//! Machine Learning Hyperparameter Tuning Example //! //! This example shows how to use the optimizer library to find the best //! hyperparameters for a machine learning model. We simulate a gradient //! boosting model (like XGBoost or LightGBM) and search for optimal settings. //! //! # Key Concepts Demonstrated //! //! - Creating a Study with a TPE (Tree-Parzen Estimator) sampler //! - Defining an objective function that the optimizer will minimize //! - Using different parameter types: floats, integers, log-scale, stepped //! - Using callbacks to monitor progress and implement early stopping //! //! # How It Works //! //! 1. Create a `Study` - this manages the optimization process //! 2. Define an objective function that takes a `Trial` and returns a score //! 3. Inside the objective, use `trial.suggest_*()` to sample parameters //! 4. The optimizer runs many trials, learning which parameter regions work best //! 5. After optimization, retrieve the best parameters found //! //! Run with: `cargo run --example ml_hyperparameter_tuning` use std::ops::ControlFlow; use optimizer::sampler::CompletedTrial; use optimizer::sampler::tpe::TpeSampler; use optimizer::{Direction, ParamValue, Study, Trial}; // ============================================================================ // Configuration: Hyperparameters we want to tune // ============================================================================ /// Holds all the hyperparameters for our model. /// /// In a real application, you would pass these to your ML framework /// (e.g., XGBoost, LightGBM, scikit-learn). struct ModelConfig { learning_rate: f64, max_depth: i64, n_estimators: i64, subsample: f64, colsample_bytree: f64, min_child_weight: i64, reg_alpha: f64, reg_lambda: f64, } // ============================================================================ // Objective Function: What we want to optimize // ============================================================================ /// Simulates training a model and returns the validation loss. /// /// In a real scenario, this function would: /// 1. Create a model with the given hyperparameters /// 2. Train it on your training data /// 3. Evaluate it on validation data /// 4. Return the validation metric (e.g., RMSE, log loss, accuracy) /// /// The optimizer will try to MINIMIZE this value (we set Direction::Minimize). #[allow(clippy::too_many_arguments)] fn evaluate_model(config: &ModelConfig) -> f64 { // Simulated optimal hyperparameters: // learning_rate ~ 0.05, max_depth ~ 6, n_estimators ~ 200 // subsample ~ 0.8, colsample_bytree ~ 0.8, min_child_weight ~ 3 // reg_alpha ~ 0.1, reg_lambda ~ 1.0 let mut loss = 0.15; // Base loss // Each term penalizes deviation from the optimal value loss += (config.learning_rate - 0.05).powi(2) * 100.0; loss += ((config.max_depth - 6) as f64).powi(2) * 0.01; loss += ((config.n_estimators - 200) as f64).powi(2) * 0.00001; loss += (config.subsample - 0.8).powi(2) * 10.0; loss += (config.colsample_bytree - 0.8).powi(2) * 10.0; loss += ((config.min_child_weight - 3) as f64).powi(2) * 0.05; loss += (config.reg_alpha - 0.1).powi(2) * 5.0; loss += (config.reg_lambda - 1.0).powi(2) * 2.0; // Add some noise to simulate real-world variability let noise = (config.learning_rate * 1000.0).sin() * 0.01; loss + noise } /// The objective function that the optimizer calls for each trial. /// /// This function: /// 1. Uses `trial.suggest_*()` methods to sample hyperparameter values /// 2. Builds a model configuration from those values /// 3. Evaluates the model and returns the loss /// /// The optimizer learns from the results to suggest better parameters /// in future trials. fn objective(trial: &mut Trial) -> optimizer::Result { // Sample hyperparameters using different strategies: // Log-scale: Good for parameters spanning multiple orders of magnitude // The learning rate might be 0.001, 0.01, or 0.1 - log-scale samples evenly across these let learning_rate = trial.suggest_float_log("learning_rate", 0.001, 0.3)?; // Regular integer: Uniformly samples from the range [3, 12] let max_depth = trial.suggest_int("max_depth", 3, 12)?; // Stepped integer: Only samples multiples of 50 (50, 100, 150, ..., 500) // Useful when you only want to test specific values let n_estimators = trial.suggest_int_step("n_estimators", 50, 500, 50)?; // Regular float: Uniformly samples from [0.5, 1.0] let subsample = trial.suggest_float("subsample", 0.5, 1.0)?; let colsample_bytree = trial.suggest_float("colsample_bytree", 0.5, 1.0)?; // More parameters let min_child_weight = trial.suggest_int("min_child_weight", 1, 10)?; let reg_alpha = trial.suggest_float_log("reg_alpha", 1e-3, 10.0)?; let reg_lambda = trial.suggest_float_log("reg_lambda", 1e-3, 10.0)?; // Build configuration and evaluate let config = ModelConfig { learning_rate, max_depth, n_estimators, subsample, colsample_bytree, min_child_weight, reg_alpha, reg_lambda, }; let loss = evaluate_model(&config); Ok(loss) } // ============================================================================ // Callback Function: Monitor progress and implement early stopping // ============================================================================ /// Called after each successful trial completes. /// /// Use callbacks to: /// - Log progress to console or file /// - Save checkpoints /// - Implement early stopping when a good solution is found /// - Track metrics over time /// /// Return `ControlFlow::Continue(())` to keep optimizing. /// Return `ControlFlow::Break(())` to stop early. fn on_trial_complete(study: &Study, trial: &CompletedTrial) -> ControlFlow<()> { // Helper to extract parameter values let get_float = |name: &str| -> f64 { match trial.params.get(name) { Some(ParamValue::Float(v)) => *v, _ => 0.0, } }; let get_int = |name: &str| -> i64 { match trial.params.get(name) { Some(ParamValue::Int(v)) => *v, _ => 0, } }; // Print progress println!( "{:>5} {:>10.5} {:>10} {:>12} {:>10.3} {:>12.3} {:>8} {:>10.4} {:>10.4} {:>12.6}", study.n_trials(), get_float("learning_rate"), get_int("max_depth"), get_int("n_estimators"), get_float("subsample"), get_float("colsample_bytree"), get_int("min_child_weight"), get_float("reg_alpha"), get_float("reg_lambda"), trial.value, ); // Early stopping: if we find an excellent solution, stop early if trial.value < 0.16 { println!("\nEarly stopping: found excellent solution!"); return ControlFlow::Break(()); } ControlFlow::Continue(()) } // ============================================================================ // Main: Set up and run the optimization // ============================================================================ fn main() -> optimizer::Result<()> { println!("=== ML Hyperparameter Tuning Example ===\n"); // Step 1: Create a sampler // // TPE (Tree-Parzen Estimator) is a Bayesian optimization algorithm. // It learns from previous trials to suggest better parameters. // - n_startup_trials: Number of random trials before TPE kicks in // - gamma: What fraction of trials are considered "good" (lower = more selective) // - seed: For reproducibility let sampler = TpeSampler::builder() .n_startup_trials(10) .gamma(0.25) .seed(42) .build() .expect("Failed to build TPE sampler"); // Step 2: Create a study // // The study manages the optimization process. We want to MINIMIZE // the loss (lower is better). Use Direction::Maximize for metrics // where higher is better (like accuracy). let study: Study = Study::with_sampler(Direction::Minimize, sampler); // Print header println!("Starting hyperparameter optimization...\n"); println!( "{:>5} {:>10} {:>10} {:>12} {:>10} {:>12} {:>8} {:>10} {:>10} {:>12}", "Trial", "LR", "MaxDepth", "Estimators", "Subsample", "ColSample", "MinCW", "Alpha", "Lambda", "Loss" ); println!("{}", "-".repeat(110)); // Step 3: Run optimization // // optimize_with_callback_sampler runs the objective function for up to // n_trials iterations. After each trial, it calls the callback. // The "_sampler" suffix means the TPE sampler gets access to trial // history for informed sampling. let n_trials = 50; study.optimize_with_callback_sampler(n_trials, objective, on_trial_complete)?; // Step 4: Get the best result println!("\n{}", "=".repeat(110)); println!("\nOptimization completed!"); println!("Total trials: {}", study.n_trials()); let best = study.best_trial()?; println!("\nBest trial:"); println!(" Loss: {:.6}", best.value); println!(" Parameters:"); for (name, value) in &best.params { match value { ParamValue::Float(v) => println!(" {name}: {v:.6}"), ParamValue::Int(v) => println!(" {name}: {v}"), ParamValue::Categorical(v) => println!(" {name}: category {v}"), } } // Step 5: Use the best parameters (in a real app) // // Now you would take best.params and use them to train your final model // on the full dataset. Ok(()) }