use basin::problems::{Rosenbrock, Sphere};
use basin::{
BasicPopulationState, CmaEs, CostFunction, DenseMatrix, Executor, PopulationState, StepOutcome,
TerminationReason,
};
#[test]
fn same_seed_yields_identical_trajectory() {
let m0 = vec![0.5, 0.5, 0.5, 0.5, 0.5];
let lambda = CmaEs::<Vec<f64>, DenseMatrix>::default_lambda(5);
let result_a = Executor::new(
Sphere::<Vec<f64>>::new(),
CmaEs::<Vec<f64>, DenseMatrix>::new(m0.clone(), 0.3, 42),
BasicPopulationState::<Vec<f64>>::with_size(lambda),
)
.max_iter(30)
.run();
let result_b = Executor::new(
Sphere::<Vec<f64>>::new(),
CmaEs::<Vec<f64>, DenseMatrix>::new(m0, 0.3, 42),
BasicPopulationState::<Vec<f64>>::with_size(lambda),
)
.max_iter(30)
.run();
assert_eq!(result_a.cost(), result_b.cost());
assert_eq!(result_a.param(), result_b.param());
}
#[test]
fn converges_on_sphere_5d() {
let m0 = vec![1.0; 5];
let lambda = CmaEs::<Vec<f64>, DenseMatrix>::default_lambda(5);
let result = Executor::new(
Sphere::<Vec<f64>>::new(),
CmaEs::<Vec<f64>, DenseMatrix>::new(m0, 0.5, 7),
BasicPopulationState::<Vec<f64>>::with_size(lambda),
)
.max_iter(80)
.run();
assert!(
result.cost() < 1e-6,
"sphere 5-D cost = {}, expected < 1e-6",
result.cost()
);
}
#[test]
fn converges_on_rosenbrock_2d() {
let m0 = vec![-1.0, 1.0];
let lambda = CmaEs::<Vec<f64>, DenseMatrix>::default_lambda(2);
let result = Executor::new(
Rosenbrock::<Vec<f64>>::new(),
CmaEs::<Vec<f64>, DenseMatrix>::new(m0, 0.3, 17),
BasicPopulationState::<Vec<f64>>::with_size(lambda),
)
.max_iter(800)
.run();
let p = result.param();
assert!(
(p[0] - 1.0).abs() < 1e-3 && (p[1] - 1.0).abs() < 1e-3,
"rosenbrock 2-D iterate = ({}, {}), expected ≈ (1, 1)",
p[0],
p[1]
);
}
#[test]
fn sphere_terminates_solver_converged_on_tol_x() {
let m0 = vec![0.5, 0.5, 0.5];
let lambda = CmaEs::<Vec<f64>, DenseMatrix>::default_lambda(3);
let result = Executor::new(
Sphere::<Vec<f64>>::new(),
CmaEs::<Vec<f64>, DenseMatrix>::new(m0, 0.3, 11),
BasicPopulationState::<Vec<f64>>::with_size(lambda),
)
.max_iter(2000)
.run();
assert_eq!(result.reason, TerminationReason::SolverConverged);
}
#[test]
fn with_stds_ones_matches_default() {
let m0 = vec![0.5, 0.5, 0.5, 0.5, 0.5];
let lambda = CmaEs::<Vec<f64>, DenseMatrix>::default_lambda(5);
let ones = vec![1.0; 5];
let default = Executor::new(
Sphere::<Vec<f64>>::new(),
CmaEs::<Vec<f64>, DenseMatrix>::new(m0.clone(), 0.3, 42),
BasicPopulationState::<Vec<f64>>::with_size(lambda),
)
.max_iter(40)
.run();
let with_ones = Executor::new(
Sphere::<Vec<f64>>::new(),
CmaEs::<Vec<f64>, DenseMatrix>::new(m0, 0.3, 42).with_stds(ones),
BasicPopulationState::<Vec<f64>>::with_size(lambda),
)
.max_iter(40)
.run();
assert_eq!(default.cost(), with_ones.cost());
assert_eq!(default.param(), with_ones.param());
assert_eq!(default.reason, with_ones.reason);
}
#[test]
fn with_stds_anisotropic_converges_on_sphere() {
let m0 = vec![1.0; 5];
let lambda = CmaEs::<Vec<f64>, DenseMatrix>::default_lambda(5);
let stds = vec![1.0, 0.1, 10.0, 0.5, 2.0];
let result = Executor::new(
Sphere::<Vec<f64>>::new(),
CmaEs::<Vec<f64>, DenseMatrix>::new(m0, 0.5, 7).with_stds(stds),
BasicPopulationState::<Vec<f64>>::with_size(lambda),
)
.max_iter(120)
.run();
assert!(
result.cost() < 1e-6,
"anisotropic sphere 5-D cost = {}, expected < 1e-6",
result.cost()
);
}
#[test]
fn with_stds_preconditions_ill_scaled_quadratic() {
struct IllScaledQuadratic;
impl CostFunction for IllScaledQuadratic {
type Param = Vec<f64>;
type Output = f64;
fn cost(&self, x: &Vec<f64>) -> f64 {
x[0] * x[0] + 1e6 * x[1] * x[1]
}
}
let m0 = vec![2.0, 2.0];
let lambda = CmaEs::<Vec<f64>, DenseMatrix>::default_lambda(2);
let stds = vec![1.0, 1e-3];
let result = Executor::new(
IllScaledQuadratic,
CmaEs::<Vec<f64>, DenseMatrix>::new(m0, 0.5, 7).with_stds(stds),
BasicPopulationState::<Vec<f64>>::with_size(lambda),
)
.max_iter(300)
.run();
assert!(
result.cost() < 1e-6,
"preconditioned ill-scaled quadratic cost = {}, expected < 1e-6",
result.cost()
);
}
#[test]
fn population_invariants_hold_after_iteration() {
let m0 = vec![0.3, 0.4];
let lambda = 12;
let mut stepper = Executor::new(
Sphere::<Vec<f64>>::new(),
CmaEs::<Vec<f64>, DenseMatrix>::new(m0, 0.5, 1234).with_lambda(lambda),
BasicPopulationState::<Vec<f64>>::with_size(lambda),
)
.max_iter(10)
.into_stepper();
for _ in 0..10 {
let StepOutcome::Continue = stepper.step() else {
break;
};
let state = stepper.state();
assert_eq!(state.candidates().len(), lambda);
assert_eq!(state.costs().len(), lambda);
for window in state.costs().windows(2) {
assert!(window[0] <= window[1]);
}
}
}