Crate hyperopt

hyperopt

Tree-of-Parzen-estimators hyperparameter optimization for Rust

Examples

Continuous

use std::f64::consts::{FRAC_PI_2, PI};

use approx::assert_abs_diff_eq;
use fastrand::Rng;
use ordered_float::NotNan;

use hyperopt::Optimizer;
use hyperopt::kde::Component;
use hyperopt::kernel::continuous::{Epanechnikov, Uniform};

fn main() {
    let min = NotNan::new(FRAC_PI_2).unwrap();
    let max = NotNan::new(PI + FRAC_PI_2).unwrap();
    let mut optimizer = Optimizer::new(
        min, max,                                         // parameter search range
        Component::<Uniform, NotNan<f64>>::new(min, max), // our initial guess is just as bad
        Epanechnikov,                                     // Epanechnikov kernel for the rescue 
    );

    // Run 100 trials for the cosine function and try to find the point `(π, -1)`:
    let mut rng = Rng::new();
    for _ in 0..100 {
        let x = optimizer.new_trial::<NotNan<f64>>(&mut rng);
        optimizer.feed_back(x, NotNan::new(x.cos()).unwrap());
    }

    let best_trial = optimizer.best_trial().unwrap();
    assert_abs_diff_eq!(best_trial.parameter.into_inner(), PI, epsilon = 0.25);
    assert_abs_diff_eq!(best_trial.metric.into_inner(), -1.0, epsilon = 0.05);
}

Discrete

Re-exports

• pub use self::kernel::Density;
• pub use self::kernel::Sample;

Modules

• consts
  Additional constants that are missing in the standard library.
• kde
• kernel

Structs

• Optimizer
  ✨ Hyperparameter optimizer.