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pub mod bayesian;
use bayesian::*;
use slog::{Logger, info};
pub trait BlackboxInput: Sized + Clone + std::fmt::Debug {
fn evaluate(&self, log: Logger) -> f64;
fn random() -> Self;
fn n_variables() -> usize;
fn get_domains() -> Vec<Variable>;
fn to_numbers(&self) -> Vec<f64>;
fn bayesian_search(init_samples: usize, max_iter: usize, log: Logger) -> Self {
use rusty_machine::linalg::Matrix;
assert!(init_samples < max_iter);
let to_matrix = |source: &[Self]| {
let flat: Vec<f64> = source.iter().map(|x| x.to_numbers()).flatten().collect();
Matrix::new(flat.len() / Self::n_variables(), Self::n_variables(), flat)
};
let mut best_x = None;
let mut best_y = std::f64::NEG_INFINITY;
let mut x = Vec::<Self>::new();
let mut y = Vec::<f64>::new();
for i in 0..init_samples {
info!(log, "Blackbox Iteration {}/{} (initial samples)", i+1, max_iter);
let sample_x = Self::random();
let sample_y = sample_x.evaluate(log.clone());
if sample_y > best_y {
best_x = Some(sample_x.clone());
best_y = sample_y;
}
x.push(sample_x);
y.push(sample_y);
}
for i in init_samples..max_iter {
info!(log, "Blackbox Iteration {}/{}", i+1, max_iter);
let surrogate = GPSurrogate::<Self>::new(&to_matrix(&x), &y.clone().into());
let sample_x = surrogate.maximize(best_y);
let sample_y = sample_x.evaluate(log.clone());
if sample_y > best_y {
best_x = Some(sample_x.clone());
best_y = sample_y;
}
x.push(sample_x);
y.push(sample_y);
}
best_x.unwrap()
}
fn grid_search(_max_iter: Option<usize>) -> Self {
let _config = Self::random();
unimplemented!()
}
fn random_search(max_iter: usize, log: Logger) -> Self {
let mut config = Self::random();
let mut best_score = std::f64::NEG_INFINITY;
let mut best_config = config.clone();
let mut i = 0;
loop {
config = Self::random();
let score = config.evaluate(log.clone());
if score > best_score {
best_score = score;
best_config = config.clone();
}
i += 1;
if i >= max_iter {
break;
}
}
best_config
}
}
pub struct Variable {
pub domain: Domain,
}
pub enum Domain {
Real {low: f64, high: f64},
Discrete {low: i32, high: i32},
}
pub enum Value {
Real (f64),
Discrete (i32),
}
impl Value {
pub fn as_num(&self) -> f64 {
match *self {
Value::Real(x) => x,
Value::Discrete(n) => n as f64,
}
}
}