ec04757740
Generalizes MedianPruner with a configurable percentile threshold. MedianPruner now reuses the shared compute_percentile function at 50%.
128 lines
3.6 KiB
Rust
128 lines
3.6 KiB
Rust
use super::Pruner;
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use super::percentile::compute_percentile;
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use crate::sampler::CompletedTrial;
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use crate::types::{Direction, TrialState};
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/// Prune trials that are performing worse than the median of completed trials
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/// at the same step.
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///
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/// This is the most commonly used pruner. It compares the current trial's
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/// intermediate value at each step with the median of all completed trials'
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/// values at that same step.
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///
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/// Equivalent to `PercentilePruner::new(50.0, direction)`.
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///
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/// # Examples
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///
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/// ```
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/// use optimizer::Direction;
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/// use optimizer::pruner::MedianPruner;
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///
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/// // Prune trials worse than median when minimizing, after 5 warmup steps
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/// let pruner = MedianPruner::new(Direction::Minimize)
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/// .n_warmup_steps(5)
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/// .n_min_trials(3);
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/// ```
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pub struct MedianPruner {
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/// The optimization direction.
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direction: Direction,
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/// Don't prune in the first N steps (let the trial warm up).
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n_warmup_steps: u64,
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/// Require at least N completed trials before pruning.
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n_min_trials: usize,
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}
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impl MedianPruner {
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/// Create a new `MedianPruner` for the given optimization direction.
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///
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/// By default, `n_warmup_steps` is 0 and `n_min_trials` is 1.
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#[must_use]
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pub fn new(direction: Direction) -> Self {
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Self {
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direction,
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n_warmup_steps: 0,
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n_min_trials: 1,
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}
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}
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/// Set the number of warmup steps. No pruning occurs before this step.
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#[must_use]
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pub fn n_warmup_steps(mut self, n: u64) -> Self {
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self.n_warmup_steps = n;
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self
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}
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/// Set the minimum number of completed trials required before pruning.
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#[must_use]
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pub fn n_min_trials(mut self, n: usize) -> Self {
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self.n_min_trials = n;
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self
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}
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}
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impl Pruner for MedianPruner {
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fn should_prune(
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&self,
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_trial_id: u64,
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step: u64,
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intermediate_values: &[(u64, f64)],
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completed_trials: &[CompletedTrial],
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) -> bool {
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// 1. Don't prune during warmup
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if step < self.n_warmup_steps {
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return false;
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}
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// Get the current trial's latest value
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let Some(&(_, current_value)) = intermediate_values.last() else {
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return false;
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};
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// 2. Collect values at this step from completed (non-pruned) trials
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let mut values_at_step: Vec<f64> = completed_trials
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.iter()
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.filter(|t| t.state == TrialState::Complete)
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.filter_map(|t| {
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t.intermediate_values
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.iter()
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.find(|(s, _)| *s == step)
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.map(|(_, v)| *v)
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})
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.collect();
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// 3. Not enough trials
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if values_at_step.len() < self.n_min_trials {
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return false;
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}
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// 4. Compute median (50th percentile)
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let median = compute_percentile(&mut values_at_step, 50.0);
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// 5. Compare against median based on direction
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match self.direction {
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Direction::Minimize => current_value > median,
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Direction::Maximize => current_value < median,
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}
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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#[test]
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fn compute_median_odd() {
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assert!((compute_percentile(&mut [3.0, 1.0, 2.0], 50.0) - 2.0).abs() < f64::EPSILON);
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}
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#[test]
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fn compute_median_even() {
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assert!((compute_percentile(&mut [4.0, 1.0, 3.0, 2.0], 50.0) - 2.5).abs() < f64::EPSILON);
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}
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#[test]
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fn compute_median_single() {
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assert!((compute_percentile(&mut [5.0], 50.0) - 5.0).abs() < f64::EPSILON);
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}
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}
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