Files
rust-optimizer/src/pruner/median.rs
T
Manuel Raimann ec04757740 feat: add PercentilePruner for configurable percentile-based trial pruning
Generalizes MedianPruner with a configurable percentile threshold.
MedianPruner now reuses the shared compute_percentile function at 50%.
2026-02-11 16:36:57 +01:00

128 lines
3.6 KiB
Rust

use super::Pruner;
use super::percentile::compute_percentile;
use crate::sampler::CompletedTrial;
use crate::types::{Direction, TrialState};
/// Prune trials that are performing worse than the median of completed trials
/// at the same step.
///
/// This is the most commonly used pruner. It compares the current trial's
/// intermediate value at each step with the median of all completed trials'
/// values at that same step.
///
/// Equivalent to `PercentilePruner::new(50.0, direction)`.
///
/// # Examples
///
/// ```
/// use optimizer::Direction;
/// use optimizer::pruner::MedianPruner;
///
/// // Prune trials worse than median when minimizing, after 5 warmup steps
/// let pruner = MedianPruner::new(Direction::Minimize)
/// .n_warmup_steps(5)
/// .n_min_trials(3);
/// ```
pub struct MedianPruner {
/// The optimization direction.
direction: Direction,
/// Don't prune in the first N steps (let the trial warm up).
n_warmup_steps: u64,
/// Require at least N completed trials before pruning.
n_min_trials: usize,
}
impl MedianPruner {
/// Create a new `MedianPruner` for the given optimization direction.
///
/// By default, `n_warmup_steps` is 0 and `n_min_trials` is 1.
#[must_use]
pub fn new(direction: Direction) -> Self {
Self {
direction,
n_warmup_steps: 0,
n_min_trials: 1,
}
}
/// Set the number of warmup steps. No pruning occurs before this step.
#[must_use]
pub fn n_warmup_steps(mut self, n: u64) -> Self {
self.n_warmup_steps = n;
self
}
/// Set the minimum number of completed trials required before pruning.
#[must_use]
pub fn n_min_trials(mut self, n: usize) -> Self {
self.n_min_trials = n;
self
}
}
impl Pruner for MedianPruner {
fn should_prune(
&self,
_trial_id: u64,
step: u64,
intermediate_values: &[(u64, f64)],
completed_trials: &[CompletedTrial],
) -> bool {
// 1. Don't prune during warmup
if step < self.n_warmup_steps {
return false;
}
// Get the current trial's latest value
let Some(&(_, current_value)) = intermediate_values.last() else {
return false;
};
// 2. Collect values at this step from completed (non-pruned) trials
let mut values_at_step: Vec<f64> = completed_trials
.iter()
.filter(|t| t.state == TrialState::Complete)
.filter_map(|t| {
t.intermediate_values
.iter()
.find(|(s, _)| *s == step)
.map(|(_, v)| *v)
})
.collect();
// 3. Not enough trials
if values_at_step.len() < self.n_min_trials {
return false;
}
// 4. Compute median (50th percentile)
let median = compute_percentile(&mut values_at_step, 50.0);
// 5. Compare against median based on direction
match self.direction {
Direction::Minimize => current_value > median,
Direction::Maximize => current_value < median,
}
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn compute_median_odd() {
assert!((compute_percentile(&mut [3.0, 1.0, 2.0], 50.0) - 2.0).abs() < f64::EPSILON);
}
#[test]
fn compute_median_even() {
assert!((compute_percentile(&mut [4.0, 1.0, 3.0, 2.0], 50.0) - 2.5).abs() < f64::EPSILON);
}
#[test]
fn compute_median_single() {
assert!((compute_percentile(&mut [5.0], 50.0) - 5.0).abs() < f64::EPSILON);
}
}