basin 0.6.0

An optimization library for Rust
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144

//! Integration tests for the public `Stepper` API.

use basin::problems::Rosenbrock;
use basin::{
    BasicState, CostFunction, Executor, GradientDescent, GradientTolerance, State, StepOutcome,
    TerminationReason,
};

#[test]
fn stepper_run_to_end_matches_executor_run() {
    let problem_a = Rosenbrock::<Vec<f64>>::default();
    let problem_b = Rosenbrock::<Vec<f64>>::default();
    let initial = vec![-1.2, 1.0];

    let direct = Executor::new(
        problem_a,
        GradientDescent::new(0.001),
        BasicState::new(initial.clone()),
    )
    .max_iter(500)
    .run();

    let via_stepper = Executor::new(
        problem_b,
        GradientDescent::new(0.001),
        BasicState::new(initial),
    )
    .max_iter(500)
    .into_stepper()
    .run_to_end();

    assert_eq!(direct.iter(), via_stepper.iter());
    assert_eq!(direct.reason, via_stepper.reason);
    assert!(
        (direct.cost() - via_stepper.cost()).abs() < 1e-12,
        "direct cost {} != stepper cost {}",
        direct.cost(),
        via_stepper.cost()
    );
}

#[test]
fn stepper_advances_one_iter_per_step() {
    let problem = Rosenbrock::<Vec<f64>>::default();
    let mut stepper = Executor::new(
        problem,
        GradientDescent::new(0.001),
        BasicState::new(vec![-1.2, 1.0]),
    )
    .max_iter(10)
    .into_stepper();

    assert_eq!(stepper.iter(), 0, "stepper sits at iter 0 after init");
    for expected in 1..=5 {
        let outcome = stepper.step();
        assert_eq!(outcome, StepOutcome::Continue);
        assert_eq!(stepper.iter(), expected);
    }
}

#[test]
fn stepper_stops_on_max_iter_with_correct_reason() {
    let problem = Rosenbrock::<Vec<f64>>::default();
    let mut stepper = Executor::new(
        problem,
        GradientDescent::new(0.001),
        BasicState::new(vec![-1.2, 1.0]),
    )
    .max_iter(3)
    .into_stepper();

    for _ in 0..3 {
        assert_eq!(stepper.step(), StepOutcome::Continue);
    }
    assert_eq!(
        stepper.step(),
        StepOutcome::Stopped(TerminationReason::MaxIter),
    );
    assert_eq!(stepper.iter(), 3);
}

#[test]
fn stepper_is_sticky_after_stop() {
    let problem = Rosenbrock::<Vec<f64>>::default();
    let mut stepper = Executor::new(
        problem,
        GradientDescent::new(0.001),
        BasicState::new(vec![-1.2, 1.0]),
    )
    .max_iter(1)
    .into_stepper();

    stepper.step();
    let first_stop = stepper.step();
    let second_stop = stepper.step();
    assert_eq!(first_stop, StepOutcome::Stopped(TerminationReason::MaxIter));
    assert_eq!(first_stop, second_stop);
}

#[test]
fn stepper_honors_gradient_tolerance() {
    let problem = Rosenbrock::<Vec<f64>>::default();
    let stepper = Executor::new(
        problem,
        GradientDescent::new(0.001),
        BasicState::new(vec![1.0, 1.0]), // already at the optimum
    )
    .max_iter(100)
    .terminate_on(GradientTolerance(1e-6))
    .into_stepper();

    let result = stepper.run_to_end();
    assert_eq!(result.reason, TerminationReason::GradientTolerance);
    assert_eq!(result.iter(), 0, "should fire at iter 0");
}

#[test]
fn stepper_state_is_observable_between_steps() {
    let problem = Rosenbrock::<Vec<f64>>::default();
    let initial = vec![-1.2, 1.0];
    let initial_cost = problem.cost(&initial);

    let mut stepper = Executor::new(
        problem,
        GradientDescent::new(0.001),
        BasicState::new(initial),
    )
    .max_iter(50)
    .into_stepper();

    let mut trajectory: Vec<Vec<f64>> = vec![stepper.state().param().clone()];
    while stepper.step() == StepOutcome::Continue {
        trajectory.push(stepper.state().param().clone());
    }

    assert_eq!(trajectory.len(), 51, "iter 0 + 50 advances");
    let final_cost = stepper.state().cost();
    assert!(
        final_cost < initial_cost,
        "cost should decrease: {} -> {}",
        initial_cost,
        final_cost
    );
}