Crate simple_optimization

Expand description

Optimization algorithms.

Crate status

I made this since alternatives in the Rust ecosystem seemed awkward. I’m just some random dude, don’t expect too much.

Currently looking into adding macros random_search!, grid_search!, etc.

These will allow you to optimize a tuple of ranges instead of an array, therefore allowing varying types. This is likely to come before gaussian optimization.

Basic guide

All the functions have the approximate form:

fn function<A,T,const N: usize>(
    // The values you want to optimise and there respective ranges.
    // E.g. Optimizing 2 `f32`s between 0..1 and 2..3 `[0f32..1f32, 2f32..3f32]`).
    ranges: [Range<T>; N],
    // The function you want to optimize (loss/cost/whatever).
    // `&[T; N]` are the input parameters which the algorithm will adjust to
    //  minimize the function.
    // `Option<Arc<A>>` is how you can pass additional data you might want to use.
    f: fn(&[T; N], Option<Arc<A>>) -> f64,
    // The additional data for the evaluation function.
    evaluation_data: Option<Arc<A>>,
    // Polling data, e.g. how often (if at all) you want to print progress, see `Polling`
    //  struct docs for more info.
    polling: Option<Polling>,
    // The number of threads to use, leaving this as `None` uses all available (recommended).
    //  If set it must be >=2.
    threads: Option<usize>,
    // ...
) -> [T;N] { /* ... */}

The typical use case will be run with --nocapture (without this progress logging will not print), e.g.:

cargo run --nocapture
cargo run --release -- --nocapture
cargo test your_test --release -- --nocapture

The most thorough output of progress might look like:

 2300
  565 (24.57%) 00:00:11 / 00:00:47 [25.600657363049734] { [563.0ns, 561.3ms, 125.0ns, 110.0ns] [2.0µs, 361.8ms, 374.0ns, 405.0ns] [1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1] }

This output describes:

The total number of iterations 2300.
The total number of completed iterations 565.
The percent of iterations completed (24.57%) (565/2300=0.2457...).
The time running 00:00:11 (hh:mm:ss).
The estimated time remaining 00:00:47 (hh:mm:ss).
The current best value [25.600657363049734].
The most recently measured times between execution positions (effectively time taken for thread to go from some line, to another line (defined specifically with update_execution_position in the code) [563.0ns, 561.3ms, 125.0ns, 110.0ns].
The averages times between execution positions (this is average across entire runtime rather than since last measured) [2.0µs, 361.8ms, 374.0ns, 405.0ns].
The execution positions of threads (0 is when a thread is completed, rest represent a thread having hit some line, which triggered this setting, but yet to hit next line which changes it, effectively being between 2 positions) ([1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1]). What these specifically refer to in code varies between functions.

The last 3 of these I wouldn’t expect you would ever use. But I use them for debugging this library and I think they could possibly in some rare circumstance be useful to you (so no harm having them as an option, well, only a few microseconds of harm).

Macros

grid_search

Castes all given ranges to f64 values and calls grid_search().

random_search

Castes all given ranges to f64 values and calls random_search().

simulated_annealing

Castes all given ranges to f64 values and calls simulated_annealing().

Crate simple_optimization

Crate status

Basic guide

Macros

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