d20f09c66a
- GridSearchSampler → GridSampler - DifferentialEvolutionSampler → DESampler - DifferentialEvolutionStrategy → DEStrategy - DifferentialEvolutionSamplerBuilder → DESamplerBuilder
346 lines
9.6 KiB
Rust
346 lines
9.6 KiB
Rust
use optimizer::prelude::*;
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use optimizer::sampler::de::{DESampler, DEStrategy};
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#[test]
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fn sphere_function() {
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let sampler = DESampler::with_seed(42);
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let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
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let x = FloatParam::new(-5.0, 5.0).name("x");
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let y = FloatParam::new(-5.0, 5.0).name("y");
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study
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.optimize(200, |trial: &mut optimizer::Trial| {
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let xv = x.suggest(trial)?;
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let yv = y.suggest(trial)?;
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Ok::<_, Error>(xv * xv + yv * yv)
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})
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.unwrap();
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let best = study.best_trial().unwrap();
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assert!(
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best.value < 1.0,
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"sphere best value should be < 1.0, got {}",
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best.value
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);
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}
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#[test]
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fn rosenbrock_function() {
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let sampler = DESampler::builder().population_size(20).seed(42).build();
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let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
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let x = FloatParam::new(-5.0, 5.0).name("x");
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let y = FloatParam::new(-5.0, 5.0).name("y");
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study
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.optimize(400, |trial: &mut optimizer::Trial| {
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let xv = x.suggest(trial)?;
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let yv = y.suggest(trial)?;
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let val = (1.0 - xv).powi(2) + 100.0 * (yv - xv * xv).powi(2);
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Ok::<_, Error>(val)
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})
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.unwrap();
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let best = study.best_trial().unwrap();
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assert!(
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best.value < 50.0,
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"rosenbrock best value should be < 50.0, got {}",
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best.value
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);
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}
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#[test]
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fn rastrigin_function() {
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let sampler = DESampler::builder()
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.population_size(30)
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.mutation_factor(0.7)
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.crossover_rate(0.9)
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.seed(42)
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.build();
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let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
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let x = FloatParam::new(-5.12, 5.12).name("x");
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let y = FloatParam::new(-5.12, 5.12).name("y");
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study
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.optimize(500, |trial: &mut optimizer::Trial| {
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let xv = x.suggest(trial)?;
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let yv = y.suggest(trial)?;
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let val = 20.0
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+ (xv * xv - 10.0 * (2.0 * std::f64::consts::PI * xv).cos())
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+ (yv * yv - 10.0 * (2.0 * std::f64::consts::PI * yv).cos());
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Ok::<_, Error>(val)
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})
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.unwrap();
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let best = study.best_trial().unwrap();
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// Rastrigin is multimodal; just check reasonable convergence
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assert!(
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best.value < 10.0,
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"rastrigin best value should be < 10.0, got {}",
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best.value
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);
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}
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#[test]
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fn bounds_respected() {
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let sampler = DESampler::with_seed(123);
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let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
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let x = FloatParam::new(-2.0, 3.0).name("x");
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let y = FloatParam::new(0.0, 10.0).name("y");
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study
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.optimize(100, |trial: &mut optimizer::Trial| {
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let xv = x.suggest(trial)?;
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let yv = y.suggest(trial)?;
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Ok::<_, Error>(xv + yv)
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})
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.unwrap();
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for trial in study.trials() {
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let xv: f64 = trial.get(&x).unwrap();
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let yv: f64 = trial.get(&y).unwrap();
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assert!((-2.0..=3.0).contains(&xv), "x = {xv} out of bounds [-2, 3]");
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assert!((0.0..=10.0).contains(&yv), "y = {yv} out of bounds [0, 10]");
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}
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}
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#[test]
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fn strategy_best1() {
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let sampler = DESampler::builder()
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.strategy(DEStrategy::Best1)
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.population_size(15)
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.seed(42)
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.build();
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let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
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let x = FloatParam::new(-5.0, 5.0).name("x");
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let y = FloatParam::new(-5.0, 5.0).name("y");
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study
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.optimize(200, |trial: &mut optimizer::Trial| {
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let xv = x.suggest(trial)?;
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let yv = y.suggest(trial)?;
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Ok::<_, Error>(xv * xv + yv * yv)
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})
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.unwrap();
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let best = study.best_trial().unwrap();
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assert!(
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best.value < 5.0,
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"Best1 strategy should converge, got {}",
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best.value
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);
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}
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#[test]
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fn strategy_current_to_best1() {
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let sampler = DESampler::builder()
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.strategy(DEStrategy::CurrentToBest1)
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.population_size(15)
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.seed(42)
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.build();
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let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
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let x = FloatParam::new(-5.0, 5.0).name("x");
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let y = FloatParam::new(-5.0, 5.0).name("y");
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study
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.optimize(200, |trial: &mut optimizer::Trial| {
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let xv = x.suggest(trial)?;
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let yv = y.suggest(trial)?;
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Ok::<_, Error>(xv * xv + yv * yv)
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})
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.unwrap();
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let best = study.best_trial().unwrap();
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assert!(
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best.value < 5.0,
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"CurrentToBest1 strategy should converge, got {}",
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best.value
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);
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}
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#[test]
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fn mixed_params_float_and_categorical() {
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let sampler = DESampler::with_seed(42);
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let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
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let x = FloatParam::new(-5.0, 5.0).name("x");
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let cat = CategoricalParam::new(vec!["a", "b", "c"]).name("cat");
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study
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.optimize(100, |trial: &mut optimizer::Trial| {
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let xv = x.suggest(trial)?;
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let cv = cat.suggest(trial)?;
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let penalty = match cv {
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"a" => 0.0,
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"b" => 1.0,
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_ => 2.0,
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};
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Ok::<_, Error>(xv * xv + penalty)
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})
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.unwrap();
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let best = study.best_trial().unwrap();
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assert!(
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best.value < 10.0,
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"best value should be < 10.0, got {}",
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best.value
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);
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}
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#[test]
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fn seeded_reproducibility() {
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let x = FloatParam::new(-5.0, 5.0).name("x");
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let y = FloatParam::new(-5.0, 5.0).name("y");
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let run = |seed: u64| {
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let sampler = DESampler::with_seed(seed);
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let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
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study
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.optimize(50, |trial: &mut optimizer::Trial| {
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let xv = x.suggest(trial)?;
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let yv = y.suggest(trial)?;
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Ok::<_, Error>(xv * xv + yv * yv)
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})
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.unwrap();
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study.trials().iter().map(|t| t.value).collect::<Vec<_>>()
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};
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let results1 = run(42);
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let results2 = run(42);
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assert_eq!(results1, results2, "same seed should produce same results");
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}
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#[test]
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fn different_seeds_different_results() {
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let x = FloatParam::new(-5.0, 5.0).name("x");
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let y = FloatParam::new(-5.0, 5.0).name("y");
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let run = |seed: u64| {
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let sampler = DESampler::with_seed(seed);
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let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
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study
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.optimize(20, |trial: &mut optimizer::Trial| {
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let xv = x.suggest(trial)?;
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let yv = y.suggest(trial)?;
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Ok::<_, Error>(xv * xv + yv * yv)
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})
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.unwrap();
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study.trials().iter().map(|t| t.value).collect::<Vec<_>>()
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};
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let results1 = run(42);
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let results2 = run(99);
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assert_ne!(
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results1, results2,
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"different seeds should produce different results"
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);
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}
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#[test]
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fn single_dimension() {
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let sampler = DESampler::with_seed(42);
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let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
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let x = FloatParam::new(-10.0, 10.0).name("x");
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study
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.optimize(100, |trial: &mut optimizer::Trial| {
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let xv = x.suggest(trial)?;
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Ok::<_, Error>((xv - 3.0).powi(2))
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})
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.unwrap();
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let best = study.best_trial().unwrap();
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assert!(
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best.value < 1.0,
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"1-D optimization should converge, got {}",
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best.value
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);
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}
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#[test]
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fn integer_params() {
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let sampler = DESampler::with_seed(42);
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let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
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let n = IntParam::new(1, 20).name("n");
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study
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.optimize(100, |trial: &mut optimizer::Trial| {
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let nv = n.suggest(trial)?;
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// Minimum at n = 10
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Ok::<_, Error>(((nv - 10) * (nv - 10)) as f64)
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})
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.unwrap();
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let best = study.best_trial().unwrap();
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let best_n: i64 = best.get(&n).unwrap();
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assert!(
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(1..=20).contains(&best_n),
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"integer value {best_n} out of bounds"
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);
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assert!(
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best.value < 10.0,
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"integer optimization should converge, got {}",
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best.value
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);
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}
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#[test]
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fn log_scale_params() {
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let sampler = DESampler::with_seed(42);
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let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
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let lr = FloatParam::new(1e-5, 1.0).log_scale().name("lr");
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study
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.optimize(100, |trial: &mut optimizer::Trial| {
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let lrv = lr.suggest(trial)?;
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// Minimum at lr = 0.01
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Ok::<_, Error>((lrv.ln() - 0.01_f64.ln()).powi(2))
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})
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.unwrap();
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for trial in study.trials() {
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let lrv: f64 = trial.get(&lr).unwrap();
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assert!(
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(1e-5..=1.0).contains(&lrv),
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"log-scale value {lrv} out of bounds"
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);
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}
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}
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#[test]
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fn custom_mutation_and_crossover() {
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let sampler = DESampler::builder()
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.mutation_factor(0.5)
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.crossover_rate(0.7)
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.population_size(10)
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.seed(42)
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.build();
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let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
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let x = FloatParam::new(-5.0, 5.0).name("x");
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let y = FloatParam::new(-5.0, 5.0).name("y");
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study
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.optimize(100, |trial: &mut optimizer::Trial| {
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let xv = x.suggest(trial)?;
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let yv = y.suggest(trial)?;
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Ok::<_, Error>(xv * xv + yv * yv)
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})
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.unwrap();
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let best = study.best_trial().unwrap();
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assert!(
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best.value < 5.0,
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"custom F/CR optimization should work, got {}",
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best.value
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);
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}
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