < 0.01);
|
||||
}
|
||||
@@ -0,0 +1,182 @@
|
||||
#![cfg(feature = "visualization")]
|
||||
|
||||
use optimizer::parameter::{FloatParam, IntParam, Parameter};
|
||||
use optimizer::sampler::random::RandomSampler;
|
||||
use optimizer::{Direction, Study, generate_html_report};
|
||||
|
||||
#[test]
|
||||
fn html_report_creates_file() {
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
let y = IntParam::new(1, 5).name("y");
|
||||
|
||||
study
|
||||
.optimize(10, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
let yv = y.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(xv + yv as f64)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let path = std::env::temp_dir().join("test_report_creates_file.html");
|
||||
generate_html_report(&study, &path).unwrap();
|
||||
|
||||
let content = std::fs::read_to_string(&path).unwrap();
|
||||
assert!(content.contains("<!DOCTYPE html>"));
|
||||
assert!(content.contains("plotly"));
|
||||
std::fs::remove_file(&path).ok();
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn html_report_contains_all_chart_sections() {
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
let y = FloatParam::new(-5.0, 5.0).name("y");
|
||||
|
||||
study
|
||||
.optimize(20, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
let yv = y.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(xv * xv + yv * yv)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let path = std::env::temp_dir().join("test_report_all_charts.html");
|
||||
generate_html_report(&study, &path).unwrap();
|
||||
|
||||
let content = std::fs::read_to_string(&path).unwrap();
|
||||
|
||||
// Should contain all chart divs.
|
||||
assert!(content.contains("id=\"history\""));
|
||||
assert!(content.contains("id=\"slices\""));
|
||||
assert!(content.contains("id=\"parcoords\""));
|
||||
assert!(content.contains("id=\"importance\""));
|
||||
assert!(content.contains("id=\"timeline\""));
|
||||
|
||||
// Should contain chart titles.
|
||||
assert!(content.contains("Optimization History"));
|
||||
assert!(content.contains("Slice Plots"));
|
||||
assert!(content.contains("Parallel Coordinates"));
|
||||
assert!(content.contains("Parameter Importance"));
|
||||
assert!(content.contains("Trial Timeline"));
|
||||
|
||||
// Should show direction and trial count.
|
||||
assert!(content.contains("Minimize"));
|
||||
assert!(content.contains("20 trials"));
|
||||
|
||||
std::fs::remove_file(&path).ok();
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn html_report_empty_study() {
|
||||
let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
|
||||
let path = std::env::temp_dir().join("test_report_empty.html");
|
||||
generate_html_report(&study, &path).unwrap();
|
||||
|
||||
let content = std::fs::read_to_string(&path).unwrap();
|
||||
assert!(content.contains("<!DOCTYPE html>"));
|
||||
assert!(content.contains("0 trials"));
|
||||
|
||||
std::fs::remove_file(&path).ok();
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn html_report_single_param_no_parcoords() {
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
|
||||
study
|
||||
.optimize(5, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(xv * xv)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let path = std::env::temp_dir().join("test_report_single_param.html");
|
||||
generate_html_report(&study, &path).unwrap();
|
||||
|
||||
let content = std::fs::read_to_string(&path).unwrap();
|
||||
|
||||
// Should have slice plot but not parallel coordinates (needs >= 2 params).
|
||||
assert!(content.contains("id=\"slices\""));
|
||||
assert!(!content.contains("id=\"parcoords\""));
|
||||
|
||||
std::fs::remove_file(&path).ok();
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn html_report_maximize_direction() {
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Maximize, RandomSampler::with_seed(42));
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
|
||||
study
|
||||
.optimize(5, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(xv)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let path = std::env::temp_dir().join("test_report_maximize.html");
|
||||
generate_html_report(&study, &path).unwrap();
|
||||
|
||||
let content = std::fs::read_to_string(&path).unwrap();
|
||||
assert!(content.contains("Maximize"));
|
||||
|
||||
std::fs::remove_file(&path).ok();
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn export_html_convenience_method() {
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
|
||||
study
|
||||
.optimize(5, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
Ok::<_, optimizer::Error>(xv * xv)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let path = std::env::temp_dir().join("test_export_html.html");
|
||||
study.export_html(&path).unwrap();
|
||||
|
||||
let content = std::fs::read_to_string(&path).unwrap();
|
||||
assert!(content.contains("<!DOCTYPE html>"));
|
||||
assert!(content.contains("id=\"history\""));
|
||||
|
||||
std::fs::remove_file(&path).ok();
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn html_report_with_intermediate_values() {
|
||||
use optimizer::pruner::MedianPruner;
|
||||
|
||||
let mut study: Study<f64> =
|
||||
Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
|
||||
study.set_pruner(MedianPruner::new(Direction::Minimize));
|
||||
let x = FloatParam::new(0.0, 10.0).name("x");
|
||||
|
||||
study
|
||||
.optimize(10, |trial| {
|
||||
let xv = x.suggest(trial)?;
|
||||
for step in 0..5 {
|
||||
let val = xv * xv + step as f64;
|
||||
trial.report(step, val);
|
||||
if trial.should_prune() {
|
||||
return Err(optimizer::TrialPruned.into());
|
||||
}
|
||||
}
|
||||
Ok::<_, optimizer::Error>(xv * xv)
|
||||
})
|
||||
.unwrap();
|
||||
|
||||
let path = std::env::temp_dir().join("test_report_intermediate.html");
|
||||
generate_html_report(&study, &path).unwrap();
|
||||
|
||||
let content = std::fs::read_to_string(&path).unwrap();
|
||||
assert!(content.contains("id=\"intermediate\""));
|
||||
assert!(content.contains("Intermediate Values"));
|
||||
|
||||
std::fs::remove_file(&path).ok();
|
||||
}
|
||||
Reference in New Issue
Block a user