Struct simplers_optimization::Optimizer

pub struct Optimizer<CoordFloat: Float, ValueFloat: Float> { /* fields omitted */ }

Stores the parameters and current state of a search.

• ValueFloat is the float type used to represent the evaluations (such as f64)
• CoordFloat is the float type used to represent the coordinates (such as f32)

Methods

impl<CoordFloat: Float, ValueFloat: Float> Optimizer<CoordFloat, ValueFloat>

pub fn new(
    f: impl Fn(&[CoordFloat]) -> ValueFloat + 'static,
    input_interval: Vec<(CoordFloat, CoordFloat)>,
    should_minimize: bool
) -> Self

Creates a new optimizer to explore the given search space with the iterator interface.

Takes a function, a vector of intervals describing the input and a boolean describing wether it is a minimization problem (as oppozed to a miximization problem). Each cal to the .next() function (cf iterator trait) will run an iteration of search and output the best result so far.

Warning: In d dimenssions, this function will perform d+1 evaluation (call to f) for the initialisation of the search (those should be taken into account when counting iterations).

let f = |v:&[f64]| v[0] * v[1];
let input_interval = vec![(-10., 10.), (-20., 20.)];
let should_minimize = true;

// runs the search for 30 iterations
// then waits until we find a point good enough
// finally stores the best value so far
let (min_value, coordinates) = Optimizer::new(f, input_interval, should_minimize)
                                         .skip(30)
                                         .take_while(|(value,coordinates)| value > 1. )
                                         .next().unwrap();

println!("min value: {} found in [{}, {}]", min_value, coordinates[0], coordinates[1]);

pub fn set_exploration_depth(self, exploration_depth: usize) -> Self

Sets the exploration depth for the algorithm, useful when using the iterator interface.

exploration_depth represents the number of splits we can exploit before requiring higher-level exploration. As long as one stays in a reasonable range (5-10), the algorithm should not be very sensible to the parameter :

• 0 represents full exploration (similar to grid search)
• high numbers focus on exploitation (no need to go very high)
• 5 appears to be a good default value

WARNING: this function should not be used before after an iteration (as it will not update the score of already computed points for the next iterations which will degrade the quality of the algorithm)

let f = |v:&[f64]| v[0] * v[1];
let input_interval = vec![(-10., 10.), (-20., 20.)];
let should_minimize = true;

// sets exploration_depth to be very greedy
let (min_value_greedy, _) = Optimizer::new(f, input_interval, should_minimize)
                                         .set_exploration_depth(20)
                                         .skip(100)
                                         .next().unwrap();

// sets exploration_depth to focus on exploration
let (min_value_explore, _) = Optimizer::new(f, input_interval, should_minimize)
                                         .set_exploration_depth(0)
                                         .skip(100)
                                         .next().unwrap();

println!("greedy result : {} vs exploration result : {}", min_value_greedy, min_value_explore);

pub fn maximize(
    f: impl Fn(&[CoordFloat]) -> ValueFloat + 'static,
    input_interval: Vec<(CoordFloat, CoordFloat)>,
    nb_iterations: usize
) -> (ValueFloat, Box<[CoordFloat]>)

Self contained optimization algorithm.

Takes a function to maximize, a vector of intervals describing the input and a number of iterations.

let f = |v:&[f64]| v[0] + v[1];
let input_interval = vec![(-10., 10.), (-20., 20.)];
let nb_iterations = 100;

let (max_value, coordinates) = Optimizer::maximize(f, input_interval, nb_iterations);
println!("max value: {} found in [{}, {}]", max_value, coordinates[0], coordinates[1]);

pub fn minimize(
    f: impl Fn(&[CoordFloat]) -> ValueFloat + 'static,
    input_interval: Vec<(CoordFloat, CoordFloat)>,
    nb_iterations: usize
) -> (ValueFloat, Box<[CoordFloat]>)

Self contained optimization algorithm.

Takes a function to minimize, a vector of intervals describing the input and a number of iterations.

let f = |v:&[f64]| v[0] * v[1];
let input_interval = vec![(-10., 10.), (-20., 20.)];
let nb_iterations = 100;

let (min_value, coordinates) = Optimizer::minimize(f, input_interval, nb_iterations);
println!("min value: {} found in [{}, {}]", min_value, coordinates[0], coordinates[1]);

Trait Implementations

impl<CoordFloat: Float, ValueFloat: Float> Iterator for Optimizer<CoordFloat, ValueFloat>

implements iterator for the Optimizer to give full control on the stopping condition to the user

type Item = (ValueFloat, Box<[CoordFloat]>)

The type of the elements being iterated over.

fn next(&mut self) -> Option<Self::Item>

runs an iteration of the optimization algorithm and returns the best result so far

fn size_hint(&self) -> (usize, Option<usize>)

Returns the bounds on the remaining length of the iterator.

fn count(self) -> usize

Consumes the iterator, counting the number of iterations and returning it.

fn last(self) -> Option<Self::Item>

Consumes the iterator, returning the last element.

fn nth(&mut self, n: usize) -> Option<Self::Item>

Returns the nth element of the iterator.

fn step_by(self, step: usize) -> StepBy<Self>

Creates an iterator starting at the same point, but stepping by the given amount at each iteration.

fn chain<U>(self, other: U) -> Chain<Self, <U as IntoIterator>::IntoIter> where
    U: IntoIterator<Item = Self::Item>, 

Takes two iterators and creates a new iterator over both in sequence.

fn zip<U>(self, other: U) -> Zip<Self, <U as IntoIterator>::IntoIter> where
    U: IntoIterator, 

'Zips up' two iterators into a single iterator of pairs.

fn map<B, F>(self, f: F) -> Map<Self, F> where
    F: FnMut(Self::Item) -> B, 

Takes a closure and creates an iterator which calls that closure on each element.

fn for_each<F>(self, f: F) where
    F: FnMut(Self::Item), 

Calls a closure on each element of an iterator.

fn filter<P>(self, predicate: P) -> Filter<Self, P> where
    P: FnMut(&Self::Item) -> bool, 

Creates an iterator which uses a closure to determine if an element should be yielded.

fn filter_map<B, F>(self, f: F) -> FilterMap<Self, F> where
    F: FnMut(Self::Item) -> Option<B>, 

Creates an iterator that both filters and maps.

fn enumerate(self) -> Enumerate<Self>

Creates an iterator which gives the current iteration count as well as the next value.

fn peekable(self) -> Peekable<Self>

Creates an iterator which can use peek to look at the next element of the iterator without consuming it.

fn skip_while<P>(self, predicate: P) -> SkipWhile<Self, P> where
    P: FnMut(&Self::Item) -> bool, 

Creates an iterator that [skip]s elements based on a predicate.

fn take_while<P>(self, predicate: P) -> TakeWhile<Self, P> where
    P: FnMut(&Self::Item) -> bool, 

Creates an iterator that yields elements based on a predicate.

fn skip(self, n: usize) -> Skip<Self>

Creates an iterator that skips the first n elements.

fn take(self, n: usize) -> Take<Self>

Creates an iterator that yields its first n elements.

fn scan<St, B, F>(self, initial_state: St, f: F) -> Scan<Self, St, F> where
    F: FnMut(&mut St, Self::Item) -> Option<B>, 

An iterator adaptor similar to [fold] that holds internal state and produces a new iterator.

fn flat_map<U, F>(self, f: F) -> FlatMap<Self, U, F> where
    F: FnMut(Self::Item) -> U,
    U: IntoIterator, 

Creates an iterator that works like map, but flattens nested structure.

fn flatten(self) -> Flatten<Self> where
    Self::Item: IntoIterator, 

Creates an iterator that flattens nested structure.

fn fuse(self) -> Fuse<Self>

Creates an iterator which ends after the first [None].

fn inspect<F>(self, f: F) -> Inspect<Self, F> where
    F: FnMut(&Self::Item), 

Do something with each element of an iterator, passing the value on.

fn by_ref(&mut self) -> &mut Self

Borrows an iterator, rather than consuming it.

#[must_use = "if you really need to exhaust the iterator, consider `.for_each(drop)` instead"] fn collect<B>(self) -> B where
    B: FromIterator<Self::Item>, 

Transforms an iterator into a collection.

fn partition<B, F>(self, f: F) -> (B, B) where
    B: Default + Extend<Self::Item>,
    F: FnMut(&Self::Item) -> bool, 

Consumes an iterator, creating two collections from it.

fn partition_in_place<'a, T, P>(self, predicate: P) -> usize where
    P: FnMut(&T) -> bool,
    Self: DoubleEndedIterator<Item = &'a mut T>,
    T: 'a, 

🔬 This is a nightly-only experimental API. (iter_partition_in_place)

new API

Reorder the elements of this iterator in-place according to the given predicate, such that all those that return true precede all those that return false. Returns the number of true elements found.

fn is_partitioned<P>(self, predicate: P) -> bool where
    P: FnMut(Self::Item) -> bool, 

🔬 This is a nightly-only experimental API. (iter_is_partitioned)

new API

Checks if the elements of this iterator are partitioned according to the given predicate, such that all those that return true precede all those that return false.

fn try_fold<B, F, R>(&mut self, init: B, f: F) -> R where
    F: FnMut(B, Self::Item) -> R,
    R: Try<Ok = B>, 

An iterator method that applies a function as long as it returns successfully, producing a single, final value.

fn try_for_each<F, R>(&mut self, f: F) -> R where
    F: FnMut(Self::Item) -> R,
    R: Try<Ok = ()>, 

An iterator method that applies a fallible function to each item in the iterator, stopping at the first error and returning that error.

fn fold<B, F>(self, init: B, f: F) -> B where
    F: FnMut(B, Self::Item) -> B, 

An iterator method that applies a function, producing a single, final value.

fn all<F>(&mut self, f: F) -> bool where
    F: FnMut(Self::Item) -> bool, 

Tests if every element of the iterator matches a predicate.

fn any<F>(&mut self, f: F) -> bool where
    F: FnMut(Self::Item) -> bool, 

Tests if any element of the iterator matches a predicate.

fn find<P>(&mut self, predicate: P) -> Option<Self::Item> where
    P: FnMut(&Self::Item) -> bool, 

Searches for an element of an iterator that satisfies a predicate.

fn find_map<B, F>(&mut self, f: F) -> Option<B> where
    F: FnMut(Self::Item) -> Option<B>, 

Applies function to the elements of iterator and returns the first non-none result.

fn position<P>(&mut self, predicate: P) -> Option<usize> where
    P: FnMut(Self::Item) -> bool, 

Searches for an element in an iterator, returning its index.

fn rposition<P>(&mut self, predicate: P) -> Option<usize> where
    P: FnMut(Self::Item) -> bool,
    Self: ExactSizeIterator + DoubleEndedIterator, 

Searches for an element in an iterator from the right, returning its index.

fn max(self) -> Option<Self::Item> where
    Self::Item: Ord, 

Returns the maximum element of an iterator.

fn min(self) -> Option<Self::Item> where
    Self::Item: Ord, 

Returns the minimum element of an iterator.

fn max_by_key<B, F>(self, f: F) -> Option<Self::Item> where
    B: Ord,
    F: FnMut(&Self::Item) -> B, 

Returns the element that gives the maximum value from the specified function.

fn max_by<F>(self, compare: F) -> Option<Self::Item> where
    F: FnMut(&Self::Item, &Self::Item) -> Ordering, 

Returns the element that gives the maximum value with respect to the specified comparison function.

fn min_by_key<B, F>(self, f: F) -> Option<Self::Item> where
    B: Ord,
    F: FnMut(&Self::Item) -> B, 

Returns the element that gives the minimum value from the specified function.

fn min_by<F>(self, compare: F) -> Option<Self::Item> where
    F: FnMut(&Self::Item, &Self::Item) -> Ordering, 

Returns the element that gives the minimum value with respect to the specified comparison function.

fn rev(self) -> Rev<Self> where
    Self: DoubleEndedIterator, 

Reverses an iterator's direction.

fn unzip<A, B, FromA, FromB>(self) -> (FromA, FromB) where
    FromA: Default + Extend<A>,
    FromB: Default + Extend<B>,
    Self: Iterator<Item = (A, B)>, 

Converts an iterator of pairs into a pair of containers.

fn copied<'a, T>(self) -> Copied<Self> where
    Self: Iterator<Item = &'a T>,
    T: 'a + Copy, 

Creates an iterator which copies all of its elements.

fn cloned<'a, T>(self) -> Cloned<Self> where
    Self: Iterator<Item = &'a T>,
    T: 'a + Clone, 

Creates an iterator which [clone]s all of its elements.

fn cycle(self) -> Cycle<Self> where
    Self: Clone, 

Repeats an iterator endlessly.

fn sum<S>(self) -> S where
    S: Sum<Self::Item>, 

Sums the elements of an iterator.

fn product<P>(self) -> P where
    P: Product<Self::Item>, 

Iterates over the entire iterator, multiplying all the elements

fn cmp<I>(self, other: I) -> Ordering where
    I: IntoIterator<Item = Self::Item>,
    Self::Item: Ord, 

Lexicographically compares the elements of this Iterator with those of another.

fn partial_cmp<I>(self, other: I) -> Option<Ordering> where
    I: IntoIterator,
    Self::Item: PartialOrd<<I as IntoIterator>::Item>, 

Lexicographically compares the elements of this Iterator with those of another.

fn eq<I>(self, other: I) -> bool where
    I: IntoIterator,
    Self::Item: PartialEq<<I as IntoIterator>::Item>, 

Determines if the elements of this Iterator are equal to those of another.

fn ne<I>(self, other: I) -> bool where
    I: IntoIterator,
    Self::Item: PartialEq<<I as IntoIterator>::Item>, 

Determines if the elements of this Iterator are unequal to those of another.

fn lt<I>(self, other: I) -> bool where
    I: IntoIterator,
    Self::Item: PartialOrd<<I as IntoIterator>::Item>, 

Determines if the elements of this Iterator are lexicographically less than those of another.

fn le<I>(self, other: I) -> bool where
    I: IntoIterator,
    Self::Item: PartialOrd<<I as IntoIterator>::Item>, 

Determines if the elements of this Iterator are lexicographically less or equal to those of another.

fn gt<I>(self, other: I) -> bool where
    I: IntoIterator,
    Self::Item: PartialOrd<<I as IntoIterator>::Item>, 

Determines if the elements of this Iterator are lexicographically greater than those of another.

fn ge<I>(self, other: I) -> bool where
    I: IntoIterator,
    Self::Item: PartialOrd<<I as IntoIterator>::Item>, 

Determines if the elements of this Iterator are lexicographically greater than or equal to those of another.

fn is_sorted(self) -> bool where
    Self::Item: PartialOrd<Self::Item>, 

🔬 This is a nightly-only experimental API. (is_sorted)

new API

Checks if the elements of this iterator are sorted.

fn is_sorted_by<F>(self, compare: F) -> bool where
    F: FnMut(&Self::Item, &Self::Item) -> Option<Ordering>, 

🔬 This is a nightly-only experimental API. (is_sorted)

new API

Checks if the elements of this iterator are sorted using the given comparator function.

fn is_sorted_by_key<F, K>(self, f: F) -> bool where
    F: FnMut(Self::Item) -> K,
    K: PartialOrd<K>, 

🔬 This is a nightly-only experimental API. (is_sorted)

new API

Checks if the elements of this iterator are sorted using the given key extraction function.