Manuel Raimann
a1dd6d393c
Implement CMA-ES (Covariance Matrix Adaptation Evolution Strategy) as a new sampler for continuous optimization. Uses nalgebra for matrix operations and implements the full Hansen 2016 algorithm: mean update, evolution paths, covariance matrix adaptation, and cumulative step-size adaptation. Key features: - Builder API with configurable sigma0, population_size, and seed - Three-phase state machine: discovery, active sampling, generation update - Rejection sampling with bounds clipping fallback - Log-scale and step parameter support via internal-space mapping - Categorical parameters handled via random sampling fallback - Numerical robustness: eigenvalue clamping, symmetry enforcement
57 lines
1.7 KiB
TOML
57 lines
1.7 KiB
TOML
[workspace]
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members = ["optimizer-derive"]
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[package]
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name = "optimizer"
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version = "0.6.0"
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edition = "2024"
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rust-version = "1.88"
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license = "MIT"
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authors = ["Manuel Raimann <raimannma@outlook.de"]
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description = "A Rust library for optimization algorithms."
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repository = "https://github.com/raimannma/rust-optimizer"
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documentation = "https://docs.rs/optimizer"
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keywords = ["optimization", "hyperparameter", "tpe", "grid-search", "bayesian"]
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categories = ["algorithm", "science", "data-structures"]
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readme = "README.md"
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[dependencies]
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rand = "0.10"
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thiserror = "2"
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parking_lot = "0.12"
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tokio = { version = "1", features = ["sync", "rt-multi-thread"], optional = true }
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optimizer-derive = { version = "0.1.0", path = "optimizer-derive", optional = true }
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serde = { version = "1", features = ["derive"], optional = true }
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serde_json = { version = "1", optional = true }
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tracing = { version = "0.1", optional = true }
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sobol_burley = { version = "0.5", optional = true }
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nalgebra = { version = "0.33", optional = true }
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[features]
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default = []
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async = ["dep:tokio"]
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derive = ["dep:optimizer-derive"]
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serde = ["dep:serde", "dep:serde_json"]
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tracing = ["dep:tracing"]
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sobol = ["dep:sobol_burley"]
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cma-es = ["dep:nalgebra"]
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[dev-dependencies]
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tokio = { version = "1", features = ["rt-multi-thread", "macros", "time"] }
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optimizer-derive = { version = "0.1.0", path = "optimizer-derive" }
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serde_json = "1"
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[[example]]
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name = "async_api_optimization"
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path = "examples/async_api_optimization.rs"
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required-features = ["async"]
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[[example]]
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name = "ml_hyperparameter_tuning"
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path = "examples/ml_hyperparameter_tuning.rs"
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[[example]]
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name = "parameter_api"
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path = "examples/parameter_api.rs"
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required-features = ["derive"]
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