optimizer

A Rust library for black-box optimization using Tree-Parzen Estimator (TPE).

Features

• Optuna-like API for hyperparameter optimization
• Float, integer, and categorical parameter types
• Log-scale and stepped parameter sampling
• Sync and async optimization with parallel trial evaluation

Quick Start

use optimizer::{Direction, Study, TpeSampler};

let sampler = TpeSampler::builder().seed(42).build();
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);

study
    .optimize_with_sampler(20, |trial| {
        let x = trial.suggest_float("x", -10.0, 10.0)?;
        Ok::<_, optimizer::TpeError>(x * x)
    })
    .unwrap();

let best = study.best_trial().unwrap();
println!("Best value: {} at x={:?}", best.value, best.params);

Feature Flags

• async - Enable async optimization methods (requires tokio)

Documentation

Full API documentation is available at docs.rs/optimizer.

License

MIT