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use crate::point::*; use crate::simplex::*; use crate::search_space::*; use priority_queue::PriorityQueue; use ordered_float::OrderedFloat; use num_traits::Float; use std::rc::Rc; /// 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) pub struct Optimizer<'f_lifetime, CoordFloat: Float, ValueFloat: Float> { exploration_depth: ValueFloat, search_space: SearchSpace<'f_lifetime, CoordFloat, ValueFloat>, best_point: Rc<Point<CoordFloat, ValueFloat>>, min_value: ValueFloat, queue: PriorityQueue<Simplex<CoordFloat, ValueFloat>, OrderedFloat<ValueFloat>> } impl<'f_lifetime, CoordFloat: Float, ValueFloat: Float> Optimizer<'f_lifetime, CoordFloat, ValueFloat> { /// 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). /// /// ```rust /// # use simplers_optimization::Optimizer; /// # fn main() { /// 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) /// .skip_while(|(value,coordinates)| *value > 1. ) /// .next().unwrap(); /// /// println!("min value: {} found in [{}, {}]", min_value, coordinates[0], coordinates[1]); /// # } /// ``` pub fn new(f: &'f_lifetime impl Fn(&[CoordFloat]) -> ValueFloat, input_interval: &[(CoordFloat, CoordFloat)], should_minimize: bool) -> Self { // builds initial conditions let search_space = SearchSpace::new(f, input_interval, should_minimize); let initial_simplex = Simplex::initial_simplex(&search_space); // various values track through the iterations let best_point = initial_simplex.corners .iter() .max_by_key(|c| OrderedFloat(c.value)) .expect("You need at least one dimension!") .clone(); let min_value = initial_simplex.corners .iter() .map(|c| c.value) .min_by_key(|&v| OrderedFloat(v)) .expect("You need at least one dimension!"); // initialize priority queue // no need to evaluate the initial simplex as it will be poped immediatly let mut queue: PriorityQueue<Simplex<CoordFloat, ValueFloat>, OrderedFloat<ValueFloat>> = PriorityQueue::new(); queue.push(initial_simplex, OrderedFloat(ValueFloat::zero())); let exploration_depth = ValueFloat::from(6.).unwrap(); Optimizer { exploration_depth, search_space, best_point, min_value, queue } } /// 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) /// /// ```rust /// # use simplers_optimization::Optimizer; /// # fn main() { /// 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 set_exploration_depth(mut self, exploration_depth: usize) -> Self { self.exploration_depth = ValueFloat::from(exploration_depth + 1).unwrap(); self } /// Self contained optimization algorithm. /// /// Takes a function to maximize, a vector of intervals describing the input and a number of iterations. /// /// ```rust /// # use simplers_optimization::Optimizer; /// # fn main() { /// 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 maximize(f: &'f_lifetime impl Fn(&[CoordFloat]) -> ValueFloat, input_interval: &[(CoordFloat, CoordFloat)], nb_iterations: usize) -> (ValueFloat, Coordinates<CoordFloat>) { let initial_iteration_number = input_interval.len() + 1; let should_minimize = false; Optimizer::new(f, input_interval, should_minimize).skip(nb_iterations - initial_iteration_number) .next() .unwrap() } /// Self contained optimization algorithm. /// /// Takes a function to minimize, a vector of intervals describing the input and a number of iterations. /// /// ```rust /// # use simplers_optimization::Optimizer; /// # fn main() { /// 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]); /// # } /// ``` pub fn minimize(f: &'f_lifetime impl Fn(&[CoordFloat]) -> ValueFloat, input_interval: &[(CoordFloat, CoordFloat)], nb_iterations: usize) -> (ValueFloat, Coordinates<CoordFloat>) { let initial_iteration_number = input_interval.len() + 1; let should_minimize = true; Optimizer::new(f, input_interval, should_minimize).skip(nb_iterations - initial_iteration_number) .next() .unwrap() } } /// implements iterator for the Optimizer to give full control on the stopping condition to the user impl<'f_lifetime, CoordFloat: Float, ValueFloat: Float> Iterator for Optimizer<'f_lifetime, CoordFloat, ValueFloat> { type Item = (ValueFloat, Coordinates<CoordFloat>); /// runs an iteration of the optimization algorithm and returns the best result so far fn next(&mut self) -> Option<Self::Item> { // gets the exploration depth for later use let exploration_depth = self.exploration_depth; // gets an up to date simplex let mut simplex = self.queue.pop().expect("Impossible: The queue cannot be empty!").0; let current_difference = self.best_point.value - self.min_value; while simplex.difference != current_difference { // updates the simplex and pushes it back into the queue simplex.difference = current_difference; let new_evaluation = simplex.evaluate(exploration_depth); self.queue.push(simplex, OrderedFloat(new_evaluation)); // pops a new simplex simplex = self.queue.pop().expect("Impossible: The queue cannot be empty!").0; } // evaluate the center of the simplex let coordinates = simplex.center.clone(); let value = self.search_space.evaluate(&coordinates); let new_point = Rc::new(Point { coordinates, value }); // splits the simplex around its center and push the subsimplex into the queue simplex.split(new_point.clone(), current_difference) .into_iter() .map(|s| (OrderedFloat(s.evaluate(exploration_depth)), s)) .for_each(|(e, s)| { self.queue.push(s, e); }); // updates the difference if value > self.best_point.value { self.best_point = new_point; } else if value < self.min_value { self.min_value = value; } // gets the best value so far let best_value = if self.search_space.minimize { -self.best_point.value } else { self.best_point.value }; let best_coordinate = self.search_space.to_hypercube(self.best_point.coordinates.clone()); Some((best_value, best_coordinate)) } }