Manuel Raimann
b36137bc96
Add micro-benchmarks for TPE, Random, and Grid samplers with varying history sizes, end-to-end optimization benchmarks on Sphere and Rosenbrock, and a convergence tracking example that outputs CSV data. Includes 6 standard test functions (Sphere, Rosenbrock, Rastrigin, Ackley, Branin, Hartmann6) with correctness tests at known optima.
113 lines
3.6 KiB
Rust
113 lines
3.6 KiB
Rust
#[allow(dead_code)]
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mod test_functions;
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use criterion::{BenchmarkId, Criterion, criterion_group, criterion_main};
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use optimizer::parameter::Parameter;
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use optimizer::sampler::random::RandomSampler;
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use optimizer::sampler::tpe::TpeSampler;
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use optimizer::{FloatParam, Study};
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fn make_params(dims: usize) -> Vec<FloatParam> {
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(0..dims)
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.map(|i| FloatParam::new(-5.0, 5.0).name(format!("x{i}")))
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.collect()
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}
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fn bench_tpe_sphere(c: &mut Criterion) {
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let mut group = c.benchmark_group("tpe_sphere");
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group.sample_size(10);
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for dims in [2, 10, 50] {
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let params = make_params(dims);
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group.bench_with_input(BenchmarkId::new("dims", dims), ¶ms, |b, params| {
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b.iter(|| {
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let study = Study::minimize(TpeSampler::builder().seed(42).build().unwrap());
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study
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.optimize(100, |trial| {
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let x: Vec<f64> = params
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.iter()
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.map(|p| p.suggest(trial))
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.collect::<Result<_, _>>()
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.unwrap();
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Ok::<_, optimizer::Error>(test_functions::sphere(&x))
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})
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.unwrap();
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});
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});
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}
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group.finish();
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}
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fn bench_tpe_rosenbrock(c: &mut Criterion) {
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let mut group = c.benchmark_group("tpe_rosenbrock");
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group.sample_size(10);
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for dims in [2, 10] {
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let params = make_params(dims);
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group.bench_with_input(BenchmarkId::new("dims", dims), ¶ms, |b, params| {
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b.iter(|| {
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let study = Study::minimize(TpeSampler::builder().seed(42).build().unwrap());
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study
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.optimize(100, |trial| {
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let x: Vec<f64> = params
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.iter()
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.map(|p| p.suggest(trial))
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.collect::<Result<_, _>>()
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.unwrap();
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Ok::<_, optimizer::Error>(test_functions::rosenbrock(&x))
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})
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.unwrap();
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});
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});
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}
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group.finish();
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}
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fn bench_random_vs_tpe(c: &mut Criterion) {
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let mut group = c.benchmark_group("random_vs_tpe");
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group.sample_size(10);
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let params = make_params(5);
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group.bench_function("random_5d", |b| {
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b.iter(|| {
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let study = Study::minimize(RandomSampler::with_seed(42));
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study
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.optimize(100, |trial| {
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let x: Vec<f64> = params
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.iter()
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.map(|p| p.suggest(trial))
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.collect::<Result<_, _>>()
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.unwrap();
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Ok::<_, optimizer::Error>(test_functions::sphere(&x))
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})
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.unwrap();
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});
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});
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group.bench_function("tpe_5d", |b| {
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b.iter(|| {
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let study = Study::minimize(TpeSampler::builder().seed(42).build().unwrap());
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study
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.optimize(100, |trial| {
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let x: Vec<f64> = params
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.iter()
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.map(|p| p.suggest(trial))
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.collect::<Result<_, _>>()
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.unwrap();
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Ok::<_, optimizer::Error>(test_functions::sphere(&x))
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})
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.unwrap();
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});
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});
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group.finish();
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}
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criterion_group!(
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benches,
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bench_tpe_sphere,
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bench_tpe_rosenbrock,
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bench_random_vs_tpe
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);
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criterion_main!(benches);
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