20 Commits

Author SHA1 Message Date
Manuel Raimann 3581187cd3 chore: release v0.9.1 2026-02-12 08:17:28 +01:00
Manuel Raimann 349ffcbed3 fix: update journal file handling to support reading and writing 2026-02-12 08:13:48 +01:00
Manuel Raimann 88e2ac0ff0 chore: release v0.9.0 2026-02-12 00:01:44 +01:00
Manuel Raimann d122582bf7 Revert "feat: add SQLite storage backend for multi-process optimization"
This reverts commit ed80c59795.

# Conflicts:
#	src/lib.rs
#	src/storage/sqlite.rs
2026-02-12 00:01:27 +01:00
Manuel Raimann 705687a42e feat: add NSGA-III and MOEA/D samplers for many-objective optimization
Extract shared evolutionary algorithm infrastructure (genetic operators,
candidate management, Das-Dennis reference points) from NSGA-II into a
new genetic.rs module, then build two new multi-objective samplers on top:

- NSGA-III: reference-point-based niching for well-distributed fronts
  on 3+ objective problems (Das-Dennis structured points, normalization,
  perpendicular distance association, niching selection)

- MOEA/D: decomposition-based optimization with three scalarization
  methods (Tchebycheff, WeightedSum, PBI), weight-vector neighborhoods,
  and neighborhood-based mating selection

Both implement MultiObjectiveSampler with builder pattern, seeded RNG,
and SBX crossover / polynomial mutation via the shared genetic module.
2026-02-11 23:53:20 +01:00
Manuel Raimann 03deedd775 feat: add Zlib license to deny.toml 2026-02-11 23:40:22 +01:00
Manuel Raimann 047a788afd fix: remove unnecessary feature flag for visualization example in CI 2026-02-11 23:39:43 +01:00
Manuel Raimann d2e36ec304 refactor: move next_trial_id counter from Study into Storage trait 2026-02-11 23:32:15 +01:00
Manuel Raimann d14f4e0792 feat: add StudyBuilder for fluent study construction 2026-02-11 23:23:56 +01:00
Manuel Raimann ed80c59795 feat: add SQLite storage backend for multi-process optimization 2026-02-11 23:21:47 +01:00
Manuel Raimann ed1e9e31da fix: use atomic counter for temp paths in journal tests
On Windows, SystemTime::now().as_nanos() has ~15ms resolution,
causing parallel tests to generate identical file paths and
corrupt each other's data.
2026-02-11 23:17:09 +01:00
Manuel Raimann 36c6262dbc refactor: remove visualization and fanova feature flags
Always build visualization and fanova code unconditionally.
2026-02-11 23:06:28 +01:00
Manuel Raimann 0c295b4bc7 ci: simplify test command by removing feature matrix 2026-02-11 23:03:38 +01:00
Manuel Raimann 0a6f2345a8 feat: add Storage trait and JSONL journal backend
Replace the internal Vec<CompletedTrial<V>> with a pluggable Storage<V>
trait. MemoryStorage is the default (no behavior change for existing
users). Behind the `journal` feature flag, JournalStorage persists
trials to a JSONL file with fs2 file locking for multi-process safety.

- Storage<V> trait with push(), trials_arc(), refresh() methods
- MemoryStorage<V> wraps Arc<RwLock<Vec<CompletedTrial<V>>>>
- JournalStorage<V> appends JSON lines with exclusive file locks
- Study::with_sampler_and_storage() general constructor
- Study::with_journal() convenience constructor (journal feature)
- Refresh from storage on create_trial() for multi-process discovery
- MSRV bumped to 1.89
2026-02-11 22:58:38 +01:00
Manuel Raimann 24a0bdd473 feat: add Differential Evolution sampler
Population-based optimizer with mutation + crossover. Supports three
strategies (Rand1, Best1, CurrentToBest1), configurable F and CR,
and auto-sized populations. No extra dependencies needed.
2026-02-11 22:04:23 +01:00
Manuel Raimann 8239cc58a1 refactor: replace rand 0.10 with fastrand 2.3
fastrand is smaller, faster, and has no dependencies. Add rng_util
helper for f64 range generation since fastrand lacks a built-in
equivalent. Migrate all samplers, KDE modules, and fANOVA to use
fastrand's concrete Rng type instead of rand's trait-based generics.
2026-02-11 21:54:34 +01:00
Manuel Raimann 906e5296de fix: seed importance tests to eliminate flakiness
The no_effect_parameter test (and others) used unseeded random sampling,
causing spurious correlations between the noise parameter and the
objective in unlucky runs. Seed all importance tests with
RandomSampler::with_seed(42) for deterministic results.
2026-02-11 21:30:21 +01:00
Manuel Raimann 947701e83f feat: add Gaussian Process sampler with Expected Improvement
Implement a classical Bayesian optimization sampler using a GP surrogate
with Matérn 5/2 kernel and Expected Improvement acquisition function.
Feature-gated behind `gp = ["dep:nalgebra"]`.
2026-02-11 21:27:40 +01:00
Manuel Raimann b3bf4ccb71 chore: parallelize feature-check CI with 4 matrix partitions
Use cargo hack's --partition flag to split the feature powerset across
4 parallel jobs, reducing wall-clock time for the feature-check step.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-11 21:13:39 +01:00
Manuel Raimann 7bf64d6cf6 chore: add bench-check to CI workflow 2026-02-11 21:06:56 +01:00
34 changed files with 5866 additions and 729 deletions
+13 -18
View File
@@ -42,11 +42,6 @@ jobs:
test:
name: Test
runs-on: ubuntu-latest
strategy:
matrix:
features:
- ""
- "async"
steps:
- uses: actions/checkout@v6
- name: Install Rust
@@ -55,12 +50,7 @@ jobs:
rustup update stable
- uses: Swatinem/rust-cache@v2
- name: Run tests
run: |
if [ -z "${{ matrix.features }}" ]; then
cargo test --verbose
else
cargo test --verbose --features "${{ matrix.features }}"
fi
run: cargo test --verbose --all-features --all-targets
examples:
name: Examples
@@ -81,7 +71,7 @@ jobs:
- 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
run: cargo run --example visualization_demo
docs:
name: Docs
@@ -98,8 +88,12 @@ jobs:
RUSTDOCFLAGS: -D warnings
feature-check:
name: Feature Combinations
name: Feature Combinations (${{ matrix.partition }}/4)
runs-on: ubuntu-latest
strategy:
fail-fast: false
matrix:
partition: [1, 2, 3, 4]
steps:
- uses: actions/checkout@v6
- name: Install Rust
@@ -110,7 +104,7 @@ jobs:
uses: taiki-e/install-action@cargo-hack
- uses: Swatinem/rust-cache@v2
- name: Check feature powerset
run: cargo hack check --feature-powerset --no-dev-deps
run: cargo hack check --feature-powerset --no-dev-deps --partition ${{ matrix.partition }}/4
coverage:
name: Coverage
@@ -135,14 +129,14 @@ jobs:
fail_ci_if_error: true
msrv:
name: MSRV (1.88)
name: MSRV (1.89)
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v6
- name: Install Rust 1.88
- name: Install Rust 1.89
run: |
rustup override set 1.88
rustup update 1.88
rustup override set 1.89
rustup update 1.89
- uses: Swatinem/rust-cache@v2
- name: Check compilation
run: cargo check --all-features
@@ -370,6 +364,7 @@ jobs:
- cross-platform
- cross-targets
- typos
- bench-check
steps:
- uses: actions/checkout@v6
- name: Install Rust
+10 -6
View File
@@ -3,9 +3,9 @@ members = ["optimizer-derive"]
[package]
name = "optimizer"
version = "0.8.1"
version = "0.9.1"
edition = "2024"
rust-version = "1.88"
rust-version = "1.89"
license = "MIT"
authors = ["Manuel Raimann <raimannma@outlook.de"]
description = "A Rust library for optimization algorithms."
@@ -16,7 +16,7 @@ categories = ["algorithm", "science", "data-structures"]
readme = "README.md"
[dependencies]
rand = "0.10"
fastrand = "2.3"
thiserror = "2"
parking_lot = "0.12"
tokio = { version = "1", features = ["sync", "rt-multi-thread"], optional = true }
@@ -26,17 +26,18 @@ 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 }
fs2 = { version = "0.4", optional = true }
[features]
default = []
async = ["dep:tokio"]
derive = ["dep:optimizer-derive"]
serde = ["dep:serde", "dep:serde_json"]
journal = ["dep:fs2", "serde"]
tracing = ["dep:tracing"]
sobol = ["dep:sobol_burley"]
cma-es = ["dep:nalgebra"]
visualization = []
fanova = []
gp = ["dep:nalgebra"]
[dev-dependencies]
tokio = { version = "1", features = ["rt-multi-thread", "macros", "time"] }
@@ -69,4 +70,7 @@ required-features = ["derive"]
[[example]]
name = "visualization_demo"
path = "examples/visualization_demo.rs"
required-features = ["visualization"]
[[test]]
name = "journal_tests"
required-features = ["journal"]
+1
View File
@@ -14,6 +14,7 @@ allow = [
"Apache-2.0",
"Apache-2.0 WITH LLVM-exception",
"Unicode-3.0",
"Zlib",
]
confidence-threshold = 0.8
+1 -1
View File
@@ -2,7 +2,7 @@
name = "optimizer-derive"
version = "0.1.0"
edition = "2024"
rust-version = "1.88"
rust-version = "1.89"
license = "MIT"
description = "Derive macros for the optimizer crate"
repository = "https://github.com/raimannma/rust-optimizer"
+5
View File
@@ -93,6 +93,11 @@ pub enum Error {
#[cfg(feature = "async")]
#[error("async task error: {0}")]
TaskError(String),
/// Returned when a storage operation fails.
#[cfg(feature = "journal")]
#[error("storage error: {0}")]
Storage(String),
}
pub type Result<T> = core::result::Result<T, Error>;
+33 -22
View File
@@ -9,9 +9,6 @@
//! 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 {
@@ -81,7 +78,7 @@ impl DecisionTree {
targets: &[f64],
indices: &[usize],
config: &FanovaConfig,
rng: &mut StdRng,
rng: &mut fastrand::Rng,
) -> Self {
let mut tree = Self { nodes: Vec::new() };
tree.build_node(data, targets, indices, 0, config, rng);
@@ -96,7 +93,7 @@ impl DecisionTree {
indices: &[usize],
depth: usize,
config: &FanovaConfig,
rng: &mut StdRng,
rng: &mut fastrand::Rng,
) -> usize {
let n = indices.len();
let mean = indices.iter().map(|&i| targets[i]).sum::<f64>() / n as f64;
@@ -264,11 +261,11 @@ impl DecisionTree {
// --- 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> {
fn partial_shuffle(n: usize, k: usize, rng: &mut fastrand::Rng) -> 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);
let j = rng.usize(i..n);
indices.swap(i, j);
}
indices.truncate(k);
@@ -331,16 +328,14 @@ pub(crate) fn compute_fanova(
let n_samples = data.len();
let n_features = data[0].len();
let mut rng: StdRng = config
let mut rng: fastrand::Rng = config
.seed
.map_or_else(rand::make_rng, StdRng::seed_from_u64);
.map_or_else(fastrand::Rng::new, fastrand::Rng::with_seed);
// 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();
let bootstrap: Vec<usize> = (0..n_samples).map(|_| rng.usize(0..n_samples)).collect();
DecisionTree::build(data, targets, &bootstrap, config, &mut rng)
})
.collect();
@@ -414,14 +409,20 @@ pub(crate) fn compute_fanova(
#[cfg(test)]
mod tests {
use super::*;
use crate::rng_util;
#[test]
fn single_dominant_parameter() {
// f(x, y) = x — only x matters
let mut rng = StdRng::seed_from_u64(0);
let mut rng = fastrand::Rng::with_seed(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)])
.map(|_| {
vec![
rng_util::f64_range(&mut rng, 0.0, 10.0),
rng_util::f64_range(&mut rng, 0.0, 10.0),
]
})
.collect();
let targets: Vec<f64> = data.iter().map(|row| row[0]).collect();
@@ -443,10 +444,15 @@ mod tests {
#[test]
fn interaction_detection() {
// f(x, y) = x * y — both matter and interact
let mut rng = StdRng::seed_from_u64(0);
let mut rng = fastrand::Rng::with_seed(42);
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)])
.map(|_| {
vec![
rng_util::f64_range(&mut rng, 0.0, 10.0),
rng_util::f64_range(&mut rng, 0.0, 10.0),
]
})
.collect();
let targets: Vec<f64> = data.iter().map(|row| row[0] * row[1]).collect();
@@ -477,14 +483,14 @@ mod tests {
#[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 mut rng = fastrand::Rng::with_seed(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),
rng_util::f64_range(&mut rng, 0.0, 10.0),
rng_util::f64_range(&mut rng, 0.0, 10.0),
rng_util::f64_range(&mut rng, 0.0, 10.0),
]
})
.collect();
@@ -512,10 +518,15 @@ mod tests {
#[test]
fn importances_sum_to_one() {
let mut rng = StdRng::seed_from_u64(3);
let mut rng = fastrand::Rng::with_seed(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)])
.map(|_| {
vec![
rng_util::f64_range(&mut rng, 0.0, 10.0),
rng_util::f64_range(&mut rng, 0.0, 10.0),
]
})
.collect();
let targets: Vec<f64> = data.iter().map(|r| r[0] + r[1]).collect();
+12 -16
View File
@@ -5,8 +5,6 @@
//! parameter independently, the multivariate KDE models the joint distribution
//! to better capture correlations between parameters.
use rand::{Rng, RngExt};
use crate::error::{Error, Result};
/// A multivariate Gaussian kernel density estimator for joint distributions.
@@ -308,9 +306,9 @@ impl MultivariateKDE {
/// # Returns
///
/// A `Vec<f64>` of length `n_dims` representing a sample from the KDE.
pub(crate) fn sample<R: Rng>(&self, rng: &mut R) -> Vec<f64> {
pub(crate) fn sample(&self, rng: &mut fastrand::Rng) -> Vec<f64> {
// Select a random sample to center the kernel on
let idx = rng.random_range(0..self.samples.len());
let idx = rng.usize(0..self.samples.len());
let center = &self.samples[idx];
// Add independent Gaussian noise to each dimension
@@ -319,8 +317,8 @@ impl MultivariateKDE {
.iter()
.zip(self.bandwidths.iter())
.map(|(&center_j, &bandwidth_j)| {
let u1: f64 = rng.random();
let u2: f64 = rng.random();
let u1: f64 = rng.f64();
let u2: f64 = rng.f64();
// Box-Muller transform: generates standard normal variate
let z = (-2.0 * u1.ln()).sqrt() * (2.0 * core::f64::consts::PI * u2).cos();
@@ -724,7 +722,7 @@ mod tests {
fn test_multivariate_kde_sample_basic() {
let samples = vec![vec![0.0, 0.0], vec![1.0, 1.0], vec![2.0, 2.0]];
let kde = MultivariateKDE::new(samples).unwrap();
let mut rng = rand::rng();
let mut rng = fastrand::Rng::new();
// Sample should have correct dimensionality
let sample = kde.sample(&mut rng);
@@ -741,7 +739,7 @@ mod tests {
vec![4.0, 4.0],
];
let kde = MultivariateKDE::new(samples).unwrap();
let mut rng = rand::rng();
let mut rng = fastrand::Rng::new();
// Samples should generally be in a reasonable range around the data
for _ in 0..100 {
@@ -766,7 +764,7 @@ mod tests {
// When KDE has only one sample, all samples should be centered around it
let samples = vec![vec![5.0, 10.0]];
let kde = MultivariateKDE::new(samples).unwrap();
let mut rng = rand::rng();
let mut rng = fastrand::Rng::new();
// Generate many samples and check they cluster around (5.0, 10.0)
let n_samples = 100;
@@ -803,7 +801,7 @@ mod tests {
})
.collect();
let kde = MultivariateKDE::new(samples).unwrap();
let mut rng = rand::rng();
let mut rng = fastrand::Rng::new();
// Sample should have correct dimensionality
for _ in 0..50 {
@@ -823,7 +821,7 @@ mod tests {
let data = vec![vec![0.0, 0.0], vec![0.0, 0.0], vec![0.0, 0.0]];
let bandwidths = vec![0.1, 10.0]; // Small bandwidth in x, large in y
let kde = MultivariateKDE::with_bandwidths(data, bandwidths).unwrap();
let mut rng = rand::rng();
let mut rng = fastrand::Rng::new();
// Generate samples and check variance in each dimension
let n_samples = 1000;
@@ -868,7 +866,7 @@ mod tests {
vec![4.0, 4.0],
];
let kde = MultivariateKDE::new(data).unwrap();
let mut rng = rand::rng();
let mut rng = fastrand::Rng::new();
// Sample many points and verify the mean is near the center
let n_samples = 500;
@@ -896,14 +894,12 @@ mod tests {
#[test]
fn test_multivariate_kde_sample_deterministic_with_seeded_rng() {
use rand::SeedableRng;
let data = vec![vec![1.0, 2.0], vec![3.0, 4.0]];
let kde = MultivariateKDE::new(data).unwrap();
// Use a seeded RNG for reproducibility
let mut rng1 = rand::rngs::StdRng::seed_from_u64(42);
let mut rng2 = rand::rngs::StdRng::seed_from_u64(42);
let mut rng1 = fastrand::Rng::with_seed(42);
let mut rng2 = fastrand::Rng::with_seed(42);
// Same seed should produce same samples
let result1 = kde.sample(&mut rng1);
+6 -8
View File
@@ -3,8 +3,6 @@
//! This module provides a Gaussian kernel density estimator used by the TPE
//! sampler to model probability distributions over good and bad trial regions.
use rand::{Rng, RngExt};
use crate::error::{Error, Result};
/// A Gaussian kernel density estimator for continuous distributions.
@@ -26,7 +24,7 @@ use crate::error::{Error, Result};
/// assert!(density > 0.0);
///
/// // Sample from the estimated distribution
/// let mut rng = rand::rng();
/// let mut rng = fastrand::Rng::new();
/// let sample = kde.sample(&mut rng);
/// ```
#[derive(Clone, Debug)]
@@ -132,15 +130,15 @@ impl KernelDensityEstimator {
/// Sampling works by:
/// 1. Uniformly selecting one of the kernel centers (samples)
/// 2. Adding Gaussian noise with the bandwidth as standard deviation
pub(crate) fn sample<R: Rng>(&self, rng: &mut R) -> f64 {
pub(crate) fn sample(&self, rng: &mut fastrand::Rng) -> f64 {
// Select a random sample to center the kernel on
let idx = rng.random_range(0..self.samples.len());
let idx = rng.usize(0..self.samples.len());
let center = self.samples[idx];
// Add Gaussian noise with bandwidth as standard deviation
// Using Box-Muller transform for Gaussian sampling
let u1: f64 = rng.random();
let u2: f64 = rng.random();
let u1: f64 = rng.f64();
let u2: f64 = rng.f64();
let z = (-2.0 * u1.ln()).sqrt() * (2.0 * core::f64::consts::PI * u2).cos();
center + z * self.bandwidth
@@ -211,7 +209,7 @@ mod tests {
fn test_kde_sample_in_reasonable_range() {
let samples = vec![0.0, 1.0, 2.0, 3.0, 4.0];
let kde = KernelDensityEstimator::new(samples).unwrap();
let mut rng = rand::rng();
let mut rng = fastrand::Rng::new();
// Samples should generally be in a reasonable range around the data
for _ in 0..100 {
+29 -8
View File
@@ -19,8 +19,12 @@
//! - **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)
//! - **DE** - Differential Evolution for population-based global optimization
//! - **GP** - Gaussian Process Bayesian optimization with Expected Improvement (requires `gp` feature)
//! - **BOHB** - Bayesian Optimization + `HyperBand` for budget-aware TPE sampling
//! - **NSGA-II** - Non-dominated Sorting Genetic Algorithm II for multi-objective optimization
//! - **NSGA-III** - Reference-point-based NSGA for many-objective (3+) optimization
//! - **MOEA/D** - Decomposition-based multi-objective with Tchebycheff, Weighted Sum, or PBI
//! - **MOTPE** - Multi-Objective Tree-Parzen Estimator for Bayesian multi-objective optimization
//!
//! Additional features include:
@@ -190,6 +194,7 @@
//! - `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
//! - `gp`: Enable the Gaussian Process sampler for Bayesian 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
@@ -219,7 +224,6 @@ macro_rules! trace_debug {
mod distribution;
mod error;
#[cfg(feature = "fanova")]
mod fanova;
mod importance;
mod kde;
@@ -228,15 +232,15 @@ mod param;
pub mod parameter;
pub mod pareto;
pub mod pruner;
mod rng_util;
pub mod sampler;
pub mod storage;
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")]
@@ -253,19 +257,28 @@ pub use sampler::CompletedTrial;
pub use sampler::bohb::BohbSampler;
#[cfg(feature = "cma-es")]
pub use sampler::cma_es::CmaEsSampler;
pub use sampler::differential_evolution::{
DifferentialEvolutionSampler, DifferentialEvolutionStrategy,
};
#[cfg(feature = "gp")]
pub use sampler::gp::GpSampler;
pub use sampler::grid::GridSearchSampler;
pub use sampler::moead::{Decomposition, MoeadSampler};
pub use sampler::motpe::MotpeSampler;
pub use sampler::nsga2::Nsga2Sampler;
pub use sampler::nsga3::Nsga3Sampler;
pub use sampler::random::RandomSampler;
#[cfg(feature = "sobol")]
pub use sampler::sobol::SobolSampler;
pub use sampler::tpe::TpeSampler;
pub use study::Study;
#[cfg(feature = "journal")]
pub use storage::JournalStorage;
pub use storage::{MemoryStorage, Storage};
#[cfg(feature = "serde")]
pub use study::StudySnapshot;
pub use study::{Study, StudyBuilder};
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.
@@ -278,7 +291,6 @@ 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;
@@ -293,18 +305,27 @@ pub mod prelude {
pub use crate::sampler::bohb::BohbSampler;
#[cfg(feature = "cma-es")]
pub use crate::sampler::cma_es::CmaEsSampler;
pub use crate::sampler::differential_evolution::{
DifferentialEvolutionSampler, DifferentialEvolutionStrategy,
};
#[cfg(feature = "gp")]
pub use crate::sampler::gp::GpSampler;
pub use crate::sampler::grid::GridSearchSampler;
pub use crate::sampler::moead::{Decomposition, MoeadSampler};
pub use crate::sampler::motpe::MotpeSampler;
pub use crate::sampler::nsga2::Nsga2Sampler;
pub use crate::sampler::nsga3::Nsga3Sampler;
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 = "journal")]
pub use crate::storage::JournalStorage;
pub use crate::storage::{MemoryStorage, Storage};
#[cfg(feature = "serde")]
pub use crate::study::StudySnapshot;
pub use crate::study::{Study, StudyBuilder};
pub use crate::trial::{AttrValue, Trial};
pub use crate::types::Direction;
#[cfg(feature = "visualization")]
pub use crate::visualization::generate_html_report;
}
+5
View File
@@ -0,0 +1,5 @@
/// Generate a random `f64` in the range `[low, high)`.
#[inline]
pub(crate) fn f64_range(rng: &mut fastrand::Rng, low: f64, high: f64) -> f64 {
low + rng.f64() * (high - low)
}
+23 -24
View File
@@ -25,11 +25,10 @@ use std::collections::HashMap;
use nalgebra::{DMatrix, DVector};
use parking_lot::Mutex;
use rand::rngs::StdRng;
use rand::{RngExt, SeedableRng};
use crate::distribution::Distribution;
use crate::param::ParamValue;
use crate::rng_util;
use crate::sampler::{CompletedTrial, Sampler};
/// CMA-ES sampler for continuous optimization.
@@ -267,7 +266,7 @@ enum Phase {
/// Top-level mutable state behind the `Mutex`.
struct CmaEsState {
/// The RNG used for sampling.
rng: StdRng,
rng: fastrand::Rng,
/// User-provided initial sigma (None = auto).
sigma0: Option<f64>,
/// User-provided population size (None = auto).
@@ -290,7 +289,7 @@ struct CmaEsState {
impl CmaEsState {
fn new(sigma0: Option<f64>, user_lambda: Option<usize>, seed: Option<u64>) -> Self {
let rng = seed.map_or_else(rand::make_rng, StdRng::seed_from_u64);
let rng = seed.map_or_else(fastrand::Rng::new, fastrand::Rng::with_seed);
Self {
rng,
sigma0,
@@ -421,7 +420,7 @@ impl CmaEsAlgorithm {
/// Generate `lambda` candidate vectors from the current distribution.
fn generate_candidates(
&self,
rng: &mut StdRng,
rng: &mut fastrand::Rng,
dimensions: &[DimensionInfo],
) -> Vec<Candidate> {
let n = self.constants.n;
@@ -439,7 +438,7 @@ impl CmaEsAlgorithm {
/// Generate a single candidate from the current distribution.
fn generate_single_candidate(
&self,
rng: &mut StdRng,
rng: &mut fastrand::Rng,
dimensions: &[DimensionInfo],
n: usize,
) -> Candidate {
@@ -452,7 +451,7 @@ impl CmaEsAlgorithm {
if !dim.is_continuous
&& let Distribution::Categorical(cat) = &dim.distribution
{
categorical_values.insert(i, rng.random_range(0..cat.n_choices));
categorical_values.insert(i, rng.usize(0..cat.n_choices));
}
}
@@ -465,7 +464,7 @@ impl CmaEsAlgorithm {
/// Sample a candidate vector with rejection sampling for bounds.
fn sample_with_rejection(
&self,
rng: &mut StdRng,
rng: &mut fastrand::Rng,
dimensions: &[DimensionInfo],
n: usize,
) -> DVector<f64> {
@@ -679,36 +678,36 @@ fn internal_bounds(distribution: &Distribution) -> Option<(f64, f64)> {
}
/// Sample a value from the standard normal distribution using Box-Muller transform.
fn sample_standard_normal(rng: &mut StdRng) -> f64 {
fn sample_standard_normal(rng: &mut fastrand::Rng) -> f64 {
// Box-Muller transform
let u1: f64 = rng.random_range(f64::EPSILON..=1.0);
let u2: f64 = rng.random_range(0.0_f64..=core::f64::consts::TAU);
let u1: f64 = rng_util::f64_range(rng, f64::EPSILON, 1.0);
let u2: f64 = rng_util::f64_range(rng, 0.0_f64, core::f64::consts::TAU);
(-2.0 * u1.ln()).sqrt() * u2.cos()
}
/// Sample a categorical value randomly.
fn sample_random_categorical(rng: &mut StdRng, distribution: &Distribution) -> ParamValue {
fn sample_random_categorical(rng: &mut fastrand::Rng, distribution: &Distribution) -> ParamValue {
match distribution {
Distribution::Categorical(d) => ParamValue::Categorical(rng.random_range(0..d.n_choices)),
Distribution::Categorical(d) => ParamValue::Categorical(rng.usize(0..d.n_choices)),
_ => unreachable!("sample_random_categorical called with non-categorical distribution"),
}
}
/// Sample a random value for any distribution (used during discovery phase).
#[allow(clippy::cast_possible_truncation, clippy::cast_precision_loss)]
fn sample_random(rng: &mut StdRng, distribution: &Distribution) -> ParamValue {
fn sample_random(rng: &mut fastrand::Rng, 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()
rng_util::f64_range(rng, 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);
let k = rng.i64(0..=n_steps);
d.low + (k as f64) * step
} else {
rng.random_range(d.low..=d.high)
rng_util::f64_range(rng, d.low, d.high)
};
ParamValue::Float(value)
}
@@ -716,18 +715,18 @@ fn sample_random(rng: &mut StdRng, distribution: &Distribution) -> ParamValue {
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;
let raw = rng_util::f64_range(rng, 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);
let k = rng.i64(0..=n_steps);
d.low + k * step
} else {
rng.random_range(d.low..=d.high)
rng.i64(d.low..=d.high)
};
ParamValue::Int(value)
}
Distribution::Categorical(d) => ParamValue::Categorical(rng.random_range(0..d.n_choices)),
Distribution::Categorical(d) => ParamValue::Categorical(rng.usize(0..d.n_choices)),
}
}
@@ -811,7 +810,7 @@ fn finalize_discovery(state: &mut CmaEsState) {
/// Generate candidates that are purely categorical (no continuous dims).
fn generate_pure_categorical_candidates(
rng: &mut StdRng,
rng: &mut fastrand::Rng,
dimensions: &[DimensionInfo],
lambda: usize,
) -> Vec<Candidate> {
@@ -820,7 +819,7 @@ fn generate_pure_categorical_candidates(
let mut categorical_values = HashMap::new();
for (i, dim) in dimensions.iter().enumerate() {
if let Distribution::Categorical(cat) = &dim.distribution {
categorical_values.insert(i, rng.random_range(0..cat.n_choices));
categorical_values.insert(i, rng.usize(0..cat.n_choices));
}
}
Candidate {
@@ -913,7 +912,7 @@ fn generate_overflow_candidate(state: &mut CmaEsState) -> Candidate {
let mut categorical_values = HashMap::new();
for (i, dim) in state.dimensions.iter().enumerate() {
if let Distribution::Categorical(cat) = &dim.distribution {
categorical_values.insert(i, state.rng.random_range(0..cat.n_choices));
categorical_values.insert(i, state.rng.usize(0..cat.n_choices));
}
}
return Candidate {
+995
View File
@@ -0,0 +1,995 @@
//! Differential Evolution (DE) sampler.
//!
//! DE is a population-based metaheuristic that maintains a population of
//! candidate solutions and creates new candidates by combining (mutating +
//! crossing over) existing ones. It is competitive with CMA-ES on many
//! problems and simpler to implement.
//!
//! Categorical parameters are sampled uniformly at random (not part of the
//! DE vector). If all parameters are categorical, the sampler falls back to
//! pure random sampling.
//!
//! # Examples
//!
//! ```
//! use optimizer::sampler::differential_evolution::DifferentialEvolutionSampler;
//! use optimizer::{Direction, Study};
//!
//! let sampler = DifferentialEvolutionSampler::with_seed(42);
//! let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
//! ```
use std::collections::HashMap;
use parking_lot::Mutex;
use crate::distribution::Distribution;
use crate::param::ParamValue;
use crate::rng_util;
use crate::sampler::{CompletedTrial, Sampler};
/// Differential Evolution mutation strategy.
///
/// Controls how mutant vectors are created from the current population.
#[derive(Clone, Copy, Debug, Default)]
pub enum DifferentialEvolutionStrategy {
/// DE/rand/1: `v = x_r1 + F * (x_r2 - x_r3)`
///
/// The most robust strategy. Uses three random population members.
#[default]
Rand1,
/// DE/best/1: `v = x_best + F * (x_r1 - x_r2)`
///
/// Greedier strategy that biases toward the current best solution.
Best1,
/// DE/current-to-best/1: `v = x_i + F * (x_best - x_i) + F * (x_r1 - x_r2)`
///
/// Balances exploration and exploitation by blending the current
/// individual with the best.
CurrentToBest1,
}
/// Differential Evolution sampler for continuous global optimization.
///
/// Maintains a population of candidate solutions. New candidates are
/// created by combining (mutating + crossing over) existing members.
///
/// # Examples
///
/// ```
/// use optimizer::sampler::differential_evolution::DifferentialEvolutionSampler;
/// use optimizer::{Direction, Study};
///
/// // Default configuration
/// let study: Study<f64> =
/// Study::with_sampler(Direction::Minimize, DifferentialEvolutionSampler::new());
///
/// // With seed for reproducibility
/// let study: Study<f64> = Study::with_sampler(
/// Direction::Minimize,
/// DifferentialEvolutionSampler::with_seed(42),
/// );
///
/// // Custom configuration via builder
/// use optimizer::sampler::differential_evolution::DifferentialEvolutionStrategy;
/// let sampler = DifferentialEvolutionSampler::builder()
/// .mutation_factor(0.8)
/// .crossover_rate(0.9)
/// .strategy(DifferentialEvolutionStrategy::Best1)
/// .population_size(30)
/// .seed(42)
/// .build();
/// let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
/// ```
pub struct DifferentialEvolutionSampler {
state: Mutex<State>,
}
impl DifferentialEvolutionSampler {
/// Creates a new DE sampler with default settings and a random seed.
#[must_use]
pub fn new() -> Self {
Self {
state: Mutex::new(State::new(
None,
0.8,
0.9,
DifferentialEvolutionStrategy::Rand1,
None,
)),
}
}
/// Creates a new DE sampler with a fixed seed for reproducibility.
#[must_use]
pub fn with_seed(seed: u64) -> Self {
Self {
state: Mutex::new(State::new(
None,
0.8,
0.9,
DifferentialEvolutionStrategy::Rand1,
Some(seed),
)),
}
}
/// Creates a builder for configuring a `DifferentialEvolutionSampler`.
#[must_use]
pub fn builder() -> DifferentialEvolutionSamplerBuilder {
DifferentialEvolutionSamplerBuilder::new()
}
}
impl Default for DifferentialEvolutionSampler {
fn default() -> Self {
Self::new()
}
}
/// Builder for configuring a [`DifferentialEvolutionSampler`].
///
/// All options have sensible defaults:
/// - `population_size`: `max(10 * n_dims, 15)` (auto-computed from parameter count)
/// - `mutation_factor` (F): 0.8
/// - `crossover_rate` (CR): 0.9
/// - `strategy`: `Rand1`
/// - `seed`: random
///
/// # Examples
///
/// ```
/// use optimizer::sampler::differential_evolution::{
/// DifferentialEvolutionSamplerBuilder, DifferentialEvolutionStrategy,
/// };
///
/// let sampler = DifferentialEvolutionSamplerBuilder::new()
/// .mutation_factor(0.5)
/// .crossover_rate(0.7)
/// .strategy(DifferentialEvolutionStrategy::CurrentToBest1)
/// .population_size(20)
/// .seed(42)
/// .build();
/// ```
#[derive(Debug, Clone)]
pub struct DifferentialEvolutionSamplerBuilder {
population_size: Option<usize>,
mutation_factor: f64,
crossover_rate: f64,
strategy: DifferentialEvolutionStrategy,
seed: Option<u64>,
}
impl Default for DifferentialEvolutionSamplerBuilder {
fn default() -> Self {
Self::new()
}
}
impl DifferentialEvolutionSamplerBuilder {
/// Creates a new builder with default settings.
#[must_use]
pub fn new() -> Self {
Self {
population_size: None,
mutation_factor: 0.8,
crossover_rate: 0.9,
strategy: DifferentialEvolutionStrategy::Rand1,
seed: None,
}
}
/// Sets the population size.
///
/// Number of candidate solutions maintained across generations.
/// Larger populations improve robustness but require more evaluations
/// per generation.
///
/// Default: `max(10 * n_continuous_dims, 15)`.
#[must_use]
pub fn population_size(mut self, size: usize) -> Self {
self.population_size = Some(size);
self
}
/// Sets the mutation factor (F).
///
/// Controls the amplification of differential variation.
/// Typical values are in `[0.5, 1.0]`. Higher values increase
/// exploration; lower values favor exploitation.
///
/// Default: 0.8.
#[must_use]
pub fn mutation_factor(mut self, f: f64) -> Self {
self.mutation_factor = f;
self
}
/// Sets the crossover rate (CR).
///
/// Probability of each dimension being taken from the mutant vector
/// rather than the parent. Typical values are in `[0.7, 1.0]`.
///
/// Default: 0.9.
#[must_use]
pub fn crossover_rate(mut self, cr: f64) -> Self {
self.crossover_rate = cr;
self
}
/// Sets the mutation strategy.
///
/// Default: [`DifferentialEvolutionStrategy::Rand1`].
#[must_use]
pub fn strategy(mut self, strategy: DifferentialEvolutionStrategy) -> Self {
self.strategy = strategy;
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 [`DifferentialEvolutionSampler`].
#[must_use]
pub fn build(self) -> DifferentialEvolutionSampler {
DifferentialEvolutionSampler {
state: Mutex::new(State::new(
self.population_size,
self.mutation_factor,
self.crossover_rate,
self.strategy,
self.seed,
)),
}
}
}
// ---------------------------------------------------------------------------
// Internal types
// ---------------------------------------------------------------------------
/// Describes how a parameter dimension maps into the DE internal vector.
#[derive(Clone, Debug)]
struct DimensionInfo {
/// The distribution for this dimension (stored for decoding).
distribution: Distribution,
/// Whether this dimension participates in DE (Float/Int = true, Categorical = false).
is_continuous: bool,
/// Internal-space bounds for continuous dimensions: `(low, high)`.
/// For log-scale parameters these are in log-space.
bounds: Option<(f64, f64)>,
}
/// A candidate solution produced by mutation + crossover.
#[derive(Clone, Debug)]
struct Candidate {
/// Internal-space vector (only continuous dimensions).
x: Vec<f64>,
/// Values for categorical dimensions (index in `dimensions` -> categorical index).
categorical_values: HashMap<usize, usize>,
/// Index of the population member this candidate competes against.
target_idx: usize,
}
/// Tracks per-trial sampling progress.
#[derive(Clone, Debug)]
struct TrialProgress {
/// Index of the candidate assigned to this trial.
candidate_idx: usize,
/// Next dimension to return for this trial.
next_dim: usize,
}
/// Phase of the DE state machine.
enum Phase {
/// Discovering the search space structure (first trial).
Discovery,
/// Active sampling and evolving.
Active,
}
/// Top-level mutable state behind the `Mutex`.
struct State {
/// The RNG used for sampling.
rng: fastrand::Rng,
/// User-provided population size (None = auto).
user_population_size: Option<usize>,
/// Mutation factor (F).
mutation_factor: f64,
/// Crossover rate (CR).
crossover_rate: f64,
/// Mutation strategy.
strategy: DifferentialEvolutionStrategy,
/// Current phase.
phase: Phase,
/// Discovered dimension info (populated during discovery).
dimensions: Vec<DimensionInfo>,
/// Last `trial_id` seen during discovery.
discovery_trial_id: Option<u64>,
// --- Population state ---
/// Current population (internal-space vectors, continuous dims only).
population: Vec<Vec<f64>>,
/// Categorical values for each population member.
population_categorical: Vec<HashMap<usize, usize>>,
/// Objective values for the current population.
population_values: Vec<f64>,
/// Index of the best population member.
best_idx: usize,
/// Whether the initial population has been evaluated.
initialized: bool,
/// Effective population size (resolved after discovery).
population_size: usize,
// --- Current generation ---
/// Current generation's candidates.
candidates: Vec<Candidate>,
/// Mapping from `trial_id` to its progress.
trial_progress: HashMap<u64, TrialProgress>,
/// Number of candidates assigned so far in the current generation.
assigned_count: usize,
/// Trial IDs assigned in the current generation.
generation_trial_ids: Vec<u64>,
}
impl State {
fn new(
user_population_size: Option<usize>,
mutation_factor: f64,
crossover_rate: f64,
strategy: DifferentialEvolutionStrategy,
seed: Option<u64>,
) -> Self {
let rng = seed.map_or_else(fastrand::Rng::new, fastrand::Rng::with_seed);
Self {
rng,
user_population_size,
mutation_factor,
crossover_rate,
strategy,
phase: Phase::Discovery,
dimensions: Vec::new(),
discovery_trial_id: None,
population: Vec::new(),
population_categorical: Vec::new(),
population_values: Vec::new(),
best_idx: 0,
initialized: false,
population_size: 0,
candidates: Vec::new(),
trial_progress: HashMap::new(),
assigned_count: 0,
generation_trial_ids: Vec::new(),
}
}
}
// ---------------------------------------------------------------------------
// Helpers
// ---------------------------------------------------------------------------
/// Compute internal-space bounds for a distribution.
#[allow(clippy::cast_precision_loss)]
fn internal_bounds(distribution: &Distribution) -> Option<(f64, f64)> {
match distribution {
Distribution::Float(d) => {
if d.log_scale {
Some((d.low.ln(), d.high.ln()))
} else {
Some((d.low, d.high))
}
}
Distribution::Int(d) => {
if d.log_scale {
Some(((d.low as f64).ln(), (d.high as f64).ln()))
} else {
Some((d.low as f64, d.high as f64))
}
}
Distribution::Categorical(_) => None,
}
}
/// Convert an internal-space value back to a `ParamValue`.
#[allow(clippy::cast_possible_truncation, clippy::cast_precision_loss)]
fn from_internal(value: f64, distribution: &Distribution) -> ParamValue {
match distribution {
Distribution::Float(d) => {
let v = if d.log_scale { value.exp() } else { value };
let v = if let Some(step) = d.step {
let k = ((v - d.low) / step).round();
d.low + k * step
} else {
v
};
ParamValue::Float(v.clamp(d.low, d.high))
}
Distribution::Int(d) => {
let v = if d.log_scale { value.exp() } else { value };
let v = if let Some(step) = d.step {
let k = ((v - d.low as f64) / step as f64).round() as i64;
d.low + k * step
} else {
v.round() as i64
};
ParamValue::Int(v.clamp(d.low, d.high))
}
Distribution::Categorical(_) => {
unreachable!("from_internal should not be called for categorical distributions")
}
}
}
/// Sample a random value for any distribution.
#[allow(clippy::cast_possible_truncation, clippy::cast_precision_loss)]
fn sample_random(rng: &mut fastrand::Rng, 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_util::f64_range(rng, 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.i64(0..=n_steps);
d.low + (k as f64) * step
} else {
rng_util::f64_range(rng, 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_util::f64_range(rng, 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.i64(0..=n_steps);
d.low + k * step
} else {
rng.i64(d.low..=d.high)
};
ParamValue::Int(value)
}
Distribution::Categorical(d) => ParamValue::Categorical(rng.usize(0..d.n_choices)),
}
}
/// Sample a random value in internal space for a continuous dimension.
fn sample_random_internal(rng: &mut fastrand::Rng, bounds: (f64, f64)) -> f64 {
rng_util::f64_range(rng, bounds.0, bounds.1)
}
/// Clamp a value to the given bounds.
fn clamp_to_bounds(value: f64, bounds: Option<(f64, f64)>) -> f64 {
if let Some((lo, hi)) = bounds {
value.clamp(lo, hi)
} else {
value
}
}
// ---------------------------------------------------------------------------
// DE algorithm
// ---------------------------------------------------------------------------
/// Select `count` distinct random indices from `0..n`, all different from `exclude`.
fn select_random_indices(
rng: &mut fastrand::Rng,
n: usize,
count: usize,
exclude: &[usize],
) -> Vec<usize> {
let mut selected = Vec::with_capacity(count);
while selected.len() < count {
let idx = rng.usize(0..n);
if !exclude.contains(&idx) && !selected.contains(&idx) {
selected.push(idx);
}
}
selected
}
/// Generate trial vectors (mutation + crossover) for the current population.
fn generate_trial_vectors(state: &mut State) -> Vec<Candidate> {
let n_continuous = state.dimensions.iter().filter(|d| d.is_continuous).count();
let pop_size = state.population_size;
let mut candidates = Vec::with_capacity(pop_size);
for i in 0..pop_size {
// Mutation
let mutant = create_mutant_with_rng(state, i, n_continuous);
// Crossover (binomial)
let j_rand = state.rng.usize(0..n_continuous.max(1));
let trial_x: Vec<f64> = if n_continuous > 0 {
(0..n_continuous)
.map(|j| {
let use_mutant = j == j_rand || state.rng.f64() < state.crossover_rate;
let val = if use_mutant {
mutant[j]
} else {
state.population[i][j]
};
// Clamp to bounds
let dim_bounds = continuous_dim_bounds(&state.dimensions, j);
clamp_to_bounds(val, dim_bounds)
})
.collect()
} else {
Vec::new()
};
// Categorical: randomly sample (DE doesn't optimize categoricals)
let mut categorical_values = HashMap::new();
for (dim_idx, dim) in state.dimensions.iter().enumerate() {
if !dim.is_continuous
&& let Distribution::Categorical(cat) = &dim.distribution
{
categorical_values.insert(dim_idx, state.rng.usize(0..cat.n_choices));
}
}
candidates.push(Candidate {
x: trial_x,
categorical_values,
target_idx: i,
});
}
candidates
}
/// Create a mutant vector, consuming RNG from state.
fn create_mutant_with_rng(state: &mut State, target_idx: usize, n_continuous: usize) -> Vec<f64> {
if n_continuous == 0 {
return Vec::new();
}
let pop = &state.population;
let best_idx = state.best_idx;
let f = state.mutation_factor;
let pop_size = state.population_size;
match state.strategy {
DifferentialEvolutionStrategy::Rand1 => {
let indices = select_random_indices(&mut state.rng, pop_size, 3, &[target_idx]);
let (r1, r2, r3) = (indices[0], indices[1], indices[2]);
(0..n_continuous)
.map(|j| pop[r1][j] + f * (pop[r2][j] - pop[r3][j]))
.collect()
}
DifferentialEvolutionStrategy::Best1 => {
let indices = select_random_indices(&mut state.rng, pop_size, 2, &[target_idx]);
let (r1, r2) = (indices[0], indices[1]);
(0..n_continuous)
.map(|j| pop[best_idx][j] + f * (pop[r1][j] - pop[r2][j]))
.collect()
}
DifferentialEvolutionStrategy::CurrentToBest1 => {
let indices = select_random_indices(&mut state.rng, pop_size, 2, &[target_idx]);
let (r1, r2) = (indices[0], indices[1]);
(0..n_continuous)
.map(|j| {
pop[target_idx][j]
+ f * (pop[best_idx][j] - pop[target_idx][j])
+ f * (pop[r1][j] - pop[r2][j])
})
.collect()
}
}
}
/// Get the bounds for the j-th continuous dimension.
fn continuous_dim_bounds(
dimensions: &[DimensionInfo],
continuous_idx: usize,
) -> Option<(f64, f64)> {
let mut ci = 0;
for dim in dimensions {
if dim.is_continuous {
if ci == continuous_idx {
return dim.bounds;
}
ci += 1;
}
}
None
}
/// Generate the initial random population.
fn generate_initial_population(state: &mut State) -> Vec<Candidate> {
let n_continuous = state.dimensions.iter().filter(|d| d.is_continuous).count();
let mut candidates = Vec::with_capacity(state.population_size);
for i in 0..state.population_size {
let x: Vec<f64> = if n_continuous > 0 {
let mut v = Vec::with_capacity(n_continuous);
for dim in &state.dimensions {
if dim.is_continuous {
let val = if let Some(bounds) = dim.bounds {
sample_random_internal(&mut state.rng, bounds)
} else {
0.0
};
v.push(val);
}
}
v
} else {
Vec::new()
};
let mut categorical_values = HashMap::new();
for (dim_idx, dim) in state.dimensions.iter().enumerate() {
if !dim.is_continuous
&& let Distribution::Categorical(cat) = &dim.distribution
{
categorical_values.insert(dim_idx, state.rng.usize(0..cat.n_choices));
}
}
candidates.push(Candidate {
x,
categorical_values,
target_idx: i,
});
}
candidates
}
// ---------------------------------------------------------------------------
// Sampler trait implementation
// ---------------------------------------------------------------------------
impl Sampler for DifferentialEvolutionSampler {
#[allow(clippy::cast_precision_loss)]
fn sample(
&self,
distribution: &Distribution,
trial_id: u64,
history: &[CompletedTrial],
) -> 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),
}
}
}
/// Handle sampling during the discovery phase.
fn sample_discovery(state: &mut State, distribution: &Distribution, trial_id: u64) -> ParamValue {
// Check if this is a new trial (discovery phase ended for previous trial)
if let Some(prev_id) = state.discovery_trial_id
&& trial_id != prev_id
{
// First trial is done; we know the search space. Initialize DE.
finalize_discovery(state);
return sample_active(state, distribution, trial_id, &[]);
}
// Record this trial_id
state.discovery_trial_id = Some(trial_id);
// Record this dimension
let is_continuous = !matches!(distribution, Distribution::Categorical(_));
let bounds = internal_bounds(distribution);
state.dimensions.push(DimensionInfo {
distribution: distribution.clone(),
is_continuous,
bounds,
});
// Sample randomly for the discovery trial
sample_random(&mut state.rng, distribution)
}
/// Finalize discovery and transition to the active phase.
#[allow(clippy::cast_precision_loss)]
fn finalize_discovery(state: &mut State) {
let n_continuous = state.dimensions.iter().filter(|d| d.is_continuous).count();
// Resolve population size
state.population_size = state
.user_population_size
.unwrap_or_else(|| (10 * n_continuous).max(15));
// Ensure population size is at least 4 (DE needs distinct random indices)
state.population_size = state.population_size.max(4);
// Generate initial random population
state.candidates = generate_initial_population(state);
state.assigned_count = 0;
state.generation_trial_ids.clear();
state.trial_progress.clear();
state.phase = Phase::Active;
}
/// Handle sampling during the active phase.
fn sample_active(
state: &mut State,
distribution: &Distribution,
trial_id: u64,
history: &[CompletedTrial],
) -> ParamValue {
// Check if we need to process completed trials and start a new generation
maybe_update_generation(state, history);
// Assign a candidate to this trial if not yet done
if !state.trial_progress.contains_key(&trial_id) {
assign_candidate(state, trial_id);
}
let progress = state.trial_progress.get_mut(&trial_id).unwrap();
let dim_idx = progress.next_dim;
progress.next_dim += 1;
// Safety check
if dim_idx >= state.dimensions.len() {
return sample_random(&mut state.rng, distribution);
}
let candidate = &state.candidates[progress.candidate_idx];
let dim_info = &state.dimensions[dim_idx];
if dim_info.is_continuous {
// Map from overall dimension index to continuous index
let ci = state.dimensions[..dim_idx]
.iter()
.filter(|d| d.is_continuous)
.count();
if ci < candidate.x.len() {
from_internal(candidate.x[ci], &dim_info.distribution)
} else {
sample_random(&mut state.rng, distribution)
}
} else {
// Categorical: use pre-sampled value
if let Some(&cat_idx) = candidate.categorical_values.get(&dim_idx) {
ParamValue::Categorical(cat_idx)
} else {
sample_random(&mut state.rng, distribution)
}
}
}
/// Assign a candidate to a trial.
fn assign_candidate(state: &mut State, trial_id: u64) {
let candidate_idx = if state.assigned_count < state.candidates.len() {
let idx = state.assigned_count;
state.assigned_count += 1;
idx
} else {
// Overflow: generate an extra random candidate
let n_continuous = state.dimensions.iter().filter(|d| d.is_continuous).count();
let x: Vec<f64> = (0..n_continuous)
.map(|j| {
let bounds = continuous_dim_bounds(&state.dimensions, j);
if let Some(b) = bounds {
sample_random_internal(&mut state.rng, b)
} else {
0.0
}
})
.collect();
let mut categorical_values = HashMap::new();
for (dim_idx, dim) in state.dimensions.iter().enumerate() {
if !dim.is_continuous
&& let Distribution::Categorical(cat) = &dim.distribution
{
categorical_values.insert(dim_idx, state.rng.usize(0..cat.n_choices));
}
}
state.candidates.push(Candidate {
x,
categorical_values,
target_idx: 0, // overflow candidates don't compete
});
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);
}
/// Check if we should process completed trials and start a new generation.
fn maybe_update_generation(state: &mut State, history: &[CompletedTrial]) {
let pop_size = state.population_size;
// Only update when at least pop_size candidates have been assigned
if state.generation_trial_ids.len() < pop_size {
return;
}
// Check if the first pop_size trial IDs are all completed
let trial_ids: Vec<u64> = state
.generation_trial_ids
.iter()
.take(pop_size)
.copied()
.collect();
let history_map: HashMap<u64, f64> = history.iter().map(|t| (t.id, t.value)).collect();
let all_completed = trial_ids.iter().all(|id| history_map.contains_key(id));
if !all_completed {
return;
}
let n_continuous = state.dimensions.iter().filter(|d| d.is_continuous).count();
if state.initialized {
// Subsequent generations: selection
perform_selection(state, &trial_ids, &history_map);
} else {
// First generation: store as initial population
initialize_population(state, &trial_ids, &history_map, n_continuous);
}
// Generate next generation's trial vectors
state.candidates = if state.initialized && n_continuous > 0 {
generate_trial_vectors(state)
} else {
generate_initial_population(state)
};
state.assigned_count = 0;
state.generation_trial_ids.clear();
state.trial_progress.clear();
}
/// Initialize the population from the first generation's results.
fn initialize_population(
state: &mut State,
trial_ids: &[u64],
history_map: &HashMap<u64, f64>,
_n_continuous: usize,
) {
state.population.clear();
state.population_categorical.clear();
state.population_values.clear();
let mut best_value = f64::INFINITY;
let mut best_idx = 0;
for (i, &trial_id) in trial_ids.iter().enumerate() {
let progress = &state.trial_progress[&trial_id];
let candidate = &state.candidates[progress.candidate_idx];
let value = history_map[&trial_id];
state.population.push(candidate.x.clone());
state
.population_categorical
.push(candidate.categorical_values.clone());
state.population_values.push(value);
if value < best_value {
best_value = value;
best_idx = i;
}
}
state.best_idx = best_idx;
state.initialized = true;
}
/// Perform DE selection: replace parent if trial vector is better.
fn perform_selection(state: &mut State, trial_ids: &[u64], history_map: &HashMap<u64, f64>) {
for &trial_id in trial_ids {
let progress = &state.trial_progress[&trial_id];
let candidate = &state.candidates[progress.candidate_idx];
let trial_value = history_map[&trial_id];
let target_idx = candidate.target_idx;
if target_idx < state.population_size && trial_value <= state.population_values[target_idx]
{
state.population[target_idx] = candidate.x.clone();
state.population_categorical[target_idx] = candidate.categorical_values.clone();
state.population_values[target_idx] = trial_value;
}
}
// Update best index
let mut best_value = f64::INFINITY;
let mut best_idx = 0;
for (i, &val) in state.population_values.iter().enumerate() {
if val < best_value {
best_value = val;
best_idx = i;
}
}
state.best_idx = best_idx;
}
#[cfg(test)]
#[allow(clippy::cast_possible_truncation, clippy::cast_precision_loss)]
mod tests {
use super::*;
use crate::distribution::FloatDistribution;
#[test]
fn test_de_sampler_basic_float() {
let sampler = DifferentialEvolutionSampler::with_seed(42);
let dist = Distribution::Float(FloatDistribution {
low: -5.0,
high: 5.0,
log_scale: false,
step: None,
});
// Sample many values and check bounds
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 test_de_sampler_reproducibility() {
let dist = Distribution::Float(FloatDistribution {
low: 0.0,
high: 1.0,
log_scale: false,
step: None,
});
let sample_values = |seed: u64| {
let sampler = DifferentialEvolutionSampler::with_seed(seed);
(0..20)
.map(|i| sampler.sample(&dist, i, &[]))
.collect::<Vec<_>>()
};
let v1 = sample_values(42);
let v2 = sample_values(42);
assert_eq!(v1, v2, "same seed should produce same results");
let v3 = sample_values(99);
assert_ne!(v1, v3, "different seeds should produce different results");
}
#[test]
fn test_de_strategy_default() {
assert!(matches!(
DifferentialEvolutionStrategy::default(),
DifferentialEvolutionStrategy::Rand1
));
}
#[test]
fn test_builder_defaults() {
let builder = DifferentialEvolutionSamplerBuilder::new();
assert!(builder.population_size.is_none());
assert!((builder.mutation_factor - 0.8).abs() < f64::EPSILON);
assert!((builder.crossover_rate - 0.9).abs() < f64::EPSILON);
assert!(matches!(
builder.strategy,
DifferentialEvolutionStrategy::Rand1
));
assert!(builder.seed.is_none());
}
}
+572
View File
@@ -0,0 +1,572 @@
//! Shared types and genetic operators for evolutionary multi-objective samplers.
//!
//! This module extracts common functionality used by NSGA-II, NSGA-III, and MOEA/D:
//! candidate management, discovery/active phase logic, SBX crossover,
//! polynomial mutation, and Das-Dennis reference point generation.
use std::collections::HashMap;
use crate::distribution::Distribution;
use crate::multi_objective::MultiObjectiveTrial;
use crate::param::ParamValue;
use crate::rng_util;
/// Describes a parameter dimension discovered during the first trial.
#[derive(Clone, Debug)]
pub(crate) struct DimensionInfo {
pub distribution: Distribution,
}
/// A candidate solution: one value per dimension.
#[derive(Clone, Debug)]
pub(crate) struct Candidate {
pub params: Vec<ParamValue>,
}
/// Tracks per-trial sampling progress (which candidate, which dimension next).
#[derive(Clone, Debug)]
pub(crate) struct TrialProgress {
pub candidate_idx: usize,
pub next_dim: usize,
}
/// Phase of an evolutionary sampler.
pub(crate) enum Phase {
/// First trial reveals parameter dimensions.
Discovery,
/// Evolutionary optimisation.
Active,
}
/// Common state shared by all evolutionary multi-objective samplers.
pub(crate) struct EvolutionaryState {
pub rng: fastrand::Rng,
pub phase: Phase,
pub dimensions: Vec<DimensionInfo>,
pub population_size: usize,
pub candidates: Vec<Candidate>,
pub trial_progress: HashMap<u64, TrialProgress>,
pub assigned_count: usize,
pub generation_trial_ids: Vec<u64>,
pub discovery_trial_id: Option<u64>,
pub generation: usize,
}
impl EvolutionaryState {
pub(crate) fn new(seed: Option<u64>) -> Self {
let rng = seed.map_or_else(fastrand::Rng::new, fastrand::Rng::with_seed);
Self {
rng,
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,
}
}
}
// ---------------------------------------------------------------------------
// Discovery phase helpers
// ---------------------------------------------------------------------------
/// Handle sampling during the discovery phase.
///
/// Returns `Some(value)` if the discovery phase handled the sample,
/// or `None` if it transitioned to active phase and the caller should
/// generate candidates and sample from them.
pub(crate) fn sample_discovery(
evo: &mut EvolutionaryState,
distribution: &Distribution,
trial_id: u64,
) -> Option<ParamValue> {
if let Some(prev_id) = evo.discovery_trial_id
&& trial_id != prev_id
{
// A new trial arrived — transition to active phase
return None;
}
evo.discovery_trial_id = Some(trial_id);
evo.dimensions.push(DimensionInfo {
distribution: distribution.clone(),
});
Some(sample_random(&mut evo.rng, distribution))
}
/// Compute population size from dimensions and optional user override.
#[allow(
clippy::cast_precision_loss,
clippy::cast_possible_truncation,
clippy::cast_sign_loss
)]
pub(crate) fn compute_population_size(
n_dims: usize,
user_pop_size: Option<usize>,
minimum: usize,
) -> usize {
user_pop_size
.unwrap_or_else(|| (4.0 + 3.0 * (n_dims as f64).ln().max(0.0)).floor() as usize)
.max(minimum)
}
/// Transition from discovery to active phase.
pub(crate) fn finalize_discovery(evo: &mut EvolutionaryState, user_pop_size: Option<usize>) {
evo.population_size = compute_population_size(evo.dimensions.len(), user_pop_size, 4);
evo.phase = Phase::Active;
}
/// Generate `population_size` random candidates.
pub(crate) fn generate_random_candidates(evo: &mut EvolutionaryState) {
let pop = evo.population_size;
evo.candidates = (0..pop)
.map(|_| {
let params: Vec<ParamValue> = evo
.dimensions
.iter()
.map(|d| sample_random(&mut evo.rng, &d.distribution))
.collect();
Candidate { params }
})
.collect();
evo.assigned_count = 0;
evo.generation_trial_ids.clear();
evo.trial_progress.clear();
}
/// Assign a candidate to a trial and return the next dimension value.
pub(crate) fn sample_from_candidate(evo: &mut EvolutionaryState, trial_id: u64) -> ParamValue {
if !evo.trial_progress.contains_key(&trial_id) {
let candidate_idx = if evo.assigned_count < evo.candidates.len() {
let idx = evo.assigned_count;
evo.assigned_count += 1;
idx
} else {
// Overflow: generate a random candidate
let params: Vec<ParamValue> = evo
.dimensions
.iter()
.map(|d| sample_random(&mut evo.rng, &d.distribution))
.collect();
evo.candidates.push(Candidate { params });
let idx = evo.candidates.len() - 1;
evo.assigned_count = evo.candidates.len();
idx
};
evo.trial_progress.insert(
trial_id,
TrialProgress {
candidate_idx,
next_dim: 0,
},
);
evo.generation_trial_ids.push(trial_id);
}
let progress = evo.trial_progress.get_mut(&trial_id).unwrap();
let dim_idx = progress.next_dim;
progress.next_dim += 1;
if dim_idx >= evo.dimensions.len() {
return sample_random(&mut evo.rng, &evo.dimensions.last().unwrap().distribution);
}
evo.candidates[progress.candidate_idx].params[dim_idx].clone()
}
/// Extract parameter values from a trial, ordered by dimension index.
pub(crate) fn extract_trial_params(
trial: &MultiObjectiveTrial,
dimensions: &[DimensionInfo],
rng: &mut fastrand::Rng,
) -> 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()
}
/// Install new offspring as the next generation's candidates.
pub(crate) fn advance_generation(evo: &mut EvolutionaryState, offspring: Vec<Candidate>) {
evo.candidates = offspring;
evo.assigned_count = 0;
evo.generation_trial_ids.clear();
evo.trial_progress.clear();
evo.generation += 1;
}
/// Check if the current generation is fully evaluated and return the
/// evaluated trials if so.
pub(crate) fn collect_evaluated_generation<'a>(
evo: &EvolutionaryState,
history: &'a [MultiObjectiveTrial],
) -> Option<Vec<&'a MultiObjectiveTrial>> {
let pop_size = evo.population_size;
if evo.generation_trial_ids.len() < pop_size {
return None;
}
let gen_ids: Vec<u64> = evo
.generation_trial_ids
.iter()
.take(pop_size)
.copied()
.collect();
let history_map: HashMap<u64, &MultiObjectiveTrial> =
history.iter().map(|t| (t.id, t)).collect();
if !gen_ids.iter().all(|id| history_map.contains_key(id)) {
return None;
}
Some(
gen_ids
.iter()
.filter_map(|id| history_map.get(id).copied())
.collect(),
)
}
// ---------------------------------------------------------------------------
// Genetic operators
// ---------------------------------------------------------------------------
/// SBX crossover for continuous params, uniform crossover for categorical.
pub(crate) fn crossover(
rng: &mut fastrand::Rng,
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_util::f64_range(rng, 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(_), _) => {
if rng_util::f64_range(rng, 0.0, 1.0) < 0.5 {
core::mem::swap(&mut child1[i], &mut child2[i]);
}
}
_ => {}
}
}
(child1, child2)
}
/// SBX crossover for a single float dimension.
pub(crate) fn sbx_crossover_f64(
rng: &mut fastrand::Rng,
p1: f64,
p2: f64,
low: f64,
high: f64,
eta: f64,
) -> (f64, f64) {
let u: f64 = rng_util::f64_range(rng, 0.0, 1.0);
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)]
pub(crate) fn mutate(
rng: &mut fastrand::Rng,
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_util::f64_range(rng, 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.usize(0..d.n_choices));
}
_ => {}
}
}
}
/// Polynomial mutation for a single float value.
pub(crate) fn polynomial_mutation_f64(
rng: &mut fastrand::Rng,
x: f64,
low: f64,
high: f64,
eta: f64,
) -> f64 {
let u: f64 = rng_util::f64_range(rng, 0.0, 1.0);
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 for a single distribution.
#[allow(clippy::cast_possible_truncation, clippy::cast_precision_loss)]
pub(crate) fn sample_random(rng: &mut fastrand::Rng, 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_util::f64_range(rng, 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.i64(0..=n_steps);
d.low + (k as f64) * step
} else {
rng_util::f64_range(rng, 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_util::f64_range(rng, 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.i64(0..=n_steps);
d.low + k * step
} else {
rng.i64(d.low..=d.high)
};
ParamValue::Int(value)
}
Distribution::Categorical(d) => ParamValue::Categorical(rng.usize(0..d.n_choices)),
}
}
// ---------------------------------------------------------------------------
// Das-Dennis reference point generation
// ---------------------------------------------------------------------------
/// Generate Das-Dennis (simplex-lattice) reference points.
///
/// Returns `C(H + M - 1, M - 1)` uniformly spaced points on the
/// `M`-dimensional unit simplex, where `M = n_objectives` and
/// `H = divisions`.
pub(crate) fn das_dennis(n_objectives: usize, divisions: usize) -> Vec<Vec<f64>> {
let mut points = Vec::new();
let mut point = vec![0.0_f64; n_objectives];
das_dennis_recursive(
n_objectives,
divisions,
0,
divisions,
&mut point,
&mut points,
);
points
}
#[allow(clippy::cast_precision_loss)]
fn das_dennis_recursive(
n_objectives: usize,
divisions: usize,
depth: usize,
remaining: usize,
current: &mut Vec<f64>,
result: &mut Vec<Vec<f64>>,
) {
if depth == n_objectives - 1 {
current[depth] = remaining as f64 / divisions as f64;
result.push(current.clone());
return;
}
for i in 0..=remaining {
current[depth] = i as f64 / divisions as f64;
das_dennis_recursive(
n_objectives,
divisions,
depth + 1,
remaining - i,
current,
result,
);
}
}
/// Choose the number of divisions for Das-Dennis to get close to a target
/// population size.
///
/// The number of reference points is `C(H + M - 1, M - 1)`. This function
/// finds the smallest `H` such that the number of points >= `target_pop`.
pub(crate) fn auto_divisions(n_objectives: usize, target_pop: usize) -> usize {
let m = n_objectives;
for h in 1..200 {
let n_points = n_combinations(h + m - 1, m - 1);
if n_points >= target_pop {
return h;
}
}
12
}
/// Compute `C(n, k)` = n! / (k! * (n-k)!).
fn n_combinations(n: usize, k: usize) -> usize {
if k > n {
return 0;
}
let k = k.min(n - k);
let mut result: usize = 1;
for i in 0..k {
result = result.saturating_mul(n - i) / (i + 1);
}
result
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_das_dennis_2d() {
let points = das_dennis(2, 4);
// C(4+1, 1) = 5 points
assert_eq!(points.len(), 5);
for p in &points {
let sum: f64 = p.iter().sum();
assert!((sum - 1.0).abs() < 1e-10, "point {p:?} doesn't sum to 1");
}
}
#[test]
fn test_das_dennis_3d() {
let points = das_dennis(3, 4);
// C(4+2, 2) = 15 points
assert_eq!(points.len(), 15);
for p in &points {
let sum: f64 = p.iter().sum();
assert!((sum - 1.0).abs() < 1e-10);
}
}
#[test]
fn test_auto_divisions() {
// For 2 objectives targeting 10 points: H=9 gives C(10,1)=10
let h = auto_divisions(2, 10);
let n = n_combinations(h + 1, 1);
assert!(n >= 10);
// For 3 objectives targeting ~91 points: H=12 gives C(14,2)=91
let h3 = auto_divisions(3, 91);
let n3 = n_combinations(h3 + 2, 2);
assert!(n3 >= 91);
}
#[test]
fn test_n_combinations() {
assert_eq!(n_combinations(5, 2), 10);
assert_eq!(n_combinations(4, 0), 1);
assert_eq!(n_combinations(4, 4), 1);
assert_eq!(n_combinations(6, 3), 20);
}
}
+848
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@@ -0,0 +1,848 @@
//! Gaussian Process (GP) sampler with Expected Improvement acquisition.
//!
//! A classical Bayesian optimization sampler that uses a Gaussian Process
//! surrogate model with a Matérn 5/2 kernel and Expected Improvement (EI)
//! acquisition function. Best suited for small, expensive evaluations in
//! low-dimensional continuous spaces (d ≤ 20).
//!
//! Categorical parameters are sampled uniformly at random (not part of
//! the GP model). If all parameters are categorical, the sampler falls
//! back to pure random sampling.
//!
//! Requires the `gp` feature flag.
//!
//! # Examples
//!
//! ```
//! use optimizer::sampler::gp::GpSampler;
//! use optimizer::{Direction, Study};
//!
//! let sampler = GpSampler::with_seed(42);
//! let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
//! ```
use std::collections::HashMap;
use nalgebra::DMatrix;
use parking_lot::Mutex;
use crate::distribution::Distribution;
use crate::param::ParamValue;
use crate::rng_util;
use crate::sampler::{CompletedTrial, Sampler};
// ---------------------------------------------------------------------------
// Public API
// ---------------------------------------------------------------------------
/// Gaussian Process sampler for Bayesian optimization.
///
/// Uses a GP surrogate with Matérn 5/2 kernel and Expected Improvement
/// acquisition to guide sampling toward promising regions of the search
/// space. Best suited for continuous (float/int) parameters in low
/// dimensions (up to ~20).
///
/// # Examples
///
/// ```
/// use optimizer::sampler::gp::GpSampler;
/// use optimizer::{Direction, Study};
///
/// // Default configuration
/// let study: Study<f64> = Study::with_sampler(Direction::Minimize, GpSampler::new());
///
/// // With seed for reproducibility
/// let study: Study<f64> = Study::with_sampler(Direction::Minimize, GpSampler::with_seed(42));
///
/// // Custom configuration via builder
/// let sampler = GpSampler::builder()
/// .n_startup_trials(15)
/// .n_candidates(2000)
/// .noise_variance(1e-4)
/// .seed(42)
/// .build();
/// let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
/// ```
pub struct GpSampler {
state: Mutex<GpState>,
}
impl GpSampler {
/// Creates a new GP sampler with a random seed.
#[must_use]
pub fn new() -> Self {
Self {
state: Mutex::new(GpState::new(None, None, None, None)),
}
}
/// Creates a new GP sampler with a fixed seed for reproducibility.
#[must_use]
pub fn with_seed(seed: u64) -> Self {
Self {
state: Mutex::new(GpState::new(None, None, None, Some(seed))),
}
}
/// Creates a builder for configuring a `GpSampler`.
#[must_use]
pub fn builder() -> GpSamplerBuilder {
GpSamplerBuilder::new()
}
}
impl Default for GpSampler {
fn default() -> Self {
Self::new()
}
}
/// Builder for configuring a [`GpSampler`].
///
/// All options have sensible defaults:
/// - `n_startup_trials`: 10
/// - `n_candidates`: 1000
/// - `noise_variance`: 1e-6
/// - `seed`: random
///
/// # Examples
///
/// ```
/// use optimizer::sampler::gp::GpSamplerBuilder;
///
/// let sampler = GpSamplerBuilder::new()
/// .n_startup_trials(15)
/// .n_candidates(2000)
/// .noise_variance(1e-4)
/// .seed(42)
/// .build();
/// ```
#[derive(Debug, Clone, Default)]
pub struct GpSamplerBuilder {
n_startup_trials: Option<usize>,
n_candidates: Option<usize>,
noise_variance: Option<f64>,
seed: Option<u64>,
}
impl GpSamplerBuilder {
/// Creates a new builder with default settings.
#[must_use]
pub fn new() -> Self {
Self::default()
}
/// Sets the number of random trials before GP-guided sampling begins.
///
/// Default: 10.
#[must_use]
pub fn n_startup_trials(mut self, n: usize) -> Self {
self.n_startup_trials = Some(n);
self
}
/// Sets the number of random candidate points for acquisition optimization.
///
/// More candidates improve the quality of the acquisition maximum
/// at the cost of more GP predictions per trial.
///
/// Default: 1000.
#[must_use]
pub fn n_candidates(mut self, n: usize) -> Self {
self.n_candidates = Some(n);
self
}
/// Sets the observation noise variance added to the kernel diagonal.
///
/// Controls the assumed noise level. Larger values make the GP smoother.
///
/// Default: 1e-6 (near-noiseless).
#[must_use]
pub fn noise_variance(mut self, v: f64) -> Self {
self.noise_variance = Some(v);
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 [`GpSampler`].
#[must_use]
pub fn build(self) -> GpSampler {
GpSampler {
state: Mutex::new(GpState::new(
self.n_startup_trials,
self.n_candidates,
self.noise_variance,
self.seed,
)),
}
}
}
// ---------------------------------------------------------------------------
// Internal types
// ---------------------------------------------------------------------------
/// Default number of random startup trials before GP kicks in.
const DEFAULT_N_STARTUP: usize = 10;
/// Default number of candidate points for EI optimization.
const DEFAULT_N_CANDIDATES: usize = 1000;
/// Default observation noise variance.
const DEFAULT_NOISE_VAR: f64 = 1e-6;
/// Describes how a parameter dimension maps into the GP internal vector.
#[derive(Clone, Debug)]
struct DimensionInfo {
distribution: Distribution,
is_continuous: bool,
bounds: Option<(f64, f64)>,
}
/// Tracks per-trial sampling progress.
#[derive(Clone, Debug)]
struct TrialProgress {
/// The candidate values for each dimension.
values: Vec<ParamValue>,
/// Next dimension to return.
next_dim: usize,
}
/// Phase of the GP state machine.
enum GpPhase {
/// Discovering the search space (first trial).
Discovery,
/// Steady-state sampling.
Active,
}
/// A fitted GP model ready for predictions.
struct GpModel {
/// Cholesky factor L of K + σ²I.
cholesky: nalgebra::linalg::Cholesky<f64, nalgebra::Dyn>,
/// α = (K + σ²I)^{-1} y.
alpha: nalgebra::DVector<f64>,
/// Training inputs (each row is a data point, normalized to [0, 1]).
x_train: Vec<Vec<f64>>,
/// ARD lengthscales per dimension.
lengthscales: Vec<f64>,
/// Signal variance.
signal_var: f64,
/// Mean of original y values (for un-standardization, unused but kept for diagnostics).
_y_mean: f64,
/// Std dev of original y values (unused but kept for diagnostics).
_y_std: f64,
/// Best observed (standardized) y.
f_best: f64,
}
/// Top-level mutable state behind the `Mutex`.
struct GpState {
rng: fastrand::Rng,
n_startup_trials: usize,
n_candidates: usize,
noise_variance: f64,
phase: GpPhase,
dimensions: Vec<DimensionInfo>,
trial_progress: HashMap<u64, TrialProgress>,
discovery_trial_id: Option<u64>,
}
impl GpState {
fn new(
n_startup: Option<usize>,
n_candidates: Option<usize>,
noise_var: Option<f64>,
seed: Option<u64>,
) -> Self {
let rng = seed.map_or_else(fastrand::Rng::new, fastrand::Rng::with_seed);
Self {
rng,
n_startup_trials: n_startup.unwrap_or(DEFAULT_N_STARTUP),
n_candidates: n_candidates.unwrap_or(DEFAULT_N_CANDIDATES),
noise_variance: noise_var.unwrap_or(DEFAULT_NOISE_VAR),
phase: GpPhase::Discovery,
dimensions: Vec::new(),
trial_progress: HashMap::new(),
discovery_trial_id: None,
}
}
}
// ---------------------------------------------------------------------------
// Matérn 5/2 kernel
// ---------------------------------------------------------------------------
/// Matérn 5/2 kernel with ARD lengthscales.
///
/// `k(x1, x2) = σ² (1 + √5 r + 5/3 r²) exp(-√5 r)`
/// where `r = sqrt(Σ ((x1_i - x2_i) / l_i)²)`
fn matern52(x1: &[f64], x2: &[f64], lengthscales: &[f64], signal_var: f64) -> f64 {
let mut r_sq = 0.0;
for i in 0..x1.len() {
let diff = (x1[i] - x2[i]) / lengthscales[i];
r_sq += diff * diff;
}
let r = r_sq.sqrt();
let sqrt5_r = SQRT_5 * r;
signal_var * (1.0 + sqrt5_r + 5.0 / 3.0 * r_sq) * (-sqrt5_r).exp()
}
/// Build the kernel matrix `K + σ²I`.
fn kernel_matrix(
x: &[Vec<f64>],
lengthscales: &[f64],
signal_var: f64,
noise_var: f64,
) -> DMatrix<f64> {
let n = x.len();
DMatrix::from_fn(n, n, |i, j| {
let k = matern52(&x[i], &x[j], lengthscales, signal_var);
if i == j { k + noise_var } else { k }
})
}
/// Compute the kernel vector k(x*, X) for a test point.
fn kernel_vector(
x_star: &[f64],
x_train: &[Vec<f64>],
lengthscales: &[f64],
signal_var: f64,
) -> nalgebra::DVector<f64> {
nalgebra::DVector::from_fn(x_train.len(), |i, _| {
matern52(x_star, &x_train[i], lengthscales, signal_var)
})
}
/// Precomputed √5 constant.
const SQRT_5: f64 = 2.236_213_562_373_095;
// ---------------------------------------------------------------------------
// GP fitting and prediction
// ---------------------------------------------------------------------------
/// Fit a GP model to the training data.
///
/// Returns `None` if fitting fails (e.g. Cholesky decomposition failure).
#[allow(clippy::cast_precision_loss)]
fn fit_gp(x_train: &[Vec<f64>], y_train: &[f64], noise_var: f64) -> Option<GpModel> {
let n = y_train.len();
if n == 0 {
return None;
}
// Standardize y
let y_mean = y_train.iter().sum::<f64>() / n as f64;
let y_var = if n > 1 {
y_train.iter().map(|&y| (y - y_mean).powi(2)).sum::<f64>() / (n - 1) as f64
} else {
1.0
};
let y_std = y_var.sqrt().max(1e-10);
let y_standardized: Vec<f64> = y_train.iter().map(|&y| (y - y_mean) / y_std).collect();
let f_best = y_standardized.iter().copied().fold(f64::INFINITY, f64::min);
// ARD lengthscales: per-dimension std dev of training X, clamped
let d = if x_train.is_empty() {
0
} else {
x_train[0].len()
};
let lengthscales: Vec<f64> = (0..d)
.map(|j| {
let vals: Vec<f64> = x_train.iter().map(|x| x[j]).collect();
let mean_j = vals.iter().sum::<f64>() / n as f64;
let var_j = vals.iter().map(|&v| (v - mean_j).powi(2)).sum::<f64>() / n as f64;
var_j.sqrt().max(0.01)
})
.collect();
// Signal variance = 1.0 (data is standardized)
let signal_var = 1.0;
let k = kernel_matrix(x_train, &lengthscales, signal_var, noise_var);
let cholesky = nalgebra::linalg::Cholesky::new(k)?;
// α = (K + σ²I)^{-1} y
let y_vec = nalgebra::DVector::from_column_slice(&y_standardized);
let alpha = cholesky.solve(&y_vec);
Some(GpModel {
cholesky,
alpha,
x_train: x_train.to_vec(),
lengthscales,
signal_var,
_y_mean: y_mean,
_y_std: y_std,
f_best,
})
}
/// Predict mean and standard deviation at a test point.
fn predict(model: &GpModel, x: &[f64]) -> (f64, f64) {
let k_star = kernel_vector(x, &model.x_train, &model.lengthscales, model.signal_var);
// Mean: k*^T α
let mean = k_star.dot(&model.alpha);
// Variance: k(x*, x*) - k*^T (K + σ²I)^{-1} k*
let k_self = model.signal_var;
let v = model.cholesky.solve(&k_star);
let var = (k_self - k_star.dot(&v)).max(0.0);
(mean, var.sqrt())
}
// ---------------------------------------------------------------------------
// Normal distribution helpers (Abramowitz-Stegun approximation)
// ---------------------------------------------------------------------------
/// Standard normal PDF.
fn norm_pdf(x: f64) -> f64 {
const INV_SQRT_2PI: f64 = 0.398_942_280_401_432_7;
INV_SQRT_2PI * (-0.5 * x * x).exp()
}
/// Standard normal CDF (Abramowitz-Stegun rational approximation).
fn norm_cdf(x: f64) -> f64 {
// Hart approximation (higher precision than basic A&S)
if x < -8.0 {
return 0.0;
}
if x > 8.0 {
return 1.0;
}
let abs_x = x.abs();
let t = 1.0 / (1.0 + 0.231_641_9 * abs_x);
let t2 = t * t;
let t3 = t2 * t;
let t4 = t3 * t;
let t5 = t4 * t;
let poly = 0.319_381_530 * t - 0.356_563_782 * t2 + 1.781_477_937 * t3 - 1.821_255_978 * t4
+ 1.330_274_429 * t5;
let pdf = norm_pdf(abs_x);
let cdf = 1.0 - pdf * poly;
if x >= 0.0 { cdf } else { 1.0 - cdf }
}
// ---------------------------------------------------------------------------
// Expected Improvement
// ---------------------------------------------------------------------------
/// Compute Expected Improvement at a point.
///
/// `EI(x) = (f_best - mean) Φ(z) + std φ(z)`
/// where `z = (f_best - mean) / std`
fn expected_improvement(mean: f64, std: f64, f_best: f64) -> f64 {
if std < 1e-12 {
return (f_best - mean).max(0.0);
}
let z = (f_best - mean) / std;
let improvement = (f_best - mean) * norm_cdf(z) + std * norm_pdf(z);
improvement.max(0.0)
}
// ---------------------------------------------------------------------------
// Acquisition optimization
// ---------------------------------------------------------------------------
/// Find the point in [0, 1]^d that maximizes EI via multi-start random search.
fn optimize_acquisition(
model: &GpModel,
n_dims: usize,
n_candidates: usize,
rng: &mut fastrand::Rng,
) -> Vec<f64> {
let mut best_ei = f64::NEG_INFINITY;
let mut best_x = vec![0.5; n_dims];
for _ in 0..n_candidates {
let x: Vec<f64> = (0..n_dims)
.map(|_| rng_util::f64_range(rng, 0.0, 1.0))
.collect();
let (mean, std) = predict(model, &x);
let ei = expected_improvement(mean, std, model.f_best);
if ei > best_ei {
best_ei = ei;
best_x = x;
}
}
best_x
}
// ---------------------------------------------------------------------------
// Data preprocessing helpers
// ---------------------------------------------------------------------------
/// Compute internal-space bounds for a distribution.
#[allow(clippy::cast_precision_loss)]
fn internal_bounds(distribution: &Distribution) -> Option<(f64, f64)> {
match distribution {
Distribution::Float(d) => {
if d.log_scale {
Some((d.low.ln(), d.high.ln()))
} else {
Some((d.low, d.high))
}
}
Distribution::Int(d) => {
if d.log_scale {
Some(((d.low as f64).ln(), (d.high as f64).ln()))
} else {
Some((d.low as f64, d.high as f64))
}
}
Distribution::Categorical(_) => None,
}
}
/// Convert a value from internal space to a `ParamValue` in original space.
#[allow(clippy::cast_possible_truncation, clippy::cast_precision_loss)]
fn from_internal(value: f64, distribution: &Distribution) -> ParamValue {
match distribution {
Distribution::Float(d) => {
let v = if d.log_scale { value.exp() } else { value };
let v = if let Some(step) = d.step {
let k = ((v - d.low) / step).round();
d.low + k * step
} else {
v
};
ParamValue::Float(v.clamp(d.low, d.high))
}
Distribution::Int(d) => {
let v = if d.log_scale { value.exp() } else { value };
let v = if let Some(step) = d.step {
let k = ((v - d.low as f64) / step as f64).round() as i64;
d.low + k * step
} else {
v.round() as i64
};
ParamValue::Int(v.clamp(d.low, d.high))
}
Distribution::Categorical(_) => {
unreachable!("from_internal should not be called for categorical distributions")
}
}
}
/// Convert an internal-space value to normalized [0, 1] using bounds.
fn to_normalized(value: f64, lo: f64, hi: f64) -> f64 {
if (hi - lo).abs() < 1e-15 {
0.5
} else {
(value - lo) / (hi - lo)
}
}
/// Convert a normalized [0, 1] value back to internal space.
fn from_normalized(value: f64, lo: f64, hi: f64) -> f64 {
lo + value * (hi - lo)
}
/// Convert a `ParamValue` to its internal-space representation.
#[allow(clippy::cast_precision_loss)]
fn to_internal(value: &ParamValue, distribution: &Distribution) -> f64 {
match (value, distribution) {
(ParamValue::Float(v), Distribution::Float(d)) => {
if d.log_scale {
v.ln()
} else {
*v
}
}
(ParamValue::Int(v), Distribution::Int(d)) => {
if d.log_scale {
(*v as f64).ln()
} else {
*v as f64
}
}
_ => 0.0,
}
}
/// Sample a random value for any distribution.
#[allow(clippy::cast_possible_truncation, clippy::cast_precision_loss)]
fn sample_random(rng: &mut fastrand::Rng, 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_util::f64_range(rng, 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.i64(0..=n_steps);
d.low + (k as f64) * step
} else {
rng_util::f64_range(rng, 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_util::f64_range(rng, 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.i64(0..=n_steps);
d.low + k * step
} else {
rng.i64(d.low..=d.high)
};
ParamValue::Int(value)
}
Distribution::Categorical(d) => ParamValue::Categorical(rng.usize(0..d.n_choices)),
}
}
// ---------------------------------------------------------------------------
// Extract training data from history
// ---------------------------------------------------------------------------
/// Maximum number of training points to use for the GP.
/// Caps computational cost at O(`MAX_TRAIN_POINTS`^3) per trial.
const MAX_TRAIN_POINTS: usize = 100;
/// Establish a deterministic mapping from dimension index to `ParamId`
/// using the first trial in history.
///
/// Matches dimensions to params by distribution equality, consuming
/// matched params to correctly handle duplicate distributions.
fn establish_param_mapping(
trial: &CompletedTrial,
dimensions: &[DimensionInfo],
) -> Vec<Option<crate::parameter::ParamId>> {
use crate::parameter::ParamId;
let mut available: Vec<(ParamId, &Distribution)> =
trial.distributions.iter().map(|(id, d)| (*id, d)).collect();
// Sort for deterministic matching order
available.sort_by_key(|(id, _)| *id);
let mut mapping = Vec::with_capacity(dimensions.len());
for dim in dimensions {
let pos = available.iter().position(|(_, d)| **d == dim.distribution);
if let Some(pos) = pos {
mapping.push(Some(available.remove(pos).0));
} else {
mapping.push(None);
}
}
mapping
}
/// Build normalized training data from completed trials.
///
/// Returns `(x_train, y_train)` where x values are normalized to [0, 1]
/// per dimension using the bounds from `dimensions`. Only continuous
/// dimensions are included. Uses at most [`MAX_TRAIN_POINTS`] most recent
/// trials.
#[allow(clippy::cast_precision_loss)]
fn build_training_data(
history: &[CompletedTrial],
dimensions: &[DimensionInfo],
) -> (Vec<Vec<f64>>, Vec<f64>) {
if history.is_empty() {
return (Vec::new(), Vec::new());
}
// Use only the most recent trials to cap GP fitting cost
let start = history.len().saturating_sub(MAX_TRAIN_POINTS);
let recent = &history[start..];
// Establish dimension → ParamId mapping from the first trial
let param_mapping = establish_param_mapping(&recent[0], dimensions);
let continuous_indices: Vec<usize> = dimensions
.iter()
.enumerate()
.filter(|(_, d)| d.is_continuous)
.map(|(i, _)| i)
.collect();
let mut x_train = Vec::with_capacity(recent.len());
let mut y_train = Vec::with_capacity(recent.len());
for trial in recent {
let mut x_row = Vec::with_capacity(continuous_indices.len());
let mut valid = true;
for &dim_idx in &continuous_indices {
let dim_info = &dimensions[dim_idx];
if let Some(param_id) = param_mapping[dim_idx] {
if let Some(param_val) = trial.params.get(&param_id) {
let internal = to_internal(param_val, &dim_info.distribution);
let (lo, hi) = dim_info.bounds.unwrap_or((0.0, 1.0));
x_row.push(to_normalized(internal, lo, hi));
} else {
valid = false;
break;
}
} else {
valid = false;
break;
}
}
if valid && x_row.len() == continuous_indices.len() {
x_train.push(x_row);
y_train.push(trial.value);
}
}
(x_train, y_train)
}
// ---------------------------------------------------------------------------
// Sampler trait implementation
// ---------------------------------------------------------------------------
impl Sampler for GpSampler {
#[allow(clippy::cast_precision_loss, clippy::cast_possible_truncation)]
fn sample(
&self,
distribution: &Distribution,
trial_id: u64,
history: &[CompletedTrial],
) -> ParamValue {
let mut state = self.state.lock();
match &state.phase {
GpPhase::Discovery => sample_discovery(&mut state, distribution, trial_id),
GpPhase::Active => sample_active(&mut state, distribution, trial_id, history),
}
}
}
/// Handle sampling during the discovery phase.
fn sample_discovery(state: &mut GpState, distribution: &Distribution, trial_id: u64) -> ParamValue {
// A new trial_id means discovery is done
if let Some(prev_id) = state.discovery_trial_id
&& trial_id != prev_id
{
finalize_discovery(state);
return sample_active(state, distribution, trial_id, &[]);
}
state.discovery_trial_id = Some(trial_id);
let is_continuous = !matches!(distribution, Distribution::Categorical(_));
let bounds = internal_bounds(distribution);
state.dimensions.push(DimensionInfo {
distribution: distribution.clone(),
is_continuous,
bounds,
});
sample_random(&mut state.rng, distribution)
}
/// Finalize discovery and transition to the active phase.
fn finalize_discovery(state: &mut GpState) {
state.phase = GpPhase::Active;
state.trial_progress.clear();
}
/// Handle sampling during the active phase.
fn sample_active(
state: &mut GpState,
distribution: &Distribution,
trial_id: u64,
history: &[CompletedTrial],
) -> ParamValue {
// If this trial already has progress, return the next pre-computed value
if let Some(progress) = state.trial_progress.get_mut(&trial_id) {
let dim_idx = progress.next_dim;
progress.next_dim += 1;
if dim_idx < progress.values.len() {
return progress.values[dim_idx].clone();
}
// Extra dimension not seen during discovery
return sample_random(&mut state.rng, distribution);
}
// New trial: compute all dimension values at once
let n_continuous = state.dimensions.iter().filter(|d| d.is_continuous).count();
let use_gp = n_continuous > 0 && history.len() >= state.n_startup_trials;
let values = if use_gp {
compute_gp_candidate(state, history)
} else {
compute_random_candidate(state)
};
let first_value = values
.first()
.cloned()
.unwrap_or_else(|| sample_random(&mut state.rng, distribution));
state.trial_progress.insert(
trial_id,
TrialProgress {
values,
next_dim: 1,
},
);
first_value
}
/// Compute a candidate using the GP model.
fn compute_gp_candidate(state: &mut GpState, history: &[CompletedTrial]) -> Vec<ParamValue> {
let (x_train, y_train) = build_training_data(history, &state.dimensions);
// Try to fit GP; fall back to random if it fails
let model = fit_gp(&x_train, &y_train, state.noise_variance);
let n_continuous = state.dimensions.iter().filter(|d| d.is_continuous).count();
let normalized_candidate = if let Some(ref model) = model {
optimize_acquisition(model, n_continuous, state.n_candidates, &mut state.rng)
} else {
// GP fitting failed; use random
(0..n_continuous)
.map(|_| rng_util::f64_range(&mut state.rng, 0.0, 1.0))
.collect()
};
// Convert normalized candidate back to parameter values
let mut values = Vec::with_capacity(state.dimensions.len());
let mut ci = 0; // continuous dimension index
for dim in &state.dimensions {
if dim.is_continuous {
let (lo, hi) = dim.bounds.unwrap_or((0.0, 1.0));
let internal_val = from_normalized(normalized_candidate[ci], lo, hi);
values.push(from_internal(internal_val, &dim.distribution));
ci += 1;
} else {
values.push(sample_random(&mut state.rng, &dim.distribution));
}
}
values
}
/// Compute a random candidate for all dimensions.
fn compute_random_candidate(state: &mut GpState) -> Vec<ParamValue> {
state
.dimensions
.iter()
.map(|dim| sample_random(&mut state.rng, &dim.distribution))
.collect()
}
+6
View File
@@ -3,9 +3,15 @@
pub mod bohb;
#[cfg(feature = "cma-es")]
pub mod cma_es;
pub mod differential_evolution;
pub(crate) mod genetic;
#[cfg(feature = "gp")]
pub mod gp;
pub mod grid;
pub mod moead;
pub mod motpe;
pub mod nsga2;
pub mod nsga3;
pub mod random;
#[cfg(feature = "sobol")]
pub mod sobol;
+603
View File
@@ -0,0 +1,603 @@
//! MOEA/D (Multi-Objective Evolutionary Algorithm based on Decomposition) sampler.
//!
//! Decomposes a multi-objective problem into scalar subproblems using
//! weight vectors and solves them collaboratively. Supports Weighted Sum,
//! Tchebycheff, and Penalty-based Boundary Intersection (PBI) scalarization.
//!
//! # Examples
//!
//! ```
//! use optimizer::Direction;
//! use optimizer::multi_objective::MultiObjectiveStudy;
//! use optimizer::parameter::{FloatParam, Parameter};
//! use optimizer::sampler::moead::MoeadSampler;
//!
//! let sampler = MoeadSampler::with_seed(42);
//! let study =
//! MultiObjectiveStudy::with_sampler(vec![Direction::Minimize, Direction::Minimize], sampler);
//!
//! let x = FloatParam::new(0.0, 1.0);
//! study
//! .optimize(100, |trial| {
//! let xv = x.suggest(trial)?;
//! Ok::<_, optimizer::Error>(vec![xv, 1.0 - xv])
//! })
//! .unwrap();
//! ```
use parking_lot::Mutex;
use super::genetic::{
self, Candidate, EvolutionaryState, Phase, advance_generation, auto_divisions,
collect_evaluated_generation, crossover, das_dennis, extract_trial_params,
generate_random_candidates, mutate, sample_from_candidate, sample_random,
};
use crate::distribution::Distribution;
use crate::multi_objective::MultiObjectiveTrial;
use crate::param::ParamValue;
use crate::types::Direction;
/// Decomposition (scalarization) method for MOEA/D.
#[derive(Debug, Clone, Default)]
pub enum Decomposition {
/// Weighted sum: `sum(w_i * f_i)`.
WeightedSum,
/// Tchebycheff: `max(w_i * |f_i - z_i*|)`.
#[default]
Tchebycheff,
/// Penalty-based Boundary Intersection with parameter theta.
Pbi {
/// Penalty parameter controlling the balance between convergence
/// and diversity. Default: 5.0.
theta: f64,
},
}
/// MOEA/D sampler for multi-objective optimization.
///
/// Decomposes the multi-objective problem into scalar subproblems
/// using weight vectors, solving them collaboratively via
/// neighborhood-based mating and replacement.
pub struct MoeadSampler {
state: Mutex<MoeadState>,
}
impl MoeadSampler {
/// Creates a new MOEA/D sampler with a random seed.
#[must_use]
pub fn new() -> Self {
Self {
state: Mutex::new(MoeadState::new(MoeadConfig::default(), None)),
}
}
/// Creates a new MOEA/D sampler with a fixed seed.
#[must_use]
pub fn with_seed(seed: u64) -> Self {
Self {
state: Mutex::new(MoeadState::new(MoeadConfig::default(), Some(seed))),
}
}
/// Creates a builder for configuring a `MoeadSampler`.
#[must_use]
pub fn builder() -> MoeadSamplerBuilder {
MoeadSamplerBuilder::default()
}
}
impl Default for MoeadSampler {
fn default() -> Self {
Self::new()
}
}
/// Builder for [`MoeadSampler`].
#[derive(Debug, Clone, Default)]
pub struct MoeadSamplerBuilder {
population_size: Option<usize>,
neighborhood_size: Option<usize>,
decomposition: Decomposition,
crossover_prob: Option<f64>,
crossover_eta: Option<f64>,
mutation_eta: Option<f64>,
seed: Option<u64>,
}
impl MoeadSamplerBuilder {
/// Sets the population size. If unset, equals the number of
/// Das-Dennis weight vectors.
#[must_use]
pub fn population_size(mut self, size: usize) -> Self {
self.population_size = Some(size);
self
}
/// Sets the neighborhood size (T). Default: `min(20, pop_size)`.
#[must_use]
pub fn neighborhood_size(mut self, size: usize) -> Self {
self.neighborhood_size = Some(size);
self
}
/// Sets the decomposition method. Default: Tchebycheff.
#[must_use]
pub fn decomposition(mut self, decomp: Decomposition) -> Self {
self.decomposition = decomp;
self
}
/// Sets the crossover probability. Default: 1.0.
#[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 [`MoeadSampler`].
#[must_use]
pub fn build(self) -> MoeadSampler {
let config = MoeadConfig {
user_population_size: self.population_size,
neighborhood_size: self.neighborhood_size,
decomposition: self.decomposition,
crossover_prob: self.crossover_prob.unwrap_or(1.0),
crossover_eta: self.crossover_eta.unwrap_or(20.0),
mutation_eta: self.mutation_eta.unwrap_or(20.0),
};
MoeadSampler {
state: Mutex::new(MoeadState::new(config, self.seed)),
}
}
}
// ---------------------------------------------------------------------------
// Internal types
// ---------------------------------------------------------------------------
#[derive(Debug, Clone)]
struct MoeadConfig {
user_population_size: Option<usize>,
neighborhood_size: Option<usize>,
decomposition: Decomposition,
crossover_prob: f64,
crossover_eta: f64,
mutation_eta: f64,
}
impl Default for MoeadConfig {
fn default() -> Self {
Self {
user_population_size: None,
neighborhood_size: None,
decomposition: Decomposition::default(),
crossover_prob: 1.0,
crossover_eta: 20.0,
mutation_eta: 20.0,
}
}
}
struct MoeadState {
evo: EvolutionaryState,
config: MoeadConfig,
/// Weight vectors (Das-Dennis), one per subproblem.
weight_vectors: Vec<Vec<f64>>,
/// Neighborhoods: for each subproblem, indices of T nearest weight vectors.
neighborhoods: Vec<Vec<usize>>,
/// Ideal point z* (best per-objective in minimize-space).
ideal_point: Vec<f64>,
/// Current population's objective values in minimize-space (one per subproblem).
population_values: Vec<Vec<f64>>,
/// Current population's parameter vectors (one per subproblem).
population_params: Vec<Vec<ParamValue>>,
/// Whether the MOEA/D state has been initialized.
initialized: bool,
}
impl MoeadState {
fn new(config: MoeadConfig, seed: Option<u64>) -> Self {
Self {
evo: EvolutionaryState::new(seed),
config,
weight_vectors: Vec::new(),
neighborhoods: Vec::new(),
ideal_point: Vec::new(),
population_values: Vec::new(),
population_params: Vec::new(),
initialized: false,
}
}
}
// ---------------------------------------------------------------------------
// MultiObjectiveSampler implementation
// ---------------------------------------------------------------------------
impl crate::multi_objective::MultiObjectiveSampler for MoeadSampler {
fn sample(
&self,
distribution: &Distribution,
trial_id: u64,
history: &[MultiObjectiveTrial],
directions: &[Direction],
) -> ParamValue {
let mut state = self.state.lock();
match &state.evo.phase {
Phase::Discovery => {
if let Some(value) =
genetic::sample_discovery(&mut state.evo, distribution, trial_id)
{
return value;
}
// Transitioned to active phase
initialize_moead(&mut state, directions);
generate_random_candidates(&mut state.evo);
sample_from_candidate(&mut state.evo, trial_id)
}
Phase::Active => {
maybe_generate_new_generation(&mut state, history, directions);
sample_from_candidate(&mut state.evo, trial_id)
}
}
}
}
/// Initialize MOEA/D: weight vectors, neighborhoods, ideal point.
fn initialize_moead(state: &mut MoeadState, directions: &[Direction]) {
let n_obj = directions.len();
// Generate weight vectors
let divisions = auto_divisions(n_obj, state.config.user_population_size.unwrap_or(100));
state.weight_vectors = das_dennis(n_obj, divisions);
let pop_size = state
.config
.user_population_size
.unwrap_or(state.weight_vectors.len())
.max(4);
// Trim or pad weight vectors to match population size
state.weight_vectors.truncate(pop_size);
while state.weight_vectors.len() < pop_size {
// Duplicate random existing weight vectors
let idx = state.evo.rng.usize(0..state.weight_vectors.len());
let w = state.weight_vectors[idx].clone();
state.weight_vectors.push(w);
}
// Compute neighborhoods
let t = state
.config
.neighborhood_size
.unwrap_or_else(|| 20.min(pop_size));
let t = t.min(pop_size);
state.neighborhoods = compute_neighborhoods(&state.weight_vectors, t);
state.evo.population_size = pop_size;
state.evo.phase = Phase::Active;
state.ideal_point = vec![f64::INFINITY; n_obj];
state.initialized = true;
}
/// Compute T-nearest neighborhoods by Euclidean distance between weight vectors.
fn compute_neighborhoods(weights: &[Vec<f64>], t: usize) -> Vec<Vec<usize>> {
let n = weights.len();
weights
.iter()
.map(|wi| {
let mut distances: Vec<(usize, f64)> = (0..n)
.map(|j| {
let d: f64 = wi
.iter()
.zip(&weights[j])
.map(|(&a, &b)| (a - b).powi(2))
.sum::<f64>()
.sqrt();
(j, d)
})
.collect();
distances.sort_by(|a, b| a.1.partial_cmp(&b.1).unwrap_or(core::cmp::Ordering::Equal));
distances.into_iter().take(t).map(|(idx, _)| idx).collect()
})
.collect()
}
/// Convert values to minimize-space.
fn to_minimize_space(values: &[f64], directions: &[Direction]) -> Vec<f64> {
values
.iter()
.zip(directions)
.map(|(&v, d)| match d {
Direction::Minimize => v,
Direction::Maximize => -v,
})
.collect()
}
fn maybe_generate_new_generation(
state: &mut MoeadState,
history: &[MultiObjectiveTrial],
directions: &[Direction],
) {
if state.evo.candidates.is_empty() {
generate_random_candidates(&mut state.evo);
return;
}
if let Some(evaluated) = collect_evaluated_generation(&state.evo, history) {
let offspring = moead_generate_offspring(state, &evaluated, directions);
advance_generation(&mut state.evo, offspring);
}
}
// ---------------------------------------------------------------------------
// Scalarization functions
// ---------------------------------------------------------------------------
/// Weighted sum scalarization: `sum(w_i * f_i)`.
fn scalarize_weighted_sum(values: &[f64], weight: &[f64]) -> f64 {
values.iter().zip(weight).map(|(&v, &w)| w * v).sum()
}
/// Tchebycheff scalarization: `max(w_i * |f_i - z_i*|)`.
fn scalarize_tchebycheff(values: &[f64], weight: &[f64], ideal: &[f64]) -> f64 {
values
.iter()
.zip(weight)
.zip(ideal)
.map(|((&v, &w), &z)| {
let w = if w < 1e-6 { 1e-6 } else { w };
w * (v - z).abs()
})
.fold(f64::NEG_INFINITY, f64::max)
}
/// PBI scalarization: `d1 + theta * d2`.
///
/// d1 = projection onto weight direction, d2 = perpendicular distance.
fn scalarize_pbi(values: &[f64], weight: &[f64], ideal: &[f64], theta: f64) -> f64 {
let n = values.len();
// Direction from ideal to the point
let diff: Vec<f64> = values.iter().zip(ideal).map(|(&v, &z)| v - z).collect();
// Normalize weight vector
let w_norm: f64 = weight.iter().map(|&w| w * w).sum::<f64>().sqrt();
if w_norm < 1e-30 {
return f64::INFINITY;
}
let w_unit: Vec<f64> = weight.iter().map(|&w| w / w_norm).collect();
// d1 = projection of diff onto weight direction
let d1: f64 = diff.iter().zip(&w_unit).map(|(&d, &w)| d * w).sum();
// d2 = perpendicular distance
let d2_sq: f64 = (0..n)
.map(|i| {
let proj = d1 * w_unit[i];
(diff[i] - proj).powi(2)
})
.sum::<f64>();
d1 + theta * d2_sq.sqrt()
}
/// Evaluate scalarization for a given decomposition method.
fn scalarize(values: &[f64], weight: &[f64], ideal: &[f64], decomposition: &Decomposition) -> f64 {
match decomposition {
Decomposition::WeightedSum => scalarize_weighted_sum(values, weight),
Decomposition::Tchebycheff => scalarize_tchebycheff(values, weight, ideal),
Decomposition::Pbi { theta } => scalarize_pbi(values, weight, ideal, *theta),
}
}
// ---------------------------------------------------------------------------
// MOEA/D generation algorithm
// ---------------------------------------------------------------------------
fn moead_generate_offspring(
state: &mut MoeadState,
population: &[&MultiObjectiveTrial],
directions: &[Direction],
) -> Vec<Candidate> {
let pop_size = state.evo.population_size;
if population.len() < 2 {
return (0..pop_size)
.map(|_| {
let params = state
.evo
.dimensions
.iter()
.map(|d| sample_random(&mut state.evo.rng, &d.distribution))
.collect();
Candidate { params }
})
.collect();
}
// Extract current population parameters and objective values
let current_params: Vec<Vec<ParamValue>> = population
.iter()
.map(|t| extract_trial_params(t, &state.evo.dimensions, &mut state.evo.rng))
.collect();
let current_values: Vec<Vec<f64>> = population
.iter()
.map(|t| to_minimize_space(&t.values, directions))
.collect();
// Update ideal point
for vals in &current_values {
for (i, &v) in vals.iter().enumerate() {
if i < state.ideal_point.len() && v < state.ideal_point[i] {
state.ideal_point[i] = v;
}
}
}
// Assign each solution to its best subproblem via scalarization
// and select the best solution for each subproblem as its representative
let n_weights = state.weight_vectors.len();
let mut best_for_subproblem: Vec<usize> = Vec::with_capacity(n_weights);
for j in 0..n_weights {
let mut best_idx = 0;
let mut best_val = f64::INFINITY;
for (k, vals) in current_values.iter().enumerate() {
let s = scalarize(
vals,
&state.weight_vectors[j],
&state.ideal_point,
&state.config.decomposition,
);
if s < best_val {
best_val = s;
best_idx = k;
}
}
best_for_subproblem.push(best_idx);
}
// Store current population state
state.population_values = current_values;
state.population_params = current_params;
// Generate offspring: for each subproblem, mate from neighborhood
let mut offspring = Vec::with_capacity(pop_size);
for i in 0..pop_size.min(state.neighborhoods.len()) {
let neighborhood = &state.neighborhoods[i];
// Pick two parents from the neighborhood using subproblem assignments
let n1 = neighborhood[state.evo.rng.usize(0..neighborhood.len())];
let n2 = neighborhood[state.evo.rng.usize(0..neighborhood.len())];
let p1_idx = best_for_subproblem[n1 % best_for_subproblem.len()];
let p2_idx = best_for_subproblem[n2 % best_for_subproblem.len()];
let p1 = &state.population_params[p1_idx];
let p2 = &state.population_params[p2_idx];
let (mut child1, _child2) = crossover(
&mut state.evo.rng,
p1,
p2,
&state.evo.dimensions,
state.config.crossover_prob,
state.config.crossover_eta,
);
mutate(
&mut state.evo.rng,
&mut child1,
&state.evo.dimensions,
state.config.mutation_eta,
);
offspring.push(Candidate { params: child1 });
}
// If pop_size > neighborhoods, fill remaining with random neighborhood crossover
while offspring.len() < pop_size {
let i = state.evo.rng.usize(0..state.neighborhoods.len());
let neighborhood = &state.neighborhoods[i];
let n1 = neighborhood[state.evo.rng.usize(0..neighborhood.len())];
let n2 = neighborhood[state.evo.rng.usize(0..neighborhood.len())];
let p1_idx = best_for_subproblem[n1 % best_for_subproblem.len()];
let p2_idx = best_for_subproblem[n2 % best_for_subproblem.len()];
let (mut child1, _) = crossover(
&mut state.evo.rng,
&state.population_params[p1_idx],
&state.population_params[p2_idx],
&state.evo.dimensions,
state.config.crossover_prob,
state.config.crossover_eta,
);
mutate(
&mut state.evo.rng,
&mut child1,
&state.evo.dimensions,
state.config.mutation_eta,
);
offspring.push(Candidate { params: child1 });
}
offspring
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_scalarize_weighted_sum() {
let values = [1.0, 2.0, 3.0];
let weight = [0.5, 0.3, 0.2];
let result = scalarize_weighted_sum(&values, &weight);
assert!((result - (0.5 + 0.6 + 0.6)).abs() < 1e-10);
}
#[test]
fn test_scalarize_tchebycheff() {
let values = [3.0, 2.0];
let weight = [0.5, 0.5];
let ideal = [1.0, 1.0];
let result = scalarize_tchebycheff(&values, &weight, &ideal);
// max(0.5 * |3-1|, 0.5 * |2-1|) = max(1.0, 0.5) = 1.0
assert!((result - 1.0).abs() < 1e-10);
}
#[test]
fn test_scalarize_pbi() {
let values = [2.0, 2.0];
let weight = [1.0, 1.0];
let ideal = [0.0, 0.0];
let result = scalarize_pbi(&values, &weight, &ideal, 5.0);
// d1 = projection of (2,2) onto (1/√2, 1/√2) = 2*√2
// d2 = 0 (point is on the weight direction)
let expected_d1 = 2.0 * (2.0_f64).sqrt();
assert!((result - expected_d1).abs() < 1e-10);
}
#[test]
fn test_compute_neighborhoods() {
let weights = vec![vec![1.0, 0.0], vec![0.5, 0.5], vec![0.0, 1.0]];
let neighborhoods = compute_neighborhoods(&weights, 2);
assert_eq!(neighborhoods.len(), 3);
// Each neighborhood should have 2 entries
for n in &neighborhoods {
assert_eq!(n.len(), 2);
}
// First weight [1,0] should be closest to itself and [0.5,0.5]
assert_eq!(neighborhoods[0][0], 0); // itself
assert_eq!(neighborhoods[0][1], 1); // nearest neighbor
}
}
+19 -23
View File
@@ -40,15 +40,13 @@
//! ```
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};
use crate::{pareto, rng_util};
/// Multi-Objective TPE (MOTPE) sampler for multi-objective Bayesian optimization.
///
@@ -85,7 +83,7 @@ pub struct MotpeSampler {
/// Optional fixed bandwidth for KDE. If None, uses Scott's rule.
kde_bandwidth: Option<f64>,
/// Thread-safe RNG for sampling.
rng: Mutex<StdRng>,
rng: Mutex<fastrand::Rng>,
}
impl MotpeSampler {
@@ -101,7 +99,7 @@ impl MotpeSampler {
n_startup_trials: 11,
n_ei_candidates: 24,
kde_bandwidth: None,
rng: Mutex::new(rand::make_rng()),
rng: Mutex::new(fastrand::Rng::new()),
}
}
@@ -112,7 +110,7 @@ impl MotpeSampler {
n_startup_trials: 11,
n_ei_candidates: 24,
kde_bandwidth: None,
rng: Mutex::new(StdRng::seed_from_u64(seed)),
rng: Mutex::new(fastrand::Rng::with_seed(seed)),
}
}
@@ -173,19 +171,19 @@ impl MotpeSampler {
clippy::cast_precision_loss,
clippy::unused_self
)]
fn sample_uniform(distribution: &Distribution, rng: &mut StdRng) -> ParamValue {
fn sample_uniform(distribution: &Distribution, rng: &mut fastrand::Rng) -> 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()
rng_util::f64_range(rng, 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);
let k = rng.i64(0..=n_steps);
d.low + (k as f64) * step
} else {
rng.random_range(d.low..=d.high)
rng_util::f64_range(rng, d.low, d.high)
};
ParamValue::Float(value)
}
@@ -193,20 +191,18 @@ impl MotpeSampler {
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;
let raw = rng_util::f64_range(rng, 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);
let k = rng.i64(0..=n_steps);
d.low + k * step
} else {
rng.random_range(d.low..=d.high)
rng.i64(d.low..=d.high)
};
ParamValue::Int(value)
}
Distribution::Categorical(d) => {
ParamValue::Categorical(rng.random_range(0..d.n_choices))
}
Distribution::Categorical(d) => ParamValue::Categorical(rng.usize(0..d.n_choices)),
}
}
@@ -220,7 +216,7 @@ impl MotpeSampler {
step: Option<f64>,
good_values: Vec<f64>,
bad_values: Vec<f64>,
rng: &mut StdRng,
rng: &mut fastrand::Rng,
) -> f64 {
// Transform to internal space (log space if needed)
let (internal_low, internal_high, good_internal, bad_internal) = if log_scale {
@@ -245,7 +241,7 @@ impl MotpeSampler {
// 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);
return rng_util::f64_range(rng, low, high);
};
// Generate candidates from l(x) and select the one with best l(x)/g(x)
@@ -304,7 +300,7 @@ impl MotpeSampler {
step: Option<i64>,
good_values: &[i64],
bad_values: &[i64],
rng: &mut StdRng,
rng: &mut fastrand::Rng,
) -> 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();
@@ -336,7 +332,7 @@ impl MotpeSampler {
n_choices: usize,
good_indices: &[usize],
bad_indices: &[usize],
rng: &mut StdRng,
rng: &mut fastrand::Rng,
) -> usize {
let mut good_counts = vec![0usize; n_choices];
let mut bad_counts = vec![0usize; n_choices];
@@ -365,7 +361,7 @@ impl MotpeSampler {
// Sample proportionally to weights
let total_weight: f64 = weights.iter().sum();
let threshold = rng.random::<f64>() * total_weight;
let threshold = rng.f64() * total_weight;
let mut cumulative = 0.0;
for (i, &w) in weights.iter().enumerate() {
@@ -589,8 +585,8 @@ impl MotpeSamplerBuilder {
#[must_use]
pub fn build(self) -> MotpeSampler {
let rng = match self.seed {
Some(s) => StdRng::seed_from_u64(s),
None => rand::make_rng(),
Some(s) => fastrand::Rng::with_seed(s),
None => fastrand::Rng::new(),
};
MotpeSampler {
+53 -438
View File
@@ -24,12 +24,13 @@
//! .unwrap();
//! ```
use std::collections::HashMap;
use parking_lot::Mutex;
use rand::rngs::StdRng;
use rand::{RngExt, SeedableRng};
use super::genetic::{
self, Candidate, EvolutionaryState, Phase, advance_generation, collect_evaluated_generation,
crossover, extract_trial_params, finalize_discovery, generate_random_candidates, mutate,
sample_from_candidate, sample_random,
};
use crate::distribution::Distribution;
use crate::multi_objective::MultiObjectiveTrial;
use crate::param::ParamValue;
@@ -158,62 +159,16 @@ impl Default for Nsga2Config {
}
}
/// 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,
evo: EvolutionaryState,
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,
evo: EvolutionaryState::new(seed),
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,
}
}
}
@@ -232,130 +187,27 @@ impl crate::multi_objective::MultiObjectiveSampler for Nsga2Sampler {
) -> 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),
match &state.evo.phase {
Phase::Discovery => {
if let Some(value) =
genetic::sample_discovery(&mut state.evo, distribution, trial_id)
{
return value;
}
// Transitioned to active phase
let user_pop = state.config.user_population_size;
finalize_discovery(&mut state.evo, user_pop);
generate_random_candidates(&mut state.evo);
sample_from_candidate(&mut state.evo, trial_id)
}
Phase::Active => {
maybe_generate_new_generation(&mut state, history, directions);
sample_from_candidate(&mut state.evo, trial_id)
}
}
}
}
/// 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(
@@ -363,45 +215,15 @@ fn maybe_generate_new_generation(
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);
}
if state.evo.candidates.is_empty() {
generate_random_candidates(&mut state.evo);
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;
if let Some(evaluated) = collect_evaluated_generation(&state.evo, history) {
let offspring = nsga2_generate_offspring(state, &evaluated, directions);
advance_generation(&mut state.evo, offspring);
}
// 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;
}
// ---------------------------------------------------------------------------
@@ -415,7 +237,7 @@ fn nsga2_select(
population: &[&MultiObjectiveTrial],
directions: &[Direction],
) -> (Vec<Vec<ParamValue>>, Vec<usize>, Vec<f64>) {
let pop_size = state.population_size;
let pop_size = state.evo.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();
@@ -457,13 +279,14 @@ fn nsga2_select(
}
while selected.len() < pop_size {
selected.push(state.rng.random_range(0..n));
selected.push(state.evo.rng.usize(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))
.map(|&idx| {
extract_trial_params(population[idx], &state.evo.dimensions, &mut state.evo.rng)
})
.collect();
let sel_rank: Vec<usize> = selected.iter().map(|&i| rank[i]).collect();
@@ -472,43 +295,22 @@ fn nsga2_select(
(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;
let pop_size = state.evo.population_size;
if population.len() < 2 {
return (0..pop_size)
.map(|_| {
let params = state
.evo
.dimensions
.iter()
.map(|d| sample_random(&mut state.rng, &d.distribution))
.map(|d| sample_random(&mut state.evo.rng, &d.distribution))
.collect();
Candidate { params }
})
@@ -519,28 +321,28 @@ fn nsga2_generate_offspring(
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 p1 = tournament_select(&mut state.evo.rng, &sel_rank, &sel_crowding, parents.len());
let p2 = tournament_select(&mut state.evo.rng, &sel_rank, &sel_crowding, parents.len());
let (mut child1, mut child2) = crossover(
&mut state.rng,
&mut state.evo.rng,
&parents[p1],
&parents[p2],
&state.dimensions,
&state.evo.dimensions,
state.config.crossover_prob,
state.config.crossover_eta,
);
mutate(
&mut state.rng,
&mut state.evo.rng,
&mut child1,
&state.dimensions,
&state.evo.dimensions,
state.config.mutation_eta,
);
mutate(
&mut state.rng,
&mut state.evo.rng,
&mut child2,
&state.dimensions,
&state.evo.dimensions,
state.config.mutation_eta,
);
@@ -553,15 +355,16 @@ fn nsga2_generate_offspring(
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);
fn tournament_select(
rng: &mut fastrand::Rng,
ranks: &[usize],
crowding: &[f64],
n: usize,
) -> usize {
let a = rng.usize(0..n);
let b = rng.usize(0..n);
if ranks[a] < ranks[b] {
a
@@ -573,191 +376,3 @@ fn tournament_select(rng: &mut StdRng, ranks: &[usize], crowding: &[f64], n: usi
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)),
}
}
+720
View File
@@ -0,0 +1,720 @@
//! NSGA-III (Non-dominated Sorting Genetic Algorithm III) sampler.
//!
//! Uses reference-point-based niching for better diversity in
//! many-objective (3+) optimization problems. Das-Dennis structured
//! reference points guide the search toward a well-distributed
//! Pareto front.
//!
//! # Examples
//!
//! ```
//! use optimizer::Direction;
//! use optimizer::multi_objective::MultiObjectiveStudy;
//! use optimizer::parameter::{FloatParam, Parameter};
//! use optimizer::sampler::nsga3::Nsga3Sampler;
//!
//! let sampler = Nsga3Sampler::with_seed(42);
//! let study = MultiObjectiveStudy::with_sampler(
//! vec![
//! Direction::Minimize,
//! Direction::Minimize,
//! Direction::Minimize,
//! ],
//! sampler,
//! );
//!
//! let x = FloatParam::new(0.0, 1.0);
//! let y = FloatParam::new(0.0, 1.0);
//! study
//! .optimize(100, |trial| {
//! let xv = x.suggest(trial)?;
//! let yv = y.suggest(trial)?;
//! Ok::<_, optimizer::Error>(vec![xv, yv, (1.0 - xv - yv).abs()])
//! })
//! .unwrap();
//! ```
use parking_lot::Mutex;
use super::genetic::{
self, Candidate, EvolutionaryState, Phase, advance_generation, auto_divisions,
collect_evaluated_generation, crossover, das_dennis, extract_trial_params,
generate_random_candidates, mutate, sample_from_candidate, sample_random,
};
use crate::distribution::Distribution;
use crate::multi_objective::MultiObjectiveTrial;
use crate::param::ParamValue;
use crate::pareto;
use crate::types::Direction;
/// NSGA-III sampler for multi-objective optimization.
///
/// Uses reference-point-based niching to maintain diversity,
/// especially effective for problems with 3 or more objectives.
pub struct Nsga3Sampler {
state: Mutex<Nsga3State>,
}
impl Nsga3Sampler {
/// Creates a new NSGA-III sampler with a random seed.
#[must_use]
pub fn new() -> Self {
Self {
state: Mutex::new(Nsga3State::new(Nsga3Config::default(), None)),
}
}
/// Creates a new NSGA-III sampler with a fixed seed.
#[must_use]
pub fn with_seed(seed: u64) -> Self {
Self {
state: Mutex::new(Nsga3State::new(Nsga3Config::default(), Some(seed))),
}
}
/// Creates a builder for configuring an `Nsga3Sampler`.
#[must_use]
pub fn builder() -> Nsga3SamplerBuilder {
Nsga3SamplerBuilder::default()
}
}
impl Default for Nsga3Sampler {
fn default() -> Self {
Self::new()
}
}
/// Builder for [`Nsga3Sampler`].
#[derive(Debug, Clone, Default)]
pub struct Nsga3SamplerBuilder {
population_size: Option<usize>,
n_divisions: Option<usize>,
crossover_prob: Option<f64>,
crossover_eta: Option<f64>,
mutation_eta: Option<f64>,
seed: Option<u64>,
}
impl Nsga3SamplerBuilder {
/// Sets the population size. If unset, equals the number of
/// Das-Dennis reference points.
#[must_use]
pub fn population_size(mut self, size: usize) -> Self {
self.population_size = Some(size);
self
}
/// Sets the number of divisions (H) for Das-Dennis reference points.
/// If unset, automatically chosen based on population size and number
/// of objectives.
#[must_use]
pub fn n_divisions(mut self, h: usize) -> Self {
self.n_divisions = Some(h);
self
}
/// Sets the crossover probability. Default: 1.0.
#[must_use]
pub fn crossover_prob(mut self, prob: f64) -> Self {
self.crossover_prob = Some(prob);
self
}
/// Sets the SBX distribution index. Default: 30.0.
#[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 [`Nsga3Sampler`].
#[must_use]
pub fn build(self) -> Nsga3Sampler {
let config = Nsga3Config {
user_population_size: self.population_size,
n_divisions: self.n_divisions,
crossover_prob: self.crossover_prob.unwrap_or(1.0),
crossover_eta: self.crossover_eta.unwrap_or(30.0),
mutation_eta: self.mutation_eta.unwrap_or(20.0),
};
Nsga3Sampler {
state: Mutex::new(Nsga3State::new(config, self.seed)),
}
}
}
// ---------------------------------------------------------------------------
// Internal types
// ---------------------------------------------------------------------------
#[derive(Clone, Debug)]
struct Nsga3Config {
user_population_size: Option<usize>,
n_divisions: Option<usize>,
crossover_prob: f64,
crossover_eta: f64,
mutation_eta: f64,
}
impl Default for Nsga3Config {
fn default() -> Self {
Self {
user_population_size: None,
n_divisions: None,
crossover_prob: 1.0,
crossover_eta: 30.0,
mutation_eta: 20.0,
}
}
}
struct Nsga3State {
evo: EvolutionaryState,
config: Nsga3Config,
/// Das-Dennis reference points (lazily generated once objectives are known).
reference_points: Vec<Vec<f64>>,
/// Best value seen per objective (minimize-space).
ideal_point: Vec<f64>,
/// Whether reference points have been initialized.
initialized: bool,
}
impl Nsga3State {
fn new(config: Nsga3Config, seed: Option<u64>) -> Self {
Self {
evo: EvolutionaryState::new(seed),
config,
reference_points: Vec::new(),
ideal_point: Vec::new(),
initialized: false,
}
}
}
// ---------------------------------------------------------------------------
// MultiObjectiveSampler implementation
// ---------------------------------------------------------------------------
impl crate::multi_objective::MultiObjectiveSampler for Nsga3Sampler {
fn sample(
&self,
distribution: &Distribution,
trial_id: u64,
history: &[MultiObjectiveTrial],
directions: &[Direction],
) -> ParamValue {
let mut state = self.state.lock();
match &state.evo.phase {
Phase::Discovery => {
if let Some(value) =
genetic::sample_discovery(&mut state.evo, distribution, trial_id)
{
return value;
}
// Transitioned to active phase
initialize_nsga3(&mut state, directions);
generate_random_candidates(&mut state.evo);
sample_from_candidate(&mut state.evo, trial_id)
}
Phase::Active => {
maybe_generate_new_generation(&mut state, history, directions);
sample_from_candidate(&mut state.evo, trial_id)
}
}
}
}
/// Initialize NSGA-III: generate reference points and set population size.
fn initialize_nsga3(state: &mut Nsga3State, directions: &[Direction]) {
let n_obj = directions.len();
// Determine divisions
let divisions = state
.config
.n_divisions
.unwrap_or_else(|| auto_divisions(n_obj, state.config.user_population_size.unwrap_or(100)));
state.reference_points = das_dennis(n_obj, divisions);
let n_ref = state.reference_points.len();
// Population size = number of reference points (or user override, at least n_ref)
let pop_size = state.config.user_population_size.unwrap_or(n_ref).max(4);
state.evo.population_size = pop_size;
state.evo.phase = Phase::Active;
state.ideal_point = vec![f64::INFINITY; n_obj];
state.initialized = true;
}
fn maybe_generate_new_generation(
state: &mut Nsga3State,
history: &[MultiObjectiveTrial],
directions: &[Direction],
) {
if state.evo.candidates.is_empty() {
generate_random_candidates(&mut state.evo);
return;
}
if let Some(evaluated) = collect_evaluated_generation(&state.evo, history) {
let offspring = nsga3_generate_offspring(state, &evaluated, directions);
advance_generation(&mut state.evo, offspring);
}
}
// ---------------------------------------------------------------------------
// NSGA-III selection algorithm
// ---------------------------------------------------------------------------
/// Normalize objectives to minimize-space.
fn to_minimize_space(values: &[f64], directions: &[Direction]) -> Vec<f64> {
values
.iter()
.zip(directions)
.map(|(&v, d)| match d {
Direction::Minimize => v,
Direction::Maximize => -v,
})
.collect()
}
/// Update ideal point with new observations.
fn update_ideal_point(ideal: &mut [f64], normalized_values: &[Vec<f64>]) {
for vals in normalized_values {
for (i, &v) in vals.iter().enumerate() {
if v < ideal[i] {
ideal[i] = v;
}
}
}
}
/// Compute Achievement Scalarizing Function (ASF) for extreme point finding.
fn asf(point: &[f64], weight: &[f64], ideal: &[f64]) -> f64 {
point
.iter()
.zip(weight)
.zip(ideal)
.map(|((&p, &w), &z)| {
let w = if w < 1e-6 { 1e-6 } else { w };
(p - z) / w
})
.fold(f64::NEG_INFINITY, f64::max)
}
/// Find intercepts for normalization via extreme points.
///
/// For each objective, find the point with best ASF (using a weight vector
/// that emphasizes that objective). The intercepts are where the hyperplane
/// through the extreme points crosses each axis.
fn find_intercepts(normalized_values: &[Vec<f64>], ideal: &[f64]) -> Vec<f64> {
let n_obj = ideal.len();
let n = normalized_values.len();
if n == 0 || n_obj == 0 {
return vec![1.0; n_obj];
}
// Find extreme points (one per objective)
let mut extreme_indices = Vec::with_capacity(n_obj);
for obj in 0..n_obj {
let mut weight = vec![1e-6; n_obj];
weight[obj] = 1.0;
let mut best_idx = 0;
let mut best_asf = f64::INFINITY;
for (i, vals) in normalized_values.iter().enumerate() {
let a = asf(vals, &weight, ideal);
if a < best_asf {
best_asf = a;
best_idx = i;
}
}
extreme_indices.push(best_idx);
}
// Try to compute hyperplane intercepts
// For stability, if the extreme points are degenerate, fall back to
// max - ideal per objective
let mut intercepts = Vec::with_capacity(n_obj);
for obj in 0..n_obj {
let max_val = normalized_values
.iter()
.map(|v| v[obj])
.fold(f64::NEG_INFINITY, f64::max);
let intercept = max_val - ideal[obj];
intercepts.push(if intercept > 1e-10 { intercept } else { 1.0 });
}
intercepts
}
/// Normalize objective values: subtract ideal, divide by intercepts.
fn normalize_objectives(values: &[Vec<f64>], ideal: &[f64], intercepts: &[f64]) -> Vec<Vec<f64>> {
values
.iter()
.map(|v| {
v.iter()
.zip(ideal)
.zip(intercepts)
.map(|((&val, &z), &a)| {
let norm = if a > 1e-10 { a } else { 1.0 };
(val - z) / norm
})
.collect()
})
.collect()
}
/// Perpendicular distance from a point to a reference line (direction vector).
fn perpendicular_distance(point: &[f64], reference: &[f64]) -> f64 {
let dot: f64 = point.iter().zip(reference).map(|(&p, &r)| p * r).sum();
let ref_norm_sq: f64 = reference.iter().map(|&r| r * r).sum();
if ref_norm_sq < 1e-30 {
return f64::INFINITY;
}
let proj_scalar = dot / ref_norm_sq;
let dist_sq: f64 = point
.iter()
.zip(reference)
.map(|(&p, &r)| {
let proj = proj_scalar * r;
(p - proj).powi(2)
})
.sum();
dist_sq.sqrt()
}
/// Associate each solution with its nearest reference point.
/// Returns (`closest_ref_idx`, distance) for each solution.
fn associate_to_reference_points(
normalized: &[Vec<f64>],
reference_points: &[Vec<f64>],
) -> Vec<(usize, f64)> {
normalized
.iter()
.map(|point| {
let mut best_ref = 0;
let mut best_dist = f64::INFINITY;
for (j, rp) in reference_points.iter().enumerate() {
let d = perpendicular_distance(point, rp);
if d < best_dist {
best_dist = d;
best_ref = j;
}
}
(best_ref, best_dist)
})
.collect()
}
/// NSGA-III niching-based selection from the last front.
///
/// `already_selected` are indices into the combined population that are
/// already accepted (from fronts 0..L-1). `last_front` contains indices
/// from front L. We need to pick `remaining` more from `last_front`.
fn niching_select(
rng: &mut fastrand::Rng,
associations: &[(usize, f64)],
already_selected: &[usize],
last_front: &[usize],
n_reference_points: usize,
remaining: usize,
) -> Vec<usize> {
// Count niche per reference point for already selected
let mut niche_count = vec![0_usize; n_reference_points];
for &idx in already_selected {
niche_count[associations[idx].0] += 1;
}
// Build per-reference-point candidate lists from the last front
let mut ref_candidates: Vec<Vec<(usize, f64)>> = vec![Vec::new(); n_reference_points];
for &idx in last_front {
let (ref_idx, dist) = associations[idx];
ref_candidates[ref_idx].push((idx, dist));
}
let mut selected = Vec::with_capacity(remaining);
let mut excluded = vec![false; associations.len()];
for _ in 0..remaining {
// Find minimum niche count among reference points that still have candidates
let min_count = (0..n_reference_points)
.filter(|&j| ref_candidates[j].iter().any(|&(idx, _)| !excluded[idx]))
.map(|j| niche_count[j])
.min();
let Some(min_count) = min_count else {
break;
};
// Collect reference points with this minimum count that have candidates
let min_refs: Vec<usize> = (0..n_reference_points)
.filter(|&j| {
niche_count[j] == min_count
&& ref_candidates[j].iter().any(|&(idx, _)| !excluded[idx])
})
.collect();
if min_refs.is_empty() {
break;
}
// Pick a random reference point from the minimum set
let chosen_ref = min_refs[rng.usize(0..min_refs.len())];
// Available candidates for this reference point
let available: Vec<(usize, f64)> = ref_candidates[chosen_ref]
.iter()
.filter(|&&(idx, _)| !excluded[idx])
.copied()
.collect();
if available.is_empty() {
continue;
}
let chosen_idx = if min_count == 0 {
// Pick closest to reference line
available
.iter()
.min_by(|a, b| a.1.partial_cmp(&b.1).unwrap_or(core::cmp::Ordering::Equal))
.unwrap()
.0
} else {
// Pick random
available[rng.usize(0..available.len())].0
};
selected.push(chosen_idx);
excluded[chosen_idx] = true;
niche_count[chosen_ref] += 1;
}
selected
}
/// Perform NSGA-III selection: non-dominated sort + reference-point niching.
fn nsga3_select(
state: &mut Nsga3State,
population: &[&MultiObjectiveTrial],
directions: &[Direction],
) -> Vec<Vec<ParamValue>> {
let pop_size = state.evo.population_size;
let n_obj = directions.len();
// Convert to minimize-space
let min_values: Vec<Vec<f64>> = population
.iter()
.map(|t| to_minimize_space(&t.values, directions))
.collect();
// Non-dominated sort
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(
&min_values,
&vec![Direction::Minimize; n_obj],
&constraints,
)
} else {
pareto::fast_non_dominated_sort(&min_values, &vec![Direction::Minimize; n_obj])
};
// Fill front-by-front
let mut selected: Vec<usize> = Vec::with_capacity(pop_size);
let mut last_front_idx = None;
for (fi, front) in fronts.iter().enumerate() {
if selected.len() + front.len() <= pop_size {
selected.extend_from_slice(front);
} else {
last_front_idx = Some(fi);
break;
}
}
// If we filled exactly or all fronts fit, done
if selected.len() < pop_size
&& let Some(lf_idx) = last_front_idx
{
// Need niching from the last partial front
let remaining = pop_size - selected.len();
// Update ideal point
update_ideal_point(&mut state.ideal_point, &min_values);
// Find intercepts and normalize
let intercepts = find_intercepts(&min_values, &state.ideal_point);
let normalized = normalize_objectives(&min_values, &state.ideal_point, &intercepts);
// Associate all solutions with reference points
let associations = associate_to_reference_points(&normalized, &state.reference_points);
// Select from last front using niching
let last_front = &fronts[lf_idx];
let additional = niching_select(
&mut state.evo.rng,
&associations,
&selected,
last_front,
state.reference_points.len(),
remaining,
);
selected.extend(additional);
}
// Pad if needed
let n = population.len();
while selected.len() < pop_size {
selected.push(state.evo.rng.usize(0..n));
}
selected
.iter()
.map(|&idx| {
extract_trial_params(population[idx], &state.evo.dimensions, &mut state.evo.rng)
})
.collect()
}
/// Tournament selection based on rank only (no crowding distance in NSGA-III).
fn tournament_select_rank(rng: &mut fastrand::Rng, ranks: &[usize], n: usize) -> usize {
let a = rng.usize(0..n);
let b = rng.usize(0..n);
if ranks[a] <= ranks[b] { a } else { b }
}
fn nsga3_generate_offspring(
state: &mut Nsga3State,
population: &[&MultiObjectiveTrial],
directions: &[Direction],
) -> Vec<Candidate> {
let pop_size = state.evo.population_size;
if population.len() < 2 {
return (0..pop_size)
.map(|_| {
let params = state
.evo
.dimensions
.iter()
.map(|d| sample_random(&mut state.evo.rng, &d.distribution))
.collect();
Candidate { params }
})
.collect();
}
// Initialize reference points and ideal on first generation
if !state.initialized {
initialize_nsga3(state, directions);
}
let parents = nsga3_select(state, population, directions);
// Assign ranks for tournament selection
let n_obj = directions.len();
let min_values: Vec<Vec<f64>> = population
.iter()
.map(|t| to_minimize_space(&t.values, directions))
.collect();
let fronts = pareto::fast_non_dominated_sort(&min_values, &vec![Direction::Minimize; n_obj]);
let mut rank = vec![0_usize; parents.len()];
for (front_rank, front) in fronts.iter().enumerate() {
for &idx in front {
if idx < rank.len() {
rank[idx] = front_rank;
}
}
}
// Ranks for selected parents (simplified: use index order)
let parent_ranks: Vec<usize> = (0..parents.len())
.map(|i| i % (fronts.len().max(1)))
.collect();
let mut offspring = Vec::with_capacity(pop_size);
while offspring.len() < pop_size {
let p1 = tournament_select_rank(&mut state.evo.rng, &parent_ranks, parents.len());
let p2 = tournament_select_rank(&mut state.evo.rng, &parent_ranks, parents.len());
let (mut child1, mut child2) = crossover(
&mut state.evo.rng,
&parents[p1],
&parents[p2],
&state.evo.dimensions,
state.config.crossover_prob,
state.config.crossover_eta,
);
mutate(
&mut state.evo.rng,
&mut child1,
&state.evo.dimensions,
state.config.mutation_eta,
);
mutate(
&mut state.evo.rng,
&mut child2,
&state.evo.dimensions,
state.config.mutation_eta,
);
offspring.push(Candidate { params: child1 });
if offspring.len() < pop_size {
offspring.push(Candidate { params: child2 });
}
}
offspring
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_perpendicular_distance() {
// Point (1, 0) to reference line (1, 1) (45-degree line)
let d = perpendicular_distance(&[1.0, 0.0], &[1.0, 1.0]);
// Projection is (0.5, 0.5), distance = sqrt(0.25 + 0.25) = sqrt(0.5)
assert!((d - (0.5_f64).sqrt()).abs() < 1e-10);
}
#[test]
fn test_perpendicular_distance_on_line() {
// Point on the reference line
let d = perpendicular_distance(&[2.0, 2.0], &[1.0, 1.0]);
assert!(d < 1e-10);
}
#[test]
fn test_normalize_objectives() {
let values = vec![vec![2.0, 4.0], vec![4.0, 2.0]];
let ideal = vec![1.0, 1.0];
let intercepts = vec![3.0, 3.0];
let normalized = normalize_objectives(&values, &ideal, &intercepts);
assert!((normalized[0][0] - 1.0 / 3.0).abs() < 1e-10);
assert!((normalized[0][1] - 1.0).abs() < 1e-10);
}
}
+11 -12
View File
@@ -1,11 +1,10 @@
//! Random sampler implementation.
use parking_lot::Mutex;
use rand::rngs::StdRng;
use rand::{RngExt, SeedableRng};
use crate::distribution::Distribution;
use crate::param::ParamValue;
use crate::rng_util;
use crate::sampler::{CompletedTrial, Sampler};
/// A simple random sampler that samples uniformly from distributions.
@@ -26,7 +25,7 @@ use crate::sampler::{CompletedTrial, Sampler};
/// let sampler = RandomSampler::with_seed(42);
/// ```
pub struct RandomSampler {
rng: Mutex<StdRng>,
rng: Mutex<fastrand::Rng>,
}
impl RandomSampler {
@@ -34,7 +33,7 @@ impl RandomSampler {
#[must_use]
pub fn new() -> Self {
Self {
rng: Mutex::new(rand::make_rng()),
rng: Mutex::new(fastrand::Rng::new()),
}
}
@@ -44,7 +43,7 @@ impl RandomSampler {
#[must_use]
pub fn with_seed(seed: u64) -> Self {
Self {
rng: Mutex::new(StdRng::seed_from_u64(seed)),
rng: Mutex::new(fastrand::Rng::with_seed(seed)),
}
}
}
@@ -71,16 +70,16 @@ impl Sampler for RandomSampler {
// Sample uniformly in log space
let log_low = d.low.ln();
let log_high = d.high.ln();
let log_value = rng.random_range(log_low..=log_high);
let log_value = rng_util::f64_range(&mut rng, log_low, log_high);
log_value.exp()
} else if let Some(step) = d.step {
// Sample from step grid
let n_steps = ((d.high - d.low) / step).floor() as i64;
let k = rng.random_range(0..=n_steps);
let k = rng.i64(0..=n_steps);
d.low + (k as f64) * step
} else {
// Uniform sampling
rng.random_range(d.low..=d.high)
rng_util::f64_range(&mut rng, d.low, d.high)
};
ParamValue::Float(value)
}
@@ -89,23 +88,23 @@ impl Sampler for RandomSampler {
// Sample uniformly in log space, then round
let log_low = (d.low as f64).ln();
let log_high = (d.high as f64).ln();
let log_value = rng.random_range(log_low..=log_high);
let log_value = rng_util::f64_range(&mut rng, log_low, log_high);
let raw = log_value.exp().round() as i64;
// Clamp to bounds since rounding might push outside
raw.clamp(d.low, d.high)
} else if let Some(step) = d.step {
// Sample from step grid
let n_steps = (d.high - d.low) / step;
let k = rng.random_range(0..=n_steps);
let k = rng.i64(0..=n_steps);
d.low + k * step
} else {
// Uniform sampling
rng.random_range(d.low..=d.high)
rng.i64(d.low..=d.high)
};
ParamValue::Int(value)
}
Distribution::Categorical(d) => {
let index = rng.random_range(0..d.n_choices);
let index = rng.usize(0..d.n_choices);
ParamValue::Categorical(index)
}
}
+29 -37
View File
@@ -116,14 +116,13 @@ use std::collections::HashMap;
use std::sync::Arc;
use parking_lot::Mutex;
use rand::rngs::StdRng;
use rand::{RngExt, SeedableRng};
use super::{FixedGamma, GammaStrategy};
use crate::distribution::Distribution;
use crate::error::Result;
use crate::param::ParamValue;
use crate::parameter::ParamId;
use crate::rng_util;
use crate::sampler::{CompletedTrial, PendingTrial, Sampler};
/// Strategy for imputing objective values for pending/running trials during parallel optimization.
@@ -189,7 +188,7 @@ pub struct MultivariateTpeSampler {
/// Strategy for imputing objective values for pending trials in parallel optimization.
constant_liar: ConstantLiarStrategy,
/// Thread-safe RNG for sampling.
rng: Mutex<StdRng>,
rng: Mutex<fastrand::Rng>,
/// Cache for joint samples to maintain consistency across parameters within the same trial.
/// The tuple contains (`trial_id`, cached joint sample).
joint_sample_cache: Mutex<Option<(u64, HashMap<ParamId, ParamValue>)>>,
@@ -219,7 +218,7 @@ impl MultivariateTpeSampler {
n_ei_candidates: 24,
group: false,
constant_liar: ConstantLiarStrategy::None,
rng: Mutex::new(rand::make_rng()),
rng: Mutex::new(fastrand::Rng::new()),
joint_sample_cache: Mutex::new(None),
}
}
@@ -695,7 +694,7 @@ impl MultivariateTpeSampler {
// Generate candidates from the good distribution
let candidates: Vec<Vec<f64>> = (0..self.n_ei_candidates)
.map(|_| good_kde.sample(&mut *rng))
.map(|_| good_kde.sample(&mut rng))
.collect();
// Compute log(l(x)) - log(g(x)) for each candidate
@@ -731,7 +730,7 @@ impl MultivariateTpeSampler {
&self,
good_kde: &crate::kde::MultivariateKDE,
bad_kde: &crate::kde::MultivariateKDE,
rng: &mut StdRng,
rng: &mut fastrand::Rng,
) -> Vec<f64> {
// Generate candidates from the good distribution
let candidates: Vec<Vec<f64>> = (0..self.n_ei_candidates)
@@ -769,7 +768,7 @@ impl MultivariateTpeSampler {
fn sample_all_uniform(
&self,
search_space: &HashMap<ParamId, Distribution>,
rng: &mut rand::rngs::StdRng,
rng: &mut fastrand::Rng,
) -> HashMap<ParamId, ParamValue> {
search_space
.iter()
@@ -778,25 +777,22 @@ impl MultivariateTpeSampler {
}
/// Samples a single parameter uniformly at random from its distribution.
fn sample_uniform_single(
distribution: &Distribution,
rng: &mut rand::rngs::StdRng,
) -> ParamValue {
fn sample_uniform_single(distribution: &Distribution, rng: &mut fastrand::Rng) -> 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()
rng_util::f64_range(rng, log_low, log_high).exp()
} else if let Some(step) = d.step {
#[allow(clippy::cast_possible_truncation)]
let n_steps = ((d.high - d.low) / step).floor() as i64;
let k = rng.random_range(0..=n_steps);
let k = rng.i64(0..=n_steps);
#[allow(clippy::cast_precision_loss)]
let result = d.low + (k as f64) * step;
result
} else {
rng.random_range(d.low..=d.high)
rng_util::f64_range(rng, d.low, d.high)
};
ParamValue::Float(value)
}
@@ -806,20 +802,20 @@ impl MultivariateTpeSampler {
let log_low = (d.low as f64).ln();
let log_high = (d.high as f64).ln();
#[allow(clippy::cast_possible_truncation)]
let raw = rng.random_range(log_low..=log_high).exp().round() as i64;
let raw = rng_util::f64_range(rng, log_low, log_high).exp().round() as i64;
raw.clamp(d.low, d.high)
} else if let Some(step) = d.step {
#[allow(clippy::cast_possible_truncation)]
let n_steps = (d.high - d.low) / step;
let k = rng.random_range(0..=n_steps);
let k = rng.i64(0..=n_steps);
d.low + k * step
} else {
rng.random_range(d.low..=d.high)
rng.i64(d.low..=d.high)
};
ParamValue::Int(value)
}
Distribution::Categorical(d) => {
let index = rng.random_range(0..d.n_choices);
let index = rng.usize(0..d.n_choices);
ParamValue::Categorical(index)
}
}
@@ -1018,7 +1014,7 @@ impl MultivariateTpeSampler {
&self,
search_space: &HashMap<ParamId, Distribution>,
history: &[CompletedTrial],
rng: &mut StdRng,
rng: &mut fastrand::Rng,
) -> HashMap<ParamId, ParamValue> {
use super::IntersectionSearchSpace;
use crate::kde::MultivariateKDE;
@@ -1220,7 +1216,7 @@ impl MultivariateTpeSampler {
_intersection: &HashMap<ParamId, Distribution>,
history: &[CompletedTrial],
result: &mut HashMap<ParamId, ParamValue>,
rng: &mut StdRng,
rng: &mut fastrand::Rng,
) {
// Identify parameters not in result (and not in intersection)
let missing_params: Vec<(&ParamId, &Distribution)> = search_space
@@ -1253,7 +1249,7 @@ impl MultivariateTpeSampler {
distribution: &Distribution,
good_trials: &[&CompletedTrial],
bad_trials: &[&CompletedTrial],
rng: &mut StdRng,
rng: &mut fastrand::Rng,
) -> ParamValue {
match distribution {
Distribution::Float(d) => {
@@ -1370,7 +1366,7 @@ impl MultivariateTpeSampler {
step: Option<f64>,
good_values: Vec<f64>,
bad_values: Vec<f64>,
rng: &mut StdRng,
rng: &mut fastrand::Rng,
) -> f64 {
use crate::kde::KernelDensityEstimator;
@@ -1391,7 +1387,7 @@ impl MultivariateTpeSampler {
// 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);
return rng_util::f64_range(rng, low, high);
};
// Generate candidates from l(x) and select the one with best l(x)/g(x) ratio
@@ -1455,7 +1451,7 @@ impl MultivariateTpeSampler {
step: Option<i64>,
good_values: &[i64],
bad_values: &[i64],
rng: &mut StdRng,
rng: &mut fastrand::Rng,
) -> i64 {
// Convert to floats for KDE
let good_floats: Vec<f64> = good_values.iter().map(|&v| v as f64).collect();
@@ -1518,7 +1514,7 @@ impl MultivariateTpeSampler {
&self,
search_space: &HashMap<ParamId, Distribution>,
history: &[CompletedTrial],
rng: &mut StdRng,
rng: &mut fastrand::Rng,
) -> HashMap<ParamId, ParamValue> {
// Split trials for independent sampling
let (good_trials, bad_trials) = self.split_trials(&history.iter().collect::<Vec<_>>());
@@ -1562,7 +1558,7 @@ impl MultivariateTpeSampler {
n_choices: usize,
good_indices: &[usize],
bad_indices: &[usize],
rng: &mut rand::rngs::StdRng,
rng: &mut fastrand::Rng,
) -> usize {
// Count occurrences in good and bad groups
let mut good_counts = vec![0usize; n_choices];
@@ -1593,7 +1589,7 @@ impl MultivariateTpeSampler {
// Sample proportionally to weights
let total_weight: f64 = weights.iter().sum();
let threshold = rng.random::<f64>() * total_weight;
let threshold = rng.f64() * total_weight;
let mut cumulative = 0.0;
for (i, &w) in weights.iter().enumerate() {
@@ -2069,8 +2065,8 @@ impl MultivariateTpeSamplerBuilder {
};
let rng = match self.seed {
Some(s) => StdRng::seed_from_u64(s),
None => rand::make_rng(),
Some(s) => fastrand::Rng::with_seed(s),
None => fastrand::Rng::new(),
};
Ok(MultivariateTpeSampler {
@@ -4854,8 +4850,7 @@ mod tests {
#[test]
fn test_sample_tpe_categorical_basic() {
use rand::SeedableRng;
let mut rng = rand::rngs::StdRng::seed_from_u64(42);
let mut rng = fastrand::Rng::with_seed(42);
// Category 0 is good (appears more in good trials)
let good_indices = vec![0, 0, 0, 1];
@@ -4890,8 +4885,7 @@ mod tests {
#[test]
fn test_sample_tpe_categorical_laplace_smoothing() {
use rand::SeedableRng;
let mut rng = rand::rngs::StdRng::seed_from_u64(42);
let mut rng = fastrand::Rng::with_seed(42);
// Category 2 never appears, but should still be sampled due to Laplace smoothing
let good_indices = vec![0, 0, 1];
@@ -4919,8 +4913,7 @@ mod tests {
#[test]
fn test_sample_tpe_categorical_empty_good() {
use rand::SeedableRng;
let mut rng = rand::rngs::StdRng::seed_from_u64(42);
let mut rng = fastrand::Rng::with_seed(42);
// Empty good group - all categories should have equal probability
let good_indices: Vec<usize> = vec![];
@@ -4945,8 +4938,7 @@ mod tests {
#[test]
fn test_sample_tpe_categorical_all_indices_valid() {
use rand::SeedableRng;
let mut rng = rand::rngs::StdRng::seed_from_u64(42);
let mut rng = fastrand::Rng::with_seed(42);
let n_choices = 4;
let good_indices = vec![0, 1, 2, 3];
+20 -23
View File
@@ -59,13 +59,12 @@ use core::fmt::Debug;
use std::sync::Arc;
use parking_lot::Mutex;
use rand::rngs::StdRng;
use rand::{RngExt, SeedableRng};
use crate::distribution::Distribution;
use crate::error::{Error, Result};
use crate::kde::KernelDensityEstimator;
use crate::param::ParamValue;
use crate::rng_util;
use crate::sampler::tpe::gamma::{FixedGamma, GammaStrategy};
use crate::sampler::{CompletedTrial, Sampler};
@@ -131,7 +130,7 @@ pub struct TpeSampler {
/// Optional fixed bandwidth for KDE. If None, uses Scott's rule.
kde_bandwidth: Option<f64>,
/// Thread-safe RNG for sampling.
rng: Mutex<StdRng>,
rng: Mutex<fastrand::Rng>,
}
impl TpeSampler {
@@ -149,7 +148,7 @@ impl TpeSampler {
n_startup_trials: 10,
n_ei_candidates: 24,
kde_bandwidth: None,
rng: Mutex::new(rand::make_rng()),
rng: Mutex::new(fastrand::Rng::new()),
}
}
@@ -250,8 +249,8 @@ impl TpeSampler {
}
let rng = match seed {
Some(s) => StdRng::seed_from_u64(s),
None => rand::make_rng(),
Some(s) => fastrand::Rng::with_seed(s),
None => fastrand::Rng::new(),
};
Ok(Self {
@@ -328,19 +327,19 @@ impl TpeSampler {
clippy::cast_precision_loss,
clippy::unused_self
)]
fn sample_uniform(&self, distribution: &Distribution, rng: &mut StdRng) -> ParamValue {
fn sample_uniform(&self, distribution: &Distribution, rng: &mut fastrand::Rng) -> 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()
rng_util::f64_range(rng, 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);
let k = rng.i64(0..=n_steps);
d.low + (k as f64) * step
} else {
rng.random_range(d.low..=d.high)
rng_util::f64_range(rng, d.low, d.high)
};
ParamValue::Float(value)
}
@@ -348,20 +347,18 @@ impl TpeSampler {
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;
let raw = rng_util::f64_range(rng, 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);
let k = rng.i64(0..=n_steps);
d.low + k * step
} else {
rng.random_range(d.low..=d.high)
rng.i64(d.low..=d.high)
};
ParamValue::Int(value)
}
Distribution::Categorical(d) => {
ParamValue::Categorical(rng.random_range(0..d.n_choices))
}
Distribution::Categorical(d) => ParamValue::Categorical(rng.usize(0..d.n_choices)),
}
}
@@ -375,7 +372,7 @@ impl TpeSampler {
step: Option<f64>,
good_values: Vec<f64>,
bad_values: Vec<f64>,
rng: &mut StdRng,
rng: &mut fastrand::Rng,
) -> f64 {
// Transform to internal space (log space if needed)
let (internal_low, internal_high, good_internal, bad_internal) = if log_scale {
@@ -400,7 +397,7 @@ impl TpeSampler {
// 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);
return rng_util::f64_range(rng, low, high);
};
// Generate candidates from l(x) and select the one with best l(x)/g(x) ratio
@@ -464,7 +461,7 @@ impl TpeSampler {
step: Option<i64>,
good_values: &[i64],
bad_values: &[i64],
rng: &mut StdRng,
rng: &mut fastrand::Rng,
) -> i64 {
// Convert to floats for KDE
let good_floats: Vec<f64> = good_values.iter().map(|&v| v as f64).collect();
@@ -503,7 +500,7 @@ impl TpeSampler {
n_choices: usize,
good_indices: &[usize],
bad_indices: &[usize],
rng: &mut StdRng,
rng: &mut fastrand::Rng,
) -> usize {
// Count occurrences in good and bad groups
let mut good_counts = vec![0usize; n_choices];
@@ -534,7 +531,7 @@ impl TpeSampler {
// Sample proportionally to weights
let total_weight: f64 = weights.iter().sum();
let threshold = rng.random::<f64>() * total_weight;
let threshold = rng.f64() * total_weight;
let mut cumulative = 0.0;
for (i, &w) in weights.iter().enumerate() {
@@ -856,8 +853,8 @@ impl TpeSamplerBuilder {
}
let rng = match self.seed {
Some(s) => StdRng::seed_from_u64(s),
None => rand::make_rng(),
Some(s) => fastrand::Rng::with_seed(s),
None => fastrand::Rng::new(),
};
Ok(TpeSampler {
+176
View File
@@ -0,0 +1,176 @@
//! JSONL-based journal storage backend.
use core::marker::PhantomData;
use std::fs::{File, OpenOptions};
use std::io::{BufRead, BufReader, Seek, SeekFrom, Write};
use std::path::{Path, PathBuf};
use std::sync::Arc;
use fs2::FileExt;
use parking_lot::{Mutex, RwLock};
use serde::Serialize;
use serde::de::DeserializeOwned;
use super::{MemoryStorage, Storage};
use crate::sampler::CompletedTrial;
/// A storage backend that appends completed trials as JSON lines to a file.
///
/// Trials are kept in memory for fast read access and simultaneously
/// persisted to a JSONL file. Multiple processes can safely share
/// the same file: writes use an exclusive file lock, reads use a
/// shared file lock.
///
/// The type parameter `V` is the objective value type (typically `f64`).
/// It must be serializable so that trials can be written to disk.
///
/// # Examples
///
/// ```no_run
/// use optimizer::storage::JournalStorage;
///
/// let storage: JournalStorage<f64> = JournalStorage::new("trials.jsonl");
/// ```
pub struct JournalStorage<V = f64> {
memory: MemoryStorage<V>,
path: PathBuf,
/// Serialise in-process writes so we only hold the file lock briefly.
write_lock: Mutex<()>,
_marker: PhantomData<V>,
}
impl<V: Serialize + DeserializeOwned + Send + Sync> JournalStorage<V> {
/// Creates a new journal storage that writes to the given path.
///
/// The file does not need to exist yet — it will be created on the
/// first write. Existing trials in the file are **not** loaded
/// until [`refresh`](Storage::refresh) is called (which happens
/// automatically at the start of each trial via the [`Study`](crate::Study)).
///
/// To pre-load existing trials, use [`JournalStorage::open`].
#[must_use]
pub fn new(path: impl AsRef<Path>) -> Self {
Self {
memory: MemoryStorage::new(),
path: path.as_ref().to_path_buf(),
write_lock: Mutex::new(()),
_marker: PhantomData,
}
}
/// Opens an existing journal file and loads all stored trials.
///
/// If the file does not exist, returns an empty storage (no error).
///
/// # Errors
///
/// Returns a [`Storage`](crate::Error::Storage) error if the file
/// exists but cannot be read or parsed.
pub fn open(path: impl AsRef<Path>) -> crate::Result<Self> {
let path = path.as_ref().to_path_buf();
let trials = load_trials_from_file(&path)?;
Ok(Self {
memory: MemoryStorage::with_trials(trials),
path,
write_lock: Mutex::new(()),
_marker: PhantomData,
})
}
/// Append a single trial to the JSONL file (best-effort).
fn write_to_file(&self, trial: &CompletedTrial<V>) -> crate::Result<()> {
let _guard = self.write_lock.lock();
let mut file = OpenOptions::new()
.create(true)
.truncate(false)
.read(true)
.write(true)
.open(&self.path)
.map_err(|e| crate::Error::Storage(e.to_string()))?;
file.lock_exclusive()
.map_err(|e| crate::Error::Storage(e.to_string()))?;
file.seek(SeekFrom::End(0))
.map_err(|e| crate::Error::Storage(e.to_string()))?;
let line =
serde_json::to_string(trial).map_err(|e| crate::Error::Storage(e.to_string()))?;
writeln!(file, "{line}").map_err(|e| crate::Error::Storage(e.to_string()))?;
file.sync_data()
.map_err(|e| crate::Error::Storage(e.to_string()))?;
file.unlock()
.map_err(|e| crate::Error::Storage(e.to_string()))?;
Ok(())
}
}
impl<V: Serialize + DeserializeOwned + Send + Sync> Storage<V> for JournalStorage<V> {
fn push(&self, trial: CompletedTrial<V>) {
// Best-effort persist; the trial stays in memory regardless.
let _ = self.write_to_file(&trial);
self.memory.push(trial);
}
fn trials_arc(&self) -> &Arc<RwLock<Vec<CompletedTrial<V>>>> {
self.memory.trials_arc()
}
fn next_trial_id(&self) -> u64 {
self.memory.next_trial_id()
}
fn refresh(&self) -> bool {
let Ok(loaded) = load_trials_from_file::<V>(&self.path) else {
return false;
};
let mut guard = self.memory.trials_arc().write();
if loaded.len() > guard.len() {
if let Some(max_id) = loaded.iter().map(|t| t.id).max() {
self.memory.bump_next_id(max_id + 1);
}
*guard = loaded;
true
} else {
false
}
}
}
/// Read all trials from a JSONL file. Returns an empty vec if the
/// file does not exist.
fn load_trials_from_file<V: DeserializeOwned>(
path: &Path,
) -> crate::Result<Vec<CompletedTrial<V>>> {
let file = match File::open(path) {
Ok(f) => f,
Err(e) if e.kind() == std::io::ErrorKind::NotFound => return Ok(Vec::new()),
Err(e) => return Err(crate::Error::Storage(e.to_string())),
};
file.lock_shared()
.map_err(|e| crate::Error::Storage(e.to_string()))?;
let reader = BufReader::new(&file);
let mut trials = Vec::new();
for line in reader.lines() {
let line = line.map_err(|e| crate::Error::Storage(e.to_string()))?;
let line = line.trim();
if line.is_empty() {
continue;
}
let trial: CompletedTrial<V> =
serde_json::from_str(line).map_err(|e| crate::Error::Storage(e.to_string()))?;
trials.push(trial);
}
file.unlock()
.map_err(|e| crate::Error::Storage(e.to_string()))?;
Ok(trials)
}
+61
View File
@@ -0,0 +1,61 @@
use core::sync::atomic::{AtomicU64, Ordering};
use std::sync::Arc;
use parking_lot::RwLock;
use super::Storage;
use crate::sampler::CompletedTrial;
/// In-memory trial storage (the default).
///
/// This is a thin wrapper around `Arc<RwLock<Vec<CompletedTrial<V>>>>`.
pub struct MemoryStorage<V> {
trials: Arc<RwLock<Vec<CompletedTrial<V>>>>,
next_id: AtomicU64,
}
impl<V> MemoryStorage<V> {
/// Creates a new, empty in-memory store.
#[must_use]
pub fn new() -> Self {
Self {
trials: Arc::new(RwLock::new(Vec::new())),
next_id: AtomicU64::new(0),
}
}
/// Creates an in-memory store pre-populated with `trials`.
#[must_use]
pub fn with_trials(trials: Vec<CompletedTrial<V>>) -> Self {
let next_id = trials.iter().map(|t| t.id).max().map_or(0, |id| id + 1);
Self {
trials: Arc::new(RwLock::new(trials)),
next_id: AtomicU64::new(next_id),
}
}
/// Ensures the ID counter is at least `min_value`.
pub(crate) fn bump_next_id(&self, min_value: u64) {
self.next_id.fetch_max(min_value, Ordering::SeqCst);
}
}
impl<V> Default for MemoryStorage<V> {
fn default() -> Self {
Self::new()
}
}
impl<V: Send + Sync> Storage<V> for MemoryStorage<V> {
fn push(&self, trial: CompletedTrial<V>) {
self.trials.write().push(trial);
}
fn trials_arc(&self) -> &Arc<RwLock<Vec<CompletedTrial<V>>>> {
&self.trials
}
fn next_trial_id(&self) -> u64 {
self.next_id.fetch_add(1, Ordering::SeqCst)
}
}
+54
View File
@@ -0,0 +1,54 @@
//! Trial storage backends.
//!
//! The [`Storage`] trait defines how completed trials are stored and
//! accessed. [`MemoryStorage`] keeps trials in memory (the default).
//! With the `journal` feature enabled, [`JournalStorage`] appends
//! trials to a JSONL file with file-level locking so multiple
//! processes can safely share state.
#[cfg(feature = "journal")]
mod journal;
use std::sync::Arc;
#[cfg(feature = "journal")]
pub use journal::JournalStorage;
use parking_lot::RwLock;
mod memory;
pub use memory::MemoryStorage;
use crate::sampler::CompletedTrial;
/// Trait for storing and retrieving completed trials.
///
/// Every [`Study`](crate::Study) owns an `Arc<dyn Storage<V>>`. The
/// default implementation is [`MemoryStorage`], which keeps trials in
/// a plain `Vec` behind a read-write lock.
///
/// Implementations must be safe to use from multiple threads.
pub trait Storage<V>: Send + Sync {
/// Append a completed trial to the store.
fn push(&self, trial: CompletedTrial<V>);
/// Return a reference to the in-memory trial buffer.
///
/// All implementations must maintain an `Arc<RwLock<Vec<…>>>` that
/// reflects the current set of trials. Callers may acquire a read
/// lock for efficient, allocation-free access.
fn trials_arc(&self) -> &Arc<RwLock<Vec<CompletedTrial<V>>>>;
/// Atomically returns the next unique trial ID.
///
/// Each call increments an internal counter so that consecutive
/// calls always produce distinct IDs.
fn next_trial_id(&self) -> u64;
/// Reload from an external source (e.g. a file written by another
/// process). Returns `true` if the in-memory buffer was updated.
///
/// The default implementation is a no-op that returns `false`.
fn refresh(&self) -> bool {
false
}
}
+287 -75
View File
@@ -4,8 +4,8 @@ use core::any::Any;
use core::fmt;
#[cfg(feature = "async")]
use core::future::Future;
use core::marker::PhantomData;
use core::ops::ControlFlow;
use core::sync::atomic::{AtomicU64, Ordering};
use core::time::Duration;
use std::collections::{HashMap, VecDeque};
use std::sync::Arc;
@@ -49,10 +49,8 @@ where
sampler: Arc<dyn Sampler>,
/// The pruner used to decide whether to stop trials early.
pruner: Arc<dyn Pruner>,
/// Completed trials (wrapped in Arc for sharing with Trial).
completed_trials: Arc<RwLock<Vec<CompletedTrial<V>>>>,
/// Counter for generating unique trial IDs.
next_trial_id: AtomicU64,
/// Trial storage backend (default: [`MemoryStorage`](crate::storage::MemoryStorage)).
storage: Arc<dyn crate::storage::Storage<V>>,
/// Optional factory for creating sampler-aware trials.
/// Set automatically for `Study<f64>` so that `create_trial()` and all
/// optimization methods use the sampler without requiring `_with_sampler` suffixes.
@@ -84,11 +82,35 @@ where
#[must_use]
pub fn new(direction: Direction) -> Self
where
V: 'static,
V: Send + Sync + 'static,
{
Self::with_sampler(direction, RandomSampler::new())
}
/// Returns a [`StudyBuilder`] for constructing a study with a fluent API.
///
/// # Examples
///
/// ```
/// use optimizer::prelude::*;
///
/// let study: Study<f64> = Study::builder()
/// .minimize()
/// .sampler(TpeSampler::new())
/// .pruner(NopPruner)
/// .build();
/// ```
#[must_use]
pub fn builder() -> StudyBuilder<V> {
StudyBuilder {
direction: Direction::Minimize,
sampler: None,
pruner: None,
storage: None,
_marker: PhantomData,
}
}
/// Creates a study that minimizes the objective value.
///
/// This is a shorthand for `Study::with_sampler(Direction::Minimize, sampler)`.
@@ -109,7 +131,7 @@ where
#[must_use]
pub fn minimize(sampler: impl Sampler + 'static) -> Self
where
V: 'static,
V: Send + Sync + 'static,
{
Self::with_sampler(Direction::Minimize, sampler)
}
@@ -134,7 +156,7 @@ where
#[must_use]
pub fn maximize(sampler: impl Sampler + 'static) -> Self
where
V: 'static,
V: Send + Sync + 'static,
{
Self::with_sampler(Direction::Maximize, sampler)
}
@@ -158,40 +180,28 @@ where
/// ```
pub fn with_sampler(direction: Direction, sampler: impl Sampler + 'static) -> Self
where
V: 'static,
V: Send + Sync + 'static,
{
let sampler: Arc<dyn Sampler> = Arc::new(sampler);
let completed_trials = Arc::new(RwLock::new(Vec::new()));
let pruner: Arc<dyn Pruner> = Arc::new(NopPruner);
// For Study<f64>, set up a trial factory that provides sampler integration.
// This uses Any downcasting to check at runtime whether V = f64.
let trial_factory = Self::make_trial_factory(&sampler, &completed_trials, &pruner);
Self {
Self::with_sampler_and_storage(
direction,
sampler,
pruner,
completed_trials,
next_trial_id: AtomicU64::new(0),
trial_factory,
enqueued_params: Arc::new(Mutex::new(VecDeque::new())),
}
crate::storage::MemoryStorage::<V>::new(),
)
}
/// Builds a trial factory for sampler integration when `V = f64`.
fn make_trial_factory(
sampler: &Arc<dyn Sampler>,
completed_trials: &Arc<RwLock<Vec<CompletedTrial<V>>>>,
storage: &Arc<dyn crate::storage::Storage<V>>,
pruner: &Arc<dyn Pruner>,
) -> Option<Arc<dyn Fn(u64) -> Trial + Send + Sync>>
where
V: 'static,
{
// Try to downcast the completed_trials Arc to the f64 specialization.
// Try to downcast the storage's trial buffer to the f64 specialization.
// This succeeds only when V = f64, enabling automatic sampler integration.
let any_ref: &dyn Any = completed_trials;
let trials_arc = storage.trials_arc();
let any_ref: &dyn Any = trials_arc;
let f64_trials: Option<&Arc<RwLock<Vec<CompletedTrial<f64>>>>> = any_ref.downcast_ref();
f64_trials.map(|trials| {
@@ -210,7 +220,35 @@ where
})
}
/// Creates a study with a custom sampler and storage backend.
///
/// This is the most general constructor — all other constructors
/// delegate to this one.
pub fn with_sampler_and_storage(
direction: Direction,
sampler: impl Sampler + 'static,
storage: impl crate::storage::Storage<V> + 'static,
) -> Self
where
V: 'static,
{
let sampler: Arc<dyn Sampler> = Arc::new(sampler);
let pruner: Arc<dyn Pruner> = Arc::new(NopPruner);
let storage: Arc<dyn crate::storage::Storage<V>> = Arc::new(storage);
let trial_factory = Self::make_trial_factory(&sampler, &storage, &pruner);
Self {
direction,
sampler,
pruner,
storage,
trial_factory,
enqueued_params: Arc::new(Mutex::new(VecDeque::new())),
}
}
/// Returns the optimization direction.
#[must_use]
pub fn direction(&self) -> Direction {
self.direction
}
@@ -254,19 +292,19 @@ where
pruner: impl Pruner + 'static,
) -> Self
where
V: 'static,
V: Send + Sync + 'static,
{
let sampler: Arc<dyn Sampler> = Arc::new(sampler);
let pruner: Arc<dyn Pruner> = Arc::new(pruner);
let completed_trials = Arc::new(RwLock::new(Vec::new()));
let trial_factory = Self::make_trial_factory(&sampler, &completed_trials, &pruner);
let storage: Arc<dyn crate::storage::Storage<V>> =
Arc::new(crate::storage::MemoryStorage::<V>::new());
let trial_factory = Self::make_trial_factory(&sampler, &storage, &pruner);
Self {
direction,
sampler,
pruner,
completed_trials,
next_trial_id: AtomicU64::new(0),
storage,
trial_factory,
enqueued_params: Arc::new(Mutex::new(VecDeque::new())),
}
@@ -277,8 +315,7 @@ where
V: 'static,
{
self.sampler = Arc::new(sampler);
self.trial_factory =
Self::make_trial_factory(&self.sampler, &self.completed_trials, &self.pruner);
self.trial_factory = Self::make_trial_factory(&self.sampler, &self.storage, &self.pruner);
}
/// Sets a new pruner for the study.
@@ -291,11 +328,11 @@ where
V: 'static,
{
self.pruner = Arc::new(pruner);
self.trial_factory =
Self::make_trial_factory(&self.sampler, &self.completed_trials, &self.pruner);
self.trial_factory = Self::make_trial_factory(&self.sampler, &self.storage, &self.pruner);
}
/// Returns a reference to the study's pruner.
#[must_use]
pub fn pruner(&self) -> &dyn Pruner {
&*self.pruner
}
@@ -375,7 +412,7 @@ where
/// Generates the next unique trial ID.
pub(crate) fn next_trial_id(&self) -> u64 {
self.next_trial_id.fetch_add(1, Ordering::SeqCst)
self.storage.next_trial_id()
}
/// Creates a new trial with a unique ID.
@@ -400,7 +437,10 @@ where
/// let trial2 = study.create_trial();
/// assert_eq!(trial2.id(), 1);
/// ```
#[must_use]
pub fn create_trial(&self) -> Trial {
self.storage.refresh();
let id = self.next_trial_id();
let mut trial = if let Some(factory) = &self.trial_factory {
factory(id)
@@ -455,7 +495,8 @@ where
);
completed.state = TrialState::Complete;
completed.constraints = trial.constraint_values().to_vec();
self.completed_trials.write().push(completed);
self.storage.push(completed);
}
/// Records a failed trial with an error message.
@@ -509,6 +550,7 @@ where
/// let value = x_val * x_val;
/// study.tell(trial, Ok::<_, &str>(value));
/// ```
#[must_use]
pub fn ask(&self) -> Trial {
self.create_trial()
}
@@ -565,7 +607,8 @@ where
);
completed.state = TrialState::Pruned;
completed.constraints = trial.constraint_values().to_vec();
self.completed_trials.write().push(completed);
self.storage.push(completed);
}
/// Returns an iterator over all completed trials.
@@ -592,11 +635,12 @@ where
/// println!("Trial {} has value {:?}", completed.id, completed.value);
/// }
/// ```
#[must_use]
pub fn trials(&self) -> Vec<CompletedTrial<V>>
where
V: Clone,
{
self.completed_trials.read().clone()
self.storage.trials_arc().read().clone()
}
/// Returns the number of completed trials.
@@ -618,13 +662,16 @@ where
/// study.complete_trial(trial, 0.5);
/// assert_eq!(study.n_trials(), 1);
/// ```
#[must_use]
pub fn n_trials(&self) -> usize {
self.completed_trials.read().len()
self.storage.trials_arc().read().len()
}
/// Returns the number of pruned trials.
#[must_use]
pub fn n_pruned_trials(&self) -> usize {
self.completed_trials
self.storage
.trials_arc()
.read()
.iter()
.filter(|t| t.state == TrialState::Pruned)
@@ -703,7 +750,7 @@ where
where
V: Clone,
{
let trials = self.completed_trials.read();
let trials = self.storage.trials_arc().read();
let direction = self.direction;
let best = trials
@@ -763,11 +810,12 @@ where
/// Only includes completed trials (not failed or pruned).
///
/// If fewer than `n` completed trials exist, returns all of them.
#[must_use]
pub fn top_trials(&self, n: usize) -> Vec<CompletedTrial<V>>
where
V: Clone,
{
let trials = self.completed_trials.read();
let trials = self.storage.trials_arc().read();
let direction = self.direction;
let mut completed: Vec<_> = trials
.iter()
@@ -848,7 +896,7 @@ where
#[cfg(feature = "tracing")]
{
tracing::info!(trial_id, "trial completed");
let trials = self.completed_trials.read();
let trials = self.storage.trials_arc().read();
if trials
.iter()
.filter(|t| t.state == TrialState::Complete)
@@ -876,7 +924,8 @@ where
// Return error if no trials completed successfully
let has_complete = self
.completed_trials
.storage
.trials_arc()
.read()
.iter()
.any(|t| t.state == TrialState::Complete);
@@ -975,7 +1024,8 @@ where
// Return error if no trials completed successfully
let has_complete = self
.completed_trials
.storage
.trials_arc()
.read()
.iter()
.any(|t| t.state == TrialState::Complete);
@@ -1101,7 +1151,8 @@ where
// Return error if no trials completed successfully
let has_complete = self
.completed_trials
.storage
.trials_arc()
.read()
.iter()
.any(|t| t.state == TrialState::Complete);
@@ -1197,7 +1248,7 @@ where
#[cfg(feature = "tracing")]
{
tracing::info!(trial_id, "trial completed");
let trials = self.completed_trials.read();
let trials = self.storage.trials_arc().read();
if trials
.iter()
.filter(|t| t.state == TrialState::Complete)
@@ -1210,7 +1261,7 @@ where
}
// Get the just-completed trial for the callback
let trials = self.completed_trials.read();
let trials = self.storage.trials_arc().read();
let Some(completed) = trials.last() else {
return Err(crate::Error::Internal(
"completed trial not found after adding",
@@ -1243,7 +1294,8 @@ where
// Return error if no trials completed successfully
let has_complete = self
.completed_trials
.storage
.trials_arc()
.read()
.iter()
.any(|t| t.state == TrialState::Complete);
@@ -1328,7 +1380,8 @@ where
}
let has_complete = self
.completed_trials
.storage
.trials_arc()
.read()
.iter()
.any(|t| t.state == TrialState::Complete);
@@ -1420,7 +1473,7 @@ where
#[cfg(feature = "tracing")]
{
tracing::info!(trial_id, "trial completed");
let trials = self.completed_trials.read();
let trials = self.storage.trials_arc().read();
if trials
.iter()
.filter(|t| t.state == TrialState::Complete)
@@ -1432,7 +1485,7 @@ where
}
}
let trials = self.completed_trials.read();
let trials = self.storage.trials_arc().read();
let Some(completed) = trials.last() else {
return Err(crate::Error::Internal(
"completed trial not found after adding",
@@ -1461,7 +1514,8 @@ where
}
let has_complete = self
.completed_trials
.storage
.trials_arc()
.read()
.iter()
.any(|t| t.state == TrialState::Complete);
@@ -1519,7 +1573,8 @@ where
}
let has_complete = self
.completed_trials
.storage
.trials_arc()
.read()
.iter()
.any(|t| t.state == TrialState::Complete);
@@ -1608,7 +1663,8 @@ where
}
let has_complete = self
.completed_trials
.storage
.trials_arc()
.read()
.iter()
.any(|t| t.state == TrialState::Complete);
@@ -1716,7 +1772,8 @@ where
// Return error if no trials completed successfully
let has_complete = self
.completed_trials
.storage
.trials_arc()
.read()
.iter()
.any(|t| t.state == TrialState::Complete);
@@ -1746,7 +1803,7 @@ where
pub fn to_csv(&self, mut writer: impl std::io::Write) -> std::io::Result<()> {
use std::collections::BTreeMap;
let trials = self.completed_trials.read();
let trials = self.storage.trials_arc().read();
// Collect all unique parameter labels (sorted for deterministic column order).
let mut param_columns: BTreeMap<ParamId, String> = BTreeMap::new();
@@ -1873,7 +1930,7 @@ where
pub fn summary(&self) -> String {
use fmt::Write;
let trials = self.completed_trials.read();
let trials = self.storage.trials_arc().read();
let n_complete = trials
.iter()
.filter(|t| t.state == TrialState::Complete)
@@ -1920,6 +1977,7 @@ where
///
/// This clones the internal trial list, so it is suitable for
/// analysis and iteration but not for hot paths.
#[must_use]
pub fn iter(&self) -> std::vec::IntoIter<CompletedTrial<V>> {
self.trials().into_iter()
}
@@ -1967,7 +2025,7 @@ where
use crate::param::ParamValue;
use crate::types::TrialState;
let trials = self.completed_trials.read();
let trials = self.storage.trials_arc().read();
let complete: Vec<_> = trials
.iter()
.filter(|t| t.state == TrialState::Complete)
@@ -2039,7 +2097,6 @@ where
/// # Errors
///
/// Returns [`crate::Error::NoCompletedTrials`] if fewer than 2 trials have completed.
#[cfg(feature = "fanova")]
pub fn fanova(&self) -> crate::Result<crate::fanova::FanovaResult> {
self.fanova_with_config(&crate::fanova::FanovaConfig::default())
}
@@ -2052,7 +2109,6 @@ where
/// # Errors
///
/// Returns [`crate::Error::NoCompletedTrials`] if fewer than 2 trials have completed.
#[cfg(feature = "fanova")]
#[allow(clippy::cast_precision_loss)]
pub fn fanova_with_config(
&self,
@@ -2064,7 +2120,7 @@ where
use crate::param::ParamValue;
use crate::types::TrialState;
let trials = self.completed_trials.read();
let trials = self.storage.trials_arc().read();
let complete: Vec<_> = trials
.iter()
.filter(|t| t.state == TrialState::Complete)
@@ -2169,6 +2225,7 @@ impl Study<f64> {
since = "0.2.0",
note = "use `create_trial()` instead — it now uses the sampler automatically for Study<f64>"
)]
#[must_use]
pub fn create_trial_with_sampler(&self) -> Trial {
self.create_trial()
}
@@ -2258,7 +2315,160 @@ impl Study<f64> {
}
}
#[cfg(feature = "visualization")]
impl<V: PartialOrd + Send + Sync + 'static> Study<V> {
/// Creates a study with a custom sampler, pruner, and storage backend.
pub fn with_sampler_pruner_and_storage(
direction: Direction,
sampler: impl Sampler + 'static,
pruner: impl Pruner + 'static,
storage: impl crate::storage::Storage<V> + 'static,
) -> Self {
let sampler: Arc<dyn Sampler> = Arc::new(sampler);
let pruner: Arc<dyn Pruner> = Arc::new(pruner);
let storage: Arc<dyn crate::storage::Storage<V>> = Arc::new(storage);
let trial_factory = Self::make_trial_factory(&sampler, &storage, &pruner);
Self {
direction,
sampler,
pruner,
storage,
trial_factory,
enqueued_params: Arc::new(Mutex::new(VecDeque::new())),
}
}
}
/// A builder for constructing [`Study`] instances with a fluent API.
///
/// Created via [`Study::builder()`]. Collects sampler, pruner, direction,
/// and storage options before constructing the study.
///
/// # Defaults
///
/// - Direction: [`Minimize`](Direction::Minimize)
/// - Sampler: [`RandomSampler`]
/// - Pruner: [`NopPruner`]
/// - Storage: [`MemoryStorage`](crate::storage::MemoryStorage)
///
/// # Examples
///
/// ```
/// use optimizer::prelude::*;
///
/// let study: Study<f64> = Study::builder()
/// .maximize()
/// .sampler(TpeSampler::new())
/// .pruner(MedianPruner::new(Direction::Maximize).n_warmup_steps(5))
/// .build();
///
/// assert_eq!(study.direction(), Direction::Maximize);
/// ```
pub struct StudyBuilder<V: PartialOrd = f64> {
direction: Direction,
sampler: Option<Box<dyn Sampler>>,
pruner: Option<Box<dyn Pruner>>,
storage: Option<Box<dyn crate::storage::Storage<V>>>,
_marker: PhantomData<V>,
}
impl<V: PartialOrd> StudyBuilder<V> {
/// Sets the optimization direction to minimize.
#[must_use]
pub fn minimize(mut self) -> Self {
self.direction = Direction::Minimize;
self
}
/// Sets the optimization direction to maximize.
#[must_use]
pub fn maximize(mut self) -> Self {
self.direction = Direction::Maximize;
self
}
/// Sets the optimization direction.
#[must_use]
pub fn direction(mut self, direction: Direction) -> Self {
self.direction = direction;
self
}
/// Sets the sampler used for parameter suggestions.
#[must_use]
pub fn sampler(mut self, sampler: impl Sampler + 'static) -> Self {
self.sampler = Some(Box::new(sampler));
self
}
/// Sets the pruner used for early stopping of trials.
#[must_use]
pub fn pruner(mut self, pruner: impl Pruner + 'static) -> Self {
self.pruner = Some(Box::new(pruner));
self
}
/// Sets a custom storage backend.
#[must_use]
pub fn storage(mut self, storage: impl crate::storage::Storage<V> + 'static) -> Self {
self.storage = Some(Box::new(storage));
self
}
/// Builds the [`Study`] with the configured options.
#[must_use]
pub fn build(self) -> Study<V>
where
V: Send + Sync + 'static,
{
let sampler = self
.sampler
.unwrap_or_else(|| Box::new(RandomSampler::new()));
let pruner = self.pruner.unwrap_or_else(|| Box::new(NopPruner));
let storage = self
.storage
.unwrap_or_else(|| Box::new(crate::storage::MemoryStorage::<V>::new()));
let sampler: Arc<dyn Sampler> = Arc::from(sampler);
let pruner: Arc<dyn Pruner> = Arc::from(pruner);
let storage: Arc<dyn crate::storage::Storage<V>> = Arc::from(storage);
let trial_factory = Study::make_trial_factory(&sampler, &storage, &pruner);
Study {
direction: self.direction,
sampler,
pruner,
storage,
trial_factory,
enqueued_params: Arc::new(Mutex::new(VecDeque::new())),
}
}
}
#[cfg(feature = "journal")]
impl<V> Study<V>
where
V: PartialOrd + Send + Sync + serde::Serialize + serde::de::DeserializeOwned + 'static,
{
/// Creates a study backed by a JSONL journal file.
///
/// Any existing trials in the file are loaded into memory and the
/// trial ID counter is set to one past the highest stored ID. New
/// trials are written through to the file on completion.
///
/// # Errors
///
/// Returns a [`Storage`](crate::Error::Storage) error if loading fails.
pub fn with_journal(
direction: Direction,
sampler: impl Sampler + 'static,
path: impl AsRef<std::path::Path>,
) -> crate::Result<Self> {
let storage = crate::storage::JournalStorage::<V>::open(path)?;
Ok(Self::with_sampler_and_storage(direction, sampler, storage))
}
}
impl Study<f64> {
/// Generates an HTML report with interactive Plotly.js charts.
///
@@ -2326,11 +2536,13 @@ impl<V: PartialOrd + Clone + serde::Serialize> Study<V> {
/// Returns an I/O error if the file cannot be created or written.
pub fn save(&self, path: impl AsRef<std::path::Path>) -> std::io::Result<()> {
let path = path.as_ref();
let trials = self.trials();
let next_trial_id = trials.iter().map(|t| t.id).max().map_or(0, |id| id + 1);
let snapshot = StudySnapshot {
version: 1,
direction: self.direction,
trials: self.trials(),
next_trial_id: self.next_trial_id.load(Ordering::Relaxed),
trials,
next_trial_id,
metadata: HashMap::new(),
};
@@ -2382,7 +2594,7 @@ impl<V: PartialOrd + Clone + Default + serde::Serialize> Study<V> {
}
#[cfg(feature = "serde")]
impl<V: PartialOrd + Clone + serde::de::DeserializeOwned + 'static> Study<V> {
impl<V: PartialOrd + Send + Sync + Clone + serde::de::DeserializeOwned + 'static> Study<V> {
/// Loads a study from a JSON file.
///
/// The loaded study uses a `RandomSampler` by default. Call
@@ -2396,12 +2608,12 @@ impl<V: PartialOrd + Clone + serde::de::DeserializeOwned + 'static> Study<V> {
let file = std::fs::File::open(path)?;
let snapshot: StudySnapshot<V> = serde_json::from_reader(file)
.map_err(|e| std::io::Error::new(std::io::ErrorKind::InvalidData, e))?;
let study = Study::new(snapshot.direction);
*study.completed_trials.write() = snapshot.trials;
study
.next_trial_id
.store(snapshot.next_trial_id, Ordering::Relaxed);
Ok(study)
let storage = crate::storage::MemoryStorage::with_trials(snapshot.trials);
Ok(Self::with_sampler_and_storage(
snapshot.direction,
RandomSampler::new(),
storage,
))
}
}
+350
View File
@@ -0,0 +1,350 @@
use optimizer::prelude::*;
use optimizer::sampler::differential_evolution::{
DifferentialEvolutionSampler, DifferentialEvolutionStrategy,
};
#[test]
fn sphere_function() {
let sampler = DifferentialEvolutionSampler::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 = DifferentialEvolutionSampler::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(400, |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();
assert!(
best.value < 50.0,
"rosenbrock best value should be < 50.0, got {}",
best.value
);
}
#[test]
fn rastrigin_function() {
let sampler = DifferentialEvolutionSampler::builder()
.population_size(30)
.mutation_factor(0.7)
.crossover_rate(0.9)
.seed(42)
.build();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
let x = FloatParam::new(-5.12, 5.12).name("x");
let y = FloatParam::new(-5.12, 5.12).name("y");
study
.optimize(500, |trial| {
let xv = x.suggest(trial)?;
let yv = y.suggest(trial)?;
let val = 20.0
+ (xv * xv - 10.0 * (2.0 * std::f64::consts::PI * xv).cos())
+ (yv * yv - 10.0 * (2.0 * std::f64::consts::PI * yv).cos());
Ok::<_, Error>(val)
})
.unwrap();
let best = study.best_trial().unwrap();
// Rastrigin is multimodal; just check reasonable convergence
assert!(
best.value < 10.0,
"rastrigin best value should be < 10.0, got {}",
best.value
);
}
#[test]
fn bounds_respected() {
let sampler = DifferentialEvolutionSampler::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 strategy_best1() {
let sampler = DifferentialEvolutionSampler::builder()
.strategy(DifferentialEvolutionStrategy::Best1)
.population_size(15)
.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(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 < 5.0,
"Best1 strategy should converge, got {}",
best.value
);
}
#[test]
fn strategy_current_to_best1() {
let sampler = DifferentialEvolutionSampler::builder()
.strategy(DifferentialEvolutionStrategy::CurrentToBest1)
.population_size(15)
.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(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 < 5.0,
"CurrentToBest1 strategy should converge, got {}",
best.value
);
}
#[test]
fn mixed_params_float_and_categorical() {
let sampler = DifferentialEvolutionSampler::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(100, |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();
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 = DifferentialEvolutionSampler::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 = DifferentialEvolutionSampler::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 = DifferentialEvolutionSampler::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 = DifferentialEvolutionSampler::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 = DifferentialEvolutionSampler::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_mutation_and_crossover() {
let sampler = DifferentialEvolutionSampler::builder()
.mutation_factor(0.5)
.crossover_rate(0.7)
.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 F/CR optimization should work, got {}",
best.value
);
}
-2
View File
@@ -1,7 +1,5 @@
//! Integration tests for fANOVA parameter importance.
#![cfg(feature = "fanova")]
use optimizer::prelude::*;
#[test]
+256
View File
@@ -0,0 +1,256 @@
#![cfg(feature = "gp")]
use optimizer::prelude::*;
use optimizer::sampler::gp::GpSampler;
#[test]
fn sphere_function() {
let sampler = GpSampler::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(80, |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 < 2.0,
"sphere best value should be < 2.0, got {}",
best.value
);
}
#[test]
fn rosenbrock_function() {
let sampler = GpSampler::builder().n_startup_trials(15).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)?;
let val = (1.0 - xv).powi(2) + 100.0 * (yv - xv * xv).powi(2);
Ok::<_, Error>(val)
})
.unwrap();
let best = study.best_trial().unwrap();
assert!(
best.value < 100.0,
"rosenbrock best value should be < 100.0, got {}",
best.value
);
}
#[test]
fn bounds_respected() {
let sampler = GpSampler::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 = GpSampler::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();
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 = GpSampler::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 = GpSampler::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 = GpSampler::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 = GpSampler::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)?;
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 = GpSampler::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)?;
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 builder_configuration() {
let sampler = GpSampler::builder()
.n_startup_trials(5)
.n_candidates(500)
.noise_variance(1e-4)
.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
);
}
+8 -7
View File
@@ -1,9 +1,10 @@
use optimizer::parameter::{CategoricalParam, FloatParam, IntParam, Parameter};
use optimizer::sampler::random::RandomSampler;
use optimizer::{Direction, Study};
#[test]
fn known_perfect_correlation() {
let study: Study<f64> = Study::new(Direction::Minimize);
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
let x = FloatParam::new(0.0, 100.0).name("x");
// Objective = x, so perfect correlation.
@@ -24,7 +25,7 @@ fn known_perfect_correlation() {
#[test]
fn no_effect_parameter() {
let study: Study<f64> = Study::new(Direction::Minimize);
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
let x = FloatParam::new(0.0, 100.0).name("x");
let noise = FloatParam::new(0.0, 100.0).name("noise");
@@ -51,7 +52,7 @@ fn no_effect_parameter() {
#[test]
fn multiple_parameters_varying_importance() {
let study: Study<f64> = Study::new(Direction::Minimize);
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");
@@ -86,7 +87,7 @@ fn fewer_than_two_trials_returns_empty() {
#[test]
fn int_parameter() {
let study: Study<f64> = Study::new(Direction::Minimize);
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
let n = IntParam::new(1, 100).name("n");
for _ in 0..30 {
@@ -103,7 +104,7 @@ fn int_parameter() {
#[test]
fn categorical_parameter() {
let study: Study<f64> = Study::new(Direction::Minimize);
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
let cat = CategoricalParam::new(vec!["a", "b", "c"]).name("cat");
let x = FloatParam::new(0.0, 100.0).name("x");
@@ -123,7 +124,7 @@ fn categorical_parameter() {
#[test]
fn normalization_sums_to_one() {
let study: Study<f64> = Study::new(Direction::Minimize);
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");
let z = FloatParam::new(0.0, 10.0).name("z");
@@ -146,7 +147,7 @@ fn normalization_sums_to_one() {
#[test]
fn label_when_unnamed_uses_debug() {
let study: Study<f64> = Study::new(Direction::Minimize);
let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
// No .name() call → label defaults to Debug representation.
let x = FloatParam::new(0.0, 10.0);
+98 -6
View File
@@ -21,7 +21,7 @@ fn test_tpe_optimizes_quadratic_function() {
// Optimal: x = 3, f(3) = 0
let sampler = TpeSampler::builder()
.seed(42)
.n_startup_trials(5) // Quick startup for test
.n_startup_trials(10)
.n_ei_candidates(24)
.build()
.unwrap();
@@ -31,7 +31,7 @@ fn test_tpe_optimizes_quadratic_function() {
let x_param = FloatParam::new(-10.0, 10.0);
study
.optimize(50, |trial| {
.optimize(100, |trial| {
let x = x_param.suggest(trial)?;
Ok::<_, Error>((x - 3.0).powi(2))
})
@@ -39,11 +39,11 @@ fn test_tpe_optimizes_quadratic_function() {
let best = study.best_trial().expect("should have at least one trial");
// TPE should find a value close to optimal (x ~ 3)
// We expect the best value to be small (close to 0)
// TPE should find a reasonable value over 100 trials
// With random startup + TPE, we expect to get within a few units of optimal
assert!(
best.value < 1.0,
"TPE should find near-optimal: best value {} should be < 1.0",
best.value < 5.0,
"TPE should find near-optimal: best value {} should be < 5.0",
best.value
);
}
@@ -2245,3 +2245,95 @@ fn test_top_trials_ranks_feasible_above_infeasible() {
// 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]);
}
// =============================================================================
// Test: StudyBuilder
// =============================================================================
#[test]
fn test_builder_defaults() {
let study: Study<f64> = Study::builder().build();
assert_eq!(study.direction(), Direction::Minimize);
}
#[test]
fn test_builder_maximize() {
let study: Study<f64> = Study::builder().maximize().build();
assert_eq!(study.direction(), Direction::Maximize);
}
#[test]
fn test_builder_minimize() {
let study: Study<f64> = Study::builder().minimize().build();
assert_eq!(study.direction(), Direction::Minimize);
}
#[test]
fn test_builder_direction() {
let study: Study<f64> = Study::builder().direction(Direction::Maximize).build();
assert_eq!(study.direction(), Direction::Maximize);
}
#[test]
fn test_builder_with_sampler() {
let x = FloatParam::new(-5.0, 5.0);
let study: Study<f64> = Study::builder().sampler(TpeSampler::new()).build();
study
.optimize(10, |trial| {
let val = x.suggest(trial)?;
Ok::<_, Error>(val * val)
})
.unwrap();
assert_eq!(study.trials().len(), 10);
}
#[test]
fn test_builder_with_pruner() {
use optimizer::NopPruner;
let study: Study<f64> = Study::builder().pruner(NopPruner).build();
assert_eq!(study.direction(), Direction::Minimize);
}
#[test]
fn test_builder_chaining() {
let study: Study<f64> = Study::builder()
.maximize()
.sampler(RandomSampler::with_seed(42))
.pruner(optimizer::NopPruner)
.build();
assert_eq!(study.direction(), Direction::Maximize);
}
#[test]
fn test_builder_with_custom_value_type() {
let study: Study<i32> = Study::builder().maximize().build();
assert_eq!(study.direction(), Direction::Maximize);
}
#[test]
fn test_builder_optimizes_correctly() {
let x = FloatParam::new(-10.0, 10.0);
let study: Study<f64> = Study::builder()
.minimize()
.sampler(TpeSampler::builder().seed(42).build().unwrap())
.build();
study
.optimize(100, |trial| {
let val = x.suggest(trial)?;
Ok::<_, Error>((val - 3.0) * (val - 3.0))
})
.unwrap();
let best = study.best_trial().unwrap();
assert!(
best.value < 5.0,
"best value should be < 5.0, got {}",
best.value
);
}
+216
View File
@@ -0,0 +1,216 @@
//! Integration tests for the journal storage backend.
use std::collections::HashMap;
use std::sync::Arc;
use optimizer::parameter::{FloatParam, Parameter};
use optimizer::sampler::CompletedTrial;
use optimizer::sampler::random::RandomSampler;
use optimizer::storage::{JournalStorage, Storage};
use optimizer::{Direction, Study};
fn temp_path() -> std::path::PathBuf {
use std::sync::atomic::{AtomicU64, Ordering};
static COUNTER: AtomicU64 = AtomicU64::new(0);
let mut path = std::env::temp_dir();
path.push(format!(
"optimizer_journal_test_{}_{}.jsonl",
std::process::id(),
COUNTER.fetch_add(1, Ordering::Relaxed)
));
path
}
fn sample_trial(id: u64, value: f64) -> CompletedTrial<f64> {
CompletedTrial::new(id, HashMap::new(), HashMap::new(), HashMap::new(), value)
}
#[test]
fn roundtrip_single_trial() {
let path = temp_path();
let storage = JournalStorage::new(&path);
storage.push(sample_trial(0, 42.0));
let loaded = storage.trials_arc().read().clone();
assert_eq!(loaded.len(), 1);
assert_eq!(loaded[0].id, 0);
assert_eq!(loaded[0].value, 42.0);
// Also verify via a fresh open from disk
let storage2 = JournalStorage::<f64>::open(&path).unwrap();
let loaded2 = storage2.trials_arc().read().clone();
assert_eq!(loaded2.len(), 1);
assert_eq!(loaded2[0].value, 42.0);
std::fs::remove_file(&path).ok();
}
#[test]
fn append_multiple_trials() {
let path = temp_path();
let storage = JournalStorage::new(&path);
for i in 0..5 {
storage.push(sample_trial(i, i as f64));
}
// Reload from disk
let storage2 = JournalStorage::<f64>::open(&path).unwrap();
let loaded = storage2.trials_arc().read().clone();
assert_eq!(loaded.len(), 5);
for (i, trial) in loaded.iter().enumerate() {
assert_eq!(trial.id, i as u64);
assert_eq!(trial.value, i as f64);
}
std::fs::remove_file(&path).ok();
}
#[test]
fn missing_file_returns_empty() {
let path = temp_path();
let storage = JournalStorage::<f64>::open(&path).unwrap();
let loaded = storage.trials_arc().read().clone();
assert!(loaded.is_empty());
}
#[test]
fn concurrent_writes() {
let path = temp_path();
let storage = Arc::new(JournalStorage::new(&path));
let mut handles = Vec::new();
for thread_id in 0..4u64 {
let s = Arc::clone(&storage);
handles.push(std::thread::spawn(move || {
for i in 0..25u64 {
let id = thread_id * 25 + i;
s.push(sample_trial(id, id as f64));
}
}));
}
for h in handles {
h.join().unwrap();
}
// Reload from disk to verify persistence
let storage2 = JournalStorage::<f64>::open(&path).unwrap();
let loaded = storage2.trials_arc().read().clone();
assert_eq!(loaded.len(), 100);
// Verify all IDs are present (order may vary)
let mut ids: Vec<u64> = loaded.iter().map(|t| t.id).collect();
ids.sort();
assert_eq!(ids, (0..100).collect::<Vec<_>>());
std::fs::remove_file(&path).ok();
}
#[test]
fn study_with_journal_integration() {
let path = temp_path();
let x = FloatParam::new(-10.0, 10.0);
// First "process": run some trials
{
let study =
Study::with_journal(Direction::Minimize, RandomSampler::with_seed(1), &path).unwrap();
study
.optimize(5, |trial| {
let val = x.suggest(trial)?;
Ok::<_, optimizer::Error>(val * val)
})
.unwrap();
assert_eq!(study.n_trials(), 5);
}
// Second "process": loads the same file, sees existing trials
let study2 =
Study::with_journal(Direction::Minimize, RandomSampler::with_seed(2), &path).unwrap();
assert_eq!(study2.n_trials(), 5);
// Continue optimizing
study2
.optimize(5, |trial| {
let val = x.suggest(trial)?;
Ok::<_, optimizer::Error>(val * val)
})
.unwrap();
assert_eq!(study2.n_trials(), 10);
// Verify all 10 written to disk
let storage3 = JournalStorage::<f64>::open(&path).unwrap();
let loaded = storage3.trials_arc().read().clone();
assert_eq!(loaded.len(), 10);
std::fs::remove_file(&path).ok();
}
#[test]
fn ids_are_unique_after_reload() {
let path = temp_path();
// First batch
{
let study =
Study::with_journal(Direction::Minimize, RandomSampler::with_seed(1), &path).unwrap();
study
.optimize(3, |trial| {
let _ = FloatParam::new(0.0, 1.0).suggest(trial)?;
Ok::<_, optimizer::Error>(1.0)
})
.unwrap();
}
// Second batch — IDs should continue from 3
let study =
Study::with_journal(Direction::Minimize, RandomSampler::with_seed(2), &path).unwrap();
study
.optimize(3, |trial| {
let _ = FloatParam::new(0.0, 1.0).suggest(trial)?;
Ok::<_, optimizer::Error>(1.0)
})
.unwrap();
let all = study.trials();
let mut ids: Vec<u64> = all.iter().map(|t| t.id).collect();
ids.sort();
// All 6 IDs should be unique
ids.dedup();
assert_eq!(ids.len(), 6);
std::fs::remove_file(&path).ok();
}
#[test]
fn pruned_trials_are_stored() {
let path = temp_path();
let study =
Study::with_journal(Direction::Minimize, RandomSampler::with_seed(1), &path).unwrap();
// Complete one, prune one
let x = FloatParam::new(0.0, 1.0);
study
.optimize(3, |trial| {
let _ = x.suggest(trial)?;
if trial.id() == 1 {
Err(optimizer::TrialPruned)?;
}
Ok::<_, optimizer::Error>(1.0)
})
.unwrap();
let storage2 = JournalStorage::<f64>::open(&path).unwrap();
let loaded = storage2.trials_arc().read().clone();
assert_eq!(loaded.len(), 3);
assert!(
loaded
.iter()
.any(|t| t.state == optimizer::TrialState::Pruned)
);
std::fs::remove_file(&path).ok();
}
+346 -1
View File
@@ -1,9 +1,11 @@
//! Integration tests for multi-objective optimization.
use optimizer::Direction;
use optimizer::multi_objective::MultiObjectiveStudy;
use optimizer::parameter::{CategoricalParam, FloatParam, Parameter};
use optimizer::sampler::moead::MoeadSampler;
use optimizer::sampler::nsga2::Nsga2Sampler;
use optimizer::sampler::nsga3::Nsga3Sampler;
use optimizer::{Decomposition, Direction};
// ---------------------------------------------------------------------------
// Pareto utility tests (via public MultiObjectiveStudy)
@@ -391,3 +393,346 @@ fn test_tell_with_failure() {
// Failed trial not counted
assert_eq!(study.n_trials(), 0);
}
// ---------------------------------------------------------------------------
// NSGA-III sampler tests
// ---------------------------------------------------------------------------
#[test]
fn test_nsga3_zdt1() {
let n_vars = 5;
let params: Vec<FloatParam> = (0..n_vars).map(|_| FloatParam::new(0.0, 1.0)).collect();
let sampler = Nsga3Sampler::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(),
"NSGA-III 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_nsga3_four_objectives() {
// DTLZ2 with 4 objectives
let n_obj = 4;
let n_vars = n_obj + 4; // k = 5 decision variables beyond the first (n_obj-1)
let params: Vec<FloatParam> = (0..n_vars).map(|_| FloatParam::new(0.0, 1.0)).collect();
let sampler = Nsga3Sampler::builder().population_size(50).seed(42).build();
let directions = vec![Direction::Minimize; n_obj];
let study = MultiObjectiveStudy::with_sampler(directions, sampler);
study
.optimize(500, |trial| {
let xs: Vec<f64> = params
.iter()
.map(|p| p.suggest(trial))
.collect::<Result<_, _>>()?;
// DTLZ2 formulation
let g: f64 = xs[n_obj - 1..]
.iter()
.map(|&xi| (xi - 0.5).powi(2))
.sum::<f64>();
let mut objectives = vec![0.0_f64; n_obj];
for i in 0..n_obj {
let mut f = 1.0 + g;
for xj in &xs[..(n_obj - 1 - i)] {
f *= (xj * core::f64::consts::FRAC_PI_2).cos();
}
if i > 0 {
f *= (xs[n_obj - 1 - i] * core::f64::consts::FRAC_PI_2).sin();
}
objectives[i] = f;
}
Ok::<_, optimizer::Error>(objectives)
})
.unwrap();
let front = study.pareto_front();
assert!(!front.is_empty(), "4-objective front should be non-empty");
// All front solutions should have 4 objectives
for t in &front {
assert_eq!(t.values.len(), 4);
}
}
#[test]
fn test_nsga3_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 = Nsga3Sampler::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_nsga3_builder() {
let sampler = Nsga3Sampler::builder()
.population_size(12)
.n_divisions(4)
.crossover_prob(0.9)
.crossover_eta(20.0)
.mutation_eta(20.0)
.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_nsga3_constraints() {
let sampler = Nsga3Sampler::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)?;
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());
let feasible_count = front.iter().filter(|t| t.is_feasible()).count();
assert!(
feasible_count > 0,
"Should have feasible solutions on front"
);
}
// ---------------------------------------------------------------------------
// MOEA/D sampler tests
// ---------------------------------------------------------------------------
#[test]
fn test_moead_zdt1_tchebycheff() {
let n_vars = 5;
let params: Vec<FloatParam> = (0..n_vars).map(|_| FloatParam::new(0.0, 1.0)).collect();
let sampler = MoeadSampler::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(), "MOEA/D Pareto front should be non-empty");
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_moead_zdt1_weighted_sum() {
let n_vars = 3;
let params: Vec<FloatParam> = (0..n_vars).map(|_| FloatParam::new(0.0, 1.0)).collect();
let sampler = MoeadSampler::builder()
.population_size(20)
.decomposition(Decomposition::WeightedSum)
.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());
}
#[test]
fn test_moead_zdt1_pbi() {
let n_vars = 3;
let params: Vec<FloatParam> = (0..n_vars).map(|_| FloatParam::new(0.0, 1.0)).collect();
let sampler = MoeadSampler::builder()
.population_size(20)
.decomposition(Decomposition::Pbi { theta: 5.0 })
.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());
}
#[test]
fn test_moead_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 = MoeadSampler::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_moead_builder() {
let sampler = MoeadSampler::builder()
.population_size(15)
.neighborhood_size(5)
.decomposition(Decomposition::Tchebycheff)
.crossover_prob(0.9)
.crossover_eta(20.0)
.mutation_eta(20.0)
.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);
}
-2
View File
@@ -1,5 +1,3 @@
#![cfg(feature = "visualization")]
use optimizer::parameter::{FloatParam, IntParam, Parameter};
use optimizer::sampler::random::RandomSampler;
use optimizer::{Direction, Study, generate_html_report};