trellis-runner 0.3.3

Calculation runner
Documentation 
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

//! # Relative tolerance policy
//!
//! Terminates when the relative error estimate falls below a threshold.
//!
//! ## Behaviour
//!
//! - Checks `relative < tolerance`.
//!
//! ## Termination
//!
//! Returns [`Termination::Converged`] when condition is met.
use super::EnginePolicy;

use crate::{
    engine::{EngineAction, EngineContext, EventBatch},
    progress::Progress,
};

use num_traits::float::FloatCore;

pub struct RelativeTolerancePolicy<F> {
    tolerance: F,
    window: Vec<F>,
    window_size: usize,
}

impl<F> RelativeTolerancePolicy<F> {
    pub fn new(tolerance: F, window_size: usize) -> Self {
        Self {
            tolerance,
            window_size,
            window: Vec::with_capacity(window_size),
        }
    }
}

impl<F> EnginePolicy<F> for RelativeTolerancePolicy<F>
where
    F: FloatCore,
{
    fn decide(&mut self, batch: &EventBatch<F>, _context: &EngineContext) -> EngineAction {
        for event in &batch.events {
            if let Progress::Report { diagnostics, .. } = event {
                if let Some(rel) = diagnostics.relative_error {
                    self.window.push(rel);

                    if self.window.len() > self.window_size {
                        self.window.remove(0);
                    }
                }
            }
        }

        if self.window.len() < self.window_size {
            return EngineAction::Continue;
        }

        // use worst-case (robust against noise)
        let worst = self.window.iter().copied().fold(F::zero(), |a, b| a.max(b));

        if worst < self.tolerance {
            return EngineAction::Stop(crate::Termination::Converged);
        }

        EngineAction::Continue
    }
}

#[cfg(test)]
mod tests {
    use super::*;
    use crate::engine::policy::PolicyStack;
    use crate::engine::{EngineContext, EventBatch};
    use crate::progress::{Progress, ProgressDiagnostics};

    #[test]
    fn relative_tolerance_stops_on_small_relative_error() {
        let mut stack = PolicyStack::<f64>::new().add(RelativeTolerancePolicy::new(0.1, 5));

        let batch = EventBatch::new().add(Progress::Report {
            measure: 1.0,
            diagnostics: ProgressDiagnostics {
                relative_error: Some(0.05),
                ..Default::default()
            },
        });

        let ctx = EngineContext::default();

        for _ in 0..4 {
            stack.decide(&batch, &ctx);
        }

        assert!(matches!(
            stack.decide(&batch, &ctx),
            crate::engine::EngineAction::Stop(_)
        ));
    }

    #[test]
    fn relative_tolerance_continues_when_large() {
        let mut stack = PolicyStack::<f64>::new().add(RelativeTolerancePolicy::new(0.1, 5));

        let batch = EventBatch::new().add(Progress::Report {
            measure: 1.0,
            diagnostics: ProgressDiagnostics {
                relative_error: Some(0.5),
                ..Default::default()
            },
        });

        let ctx = EngineContext::default();

        assert!(matches!(
            stack.decide(&batch, &ctx),
            crate::engine::EngineAction::Continue
        ));
    }
}