use std::fmt::Debug;
use std::collections::HashMap;
use scirs2_core::numeric::Float;
use scirs2_core::ndarray::{Array1, Array2};
use super::super::architecture::{ArchitectureSpec, ArchitectureCandidate};
#[derive(Debug)]
pub struct BayesianOptimizationState<T: Float + Debug + Send + Sync + 'static> {
pub surrogate_model: SurrogateModel<T>,
pub acquisition_function: AcquisitionFunction,
pub observations: Vec<(ArchitectureSpec, f64)>,
pub hyperparameters: BayesianHyperparameters,
pub acquisition_params: AcquisitionParameters,
pub training_history: Vec<ModelTrainingRecord>,
}
#[derive(Debug)]
pub struct SurrogateModel<T: Float + Debug + Send + Sync + 'static> {
pub model_type: SurrogateModelType,
pub parameters: HashMap<String, T>,
pub training_data: Vec<(Vec<T>, T)>,
pub uncertainty_estimates: Vec<T>,
pub kernel: KernelFunction<T>,
pub is_trained: bool,
}
#[derive(Debug, Clone, Copy)]
pub enum SurrogateModelType {
GaussianProcess,
RandomForest,
NeuralNetwork,
BayesianNeuralNetwork,
TreeParzenEstimator,
}
#[derive(Debug, Clone, Copy)]
pub enum AcquisitionFunction {
ExpectedImprovement,
ProbabilityOfImprovement,
UpperConfidenceBound,
EntropySearch,
KnowledgeGradient,
ThompsonSampling,
}
#[derive(Debug, Clone)]
pub struct BayesianHyperparameters {
pub lengthscale: f64,
pub noise_variance: f64,
pub signal_variance: f64,
pub kernel_parameters: HashMap<String, f64>,
pub learning_rate: f64,
pub optimization_steps: usize,
}
impl Default for BayesianHyperparameters {
fn default() -> Self {
let mut kernel_parameters = HashMap::new();
kernel_parameters.insert("gamma".to_string(), 1.0);
kernel_parameters.insert("alpha".to_string(), 1e-6);
Self {
lengthscale: 1.0,
noise_variance: 0.1,
signal_variance: 1.0,
kernel_parameters,
learning_rate: 0.01,
optimization_steps: 100,
}
}
}
#[derive(Debug, Clone)]
pub struct AcquisitionParameters {
pub kappa: f64,
pub best_observed: f64,
pub num_fantasy_points: usize,
pub epsilon: f64,
}
impl Default for AcquisitionParameters {
fn default() -> Self {
Self {
kappa: 2.576, best_observed: f64::NEG_INFINITY,
num_fantasy_points: 100,
epsilon: 0.01,
}
}
}
#[derive(Debug)]
pub struct KernelFunction<T: Float + Debug + Send + Sync + 'static> {
pub kernel_type: KernelType,
pub parameters: HashMap<String, T>,
}
#[derive(Debug, Clone, Copy)]
pub enum KernelType {
RBF, Matern32, Matern52, Linear, Polynomial, Composite, }
#[derive(Debug, Clone)]
pub struct ModelTrainingRecord {
pub iteration: usize,
pub log_likelihood: f64,
pub hyperparameters: BayesianHyperparameters,
pub training_time: std::time::Duration,
pub cv_score: Option<f64>,
}
impl<T: Float + Debug + Default + std::fmt::Debug + From<f64 + Send + Sync> + Into<f64>> BayesianOptimizationState<T> {
pub fn new() -> Self {
Self {
surrogate_model: SurrogateModel::new(SurrogateModelType::GaussianProcess),
acquisition_function: AcquisitionFunction::ExpectedImprovement,
observations: Vec::new(),
hyperparameters: BayesianHyperparameters::default(),
acquisition_params: AcquisitionParameters::default(),
training_history: Vec::new(),
}
}
pub fn add_observation(&mut self, architecture: ArchitectureSpec, performance: f64) {
self.observations.push((architecture, performance));
if performance > self.acquisition_params.best_observed {
self.acquisition_params.best_observed = performance;
}
if self.observations.len() >= 3 {
let _ = self.retrain_surrogate_model();
}
}
pub fn generate_candidate(
&self,
search_space: &super::super::space::ArchitectureSearchSpace,
) -> Result<ArchitectureCandidate, super::SearchError> {
if !self.surrogate_model.is_trained {
let arch = search_space.sample_random();
return Ok(ArchitectureCandidate::new("bo_random".to_string(), arch));
}
let candidate_arch = self.optimize_acquisition_function(search_space)?;
Ok(ArchitectureCandidate::new(
format!("bo_iter_{}", self.observations.len()),
candidate_arch,
))
}
fn optimize_acquisition_function(
&self,
search_space: &super::super::space::ArchitectureSearchSpace,
) -> Result<ArchitectureSpec, super::SearchError> {
let num_candidates = 1000; let mut best_candidate = None;
let mut best_acquisition_value = f64::NEG_INFINITY;
for _ in 0..num_candidates {
let candidate = search_space.sample_random();
let acquisition_value = self.evaluate_acquisition_function(&candidate)?;
if acquisition_value > best_acquisition_value {
best_acquisition_value = acquisition_value;
best_candidate = Some(candidate);
}
}
best_candidate.ok_or_else(|| {
super::SearchError::GenerationFailed("No candidate found".to_string())
})
}
fn evaluate_acquisition_function(&self, architecture: &ArchitectureSpec) -> Result<f64, super::SearchError> {
if !self.surrogate_model.is_trained {
return Ok(0.0);
}
let features = self.encode_architecture(architecture);
let (mean, std) = self.surrogate_model.predict(&features)?;
let acquisition_value = match self.acquisition_function {
AcquisitionFunction::ExpectedImprovement => {
self.expected_improvement(mean, std)
}
AcquisitionFunction::ProbabilityOfImprovement => {
self.probability_of_improvement(mean, std)
}
AcquisitionFunction::UpperConfidenceBound => {
self.upper_confidence_bound(mean, std)
}
_ => {
self.expected_improvement(mean, std)
}
};
Ok(acquisition_value)
}
fn expected_improvement(&self, mean: f64, std: f64) -> f64 {
if std <= 0.0 {
return 0.0;
}
let improvement = mean - self.acquisition_params.best_observed - self.acquisition_params.epsilon;
let z = improvement / std;
let phi = normal_pdf(z);
let capital_phi = normal_cdf(z);
improvement * capital_phi + std * phi
}
fn probability_of_improvement(&self, mean: f64, std: f64) -> f64 {
if std <= 0.0 {
return if mean > self.acquisition_params.best_observed { 1.0 } else { 0.0 };
}
let improvement = mean - self.acquisition_params.best_observed - self.acquisition_params.epsilon;
let z = improvement / std;
normal_cdf(z)
}
fn upper_confidence_bound(&self, mean: f64, std: f64) -> f64 {
mean + self.acquisition_params.kappa * std
}
fn retrain_surrogate_model(&mut self) -> Result<(), super::SearchError> {
let start_time = std::time::Instant::now();
let mut training_inputs = Vec::new();
let mut training_outputs = Vec::new();
for (architecture, performance) in &self.observations {
let features = self.encode_architecture(architecture);
training_inputs.push(features);
training_outputs.push(*performance);
}
self.surrogate_model.training_data = training_inputs
.into_iter()
.zip(training_outputs.into_iter())
.map(|(input, output)| (input.into_iter().map(T::from).collect(), T::from(output)))
.collect();
self.surrogate_model.is_trained = true;
let training_record = ModelTrainingRecord {
iteration: self.training_history.len(),
log_likelihood: 0.0, hyperparameters: self.hyperparameters.clone(),
training_time: start_time.elapsed(),
cv_score: None,
};
self.training_history.push(training_record);
Ok(())
}
fn encode_architecture(&self, architecture: &ArchitectureSpec) -> Vec<f64> {
let mut features = Vec::new();
features.push(architecture.layers.len() as f64);
features.push(architecture.parameter_count() as f64);
features.push(architecture.memory_usage_estimate() as f64);
let mut layer_type_counts = HashMap::new();
for layer in &architecture.layers {
*layer_type_counts.entry(layer.layer_type).or_insert(0) += 1;
}
let total_layers = architecture.layers.len() as f64;
features.push(layer_type_counts.get(&super::super::architecture::LayerType::Linear).copied().unwrap_or(0) as f64 / total_layers);
features.push(layer_type_counts.get(&super::super::architecture::LayerType::LSTM).copied().unwrap_or(0) as f64 / total_layers);
features.push(layer_type_counts.get(&super::super::architecture::LayerType::Attention).copied().unwrap_or(0) as f64 / total_layers);
if !architecture.layers.is_empty() {
let avg_input_dim = architecture.layers.iter().map(|l| l.dimensions.input_dim).sum::<usize>() as f64 / total_layers;
let avg_output_dim = architecture.layers.iter().map(|l| l.dimensions.output_dim).sum::<usize>() as f64 / total_layers;
features.push(avg_input_dim);
features.push(avg_output_dim);
} else {
features.push(0.0);
features.push(0.0);
}
features
}
}
impl<T: Float + Debug + Default + std::fmt::Debug + Send + Sync> SurrogateModel<T> {
pub fn new(model_type: SurrogateModelType) -> Self {
Self {
model_type,
parameters: HashMap::new(),
training_data: Vec::new(),
uncertainty_estimates: Vec::new(),
kernel: KernelFunction {
kernel_type: KernelType::RBF,
parameters: HashMap::new(),
},
is_trained: false,
}
}
pub fn predict(&self, input: &[f64]) -> Result<(f64, f64), super::SearchError> {
if !self.is_trained {
return Err(super::SearchError::GenerationFailed("Model not trained".to_string()));
}
let mean = 0.5; let std = 0.1;
Ok((mean, std))
}
pub fn kernel_value(&self, x1: &[T], x2: &[T]) -> T {
match self.kernel.kernel_type {
KernelType::RBF => {
let squared_distance = x1.iter()
.zip(x2.iter())
.map(|(&a, &b)| (a - b) * (a - b))
.fold(T::zero(), |acc, x| acc + x);
let gamma = scirs2_core::numeric::NumCast::from(1.0).unwrap_or_else(|| T::zero());
(-gamma * squared_distance).exp()
}
_ => T::one(), }
}
}
fn normal_pdf(x: f64) -> f64 {
(1.0 / (2.0 * std::f64::consts::PI).sqrt()) * (-0.5 * x * x).exp()
}
fn normal_cdf(x: f64) -> f64 {
0.5 * (1.0 + erf(x / std::f64::consts::SQRT_2))
}
fn erf(x: f64) -> f64 {
let a1 = 0.254829592;
let a2 = -0.284496736;
let a3 = 1.421413741;
let a4 = -1.453152027;
let a5 = 1.061405429;
let p = 0.3275911;
let sign = if x < 0.0 { -1.0 } else { 1.0 };
let x = x.abs();
let t = 1.0 / (1.0 + p * x);
let y = 1.0 - (((((a5 * t + a4) * t) + a3) * t + a2) * t + a1) * t * (-x * x).exp();
sign * y
}
pub struct MultiObjectiveBayesianState<T: Float + Debug + Send + Sync + 'static> {
pub surrogate_models: Vec<SurrogateModel<T>>,
pub pareto_front: Vec<ArchitectureCandidate>,
pub mo_acquisition: MultiObjectiveAcquisition,
pub objectives: Vec<String>,
}
#[derive(Debug, Clone, Copy)]
pub enum MultiObjectiveAcquisition {
ExpectedHypervolume,
ParEGO,
NSGA2Expected,
WeightedSum,
}
impl<T: Float + Debug + Default + std::fmt::Debug + Send + Sync> MultiObjectiveBayesianState<T> {
pub fn new(objectives: Vec<String>) -> Self {
let surrogate_models = objectives
.iter()
.map(|_| SurrogateModel::new(SurrogateModelType::GaussianProcess))
.collect();
Self {
surrogate_models,
pareto_front: Vec::new(),
mo_acquisition: MultiObjectiveAcquisition::ExpectedHypervolume,
objectives,
}
}
pub fn update_pareto_front(&mut self, candidate: ArchitectureCandidate) {
self.pareto_front.push(candidate);
let mut non_dominated = Vec::new();
for i in 0..self.pareto_front.len() {
let mut is_dominated = false;
for j in 0..self.pareto_front.len() {
if i != j && self.dominates(&self.pareto_front[j], &self.pareto_front[i]) {
is_dominated = true;
break;
}
}
if !is_dominated {
non_dominated.push(self.pareto_front[i].clone());
}
}
self.pareto_front = non_dominated;
}
fn dominates(&self, a: &ArchitectureCandidate, b: &ArchitectureCandidate) -> bool {
let perf_a = &a.performance;
let perf_b = &b.performance;
let better_in_any = perf_a.optimization_performance > perf_b.optimization_performance
|| perf_a.convergence_speed > perf_b.convergence_speed;
let worse_in_any = perf_a.optimization_performance < perf_b.optimization_performance
|| perf_a.convergence_speed < perf_b.convergence_speed;
better_in_any && !worse_in_any
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_bayesian_optimization_state_creation() {
let state: BayesianOptimizationState<f64> = BayesianOptimizationState::new();
assert_eq!(state.observations.len(), 0);
assert!(!state.surrogate_model.is_trained);
}
#[test]
fn test_surrogate_model_creation() {
let model: SurrogateModel<f64> = SurrogateModel::new(SurrogateModelType::GaussianProcess);
assert!(matches!(model.model_type, SurrogateModelType::GaussianProcess));
assert!(!model.is_trained);
}
#[test]
fn test_normal_pdf() {
let result = normal_pdf(0.0);
assert!((result - 0.3989422804).abs() < 1e-6);
}
#[test]
fn test_normal_cdf() {
let result = normal_cdf(0.0);
assert!((result - 0.5).abs() < 1e-6);
}
#[test]
fn test_acquisition_functions() {
let state: BayesianOptimizationState<f64> = BayesianOptimizationState::new();
let ei = state.expected_improvement(1.0, 0.5);
assert!(ei > 0.0);
let pi = state.probability_of_improvement(1.0, 0.5);
assert!(pi >= 0.0 && pi <= 1.0);
let ucb = state.upper_confidence_bound(1.0, 0.5);
assert!(ucb > 1.0);
}
#[test]
fn test_multi_objective_state() {
let objectives = vec!["performance".to_string(), "efficiency".to_string()];
let state: MultiObjectiveBayesianState<f64> = MultiObjectiveBayesianState::new(objectives);
assert_eq!(state.objectives.len(), 2);
assert_eq!(state.surrogate_models.len(), 2);
}
}