docs(0.9): release notes, cookbook recipe, README polish
Companion to the feat(explorer) commit. Bumps the version and brings every cross-referencing doc up to v0.9 currency. - Cargo.toml: version 0.8.0 -> 0.9.0. - CHANGELOG: 0.9.0 entry covering the explorer export, the Problem-side metadata additions, the AlgorithmInfo trait, the pick_a_car example, and the new cookbook recipe. - README: closing paragraph of the PickACar example points users at the explorer with a one-call snippet (`ExplorerExport::from_result(...).with_algorithm_info(...) .to_file(...)?`). Version snippets bumped 0.8 -> 0.9. - New cookbook recipe at docs/book/src/cookbook/explorer.md covering: enabling the serde feature, enriching Problem with labels/units/decision-schema, the export call, the JSON schema, and custom decision-type handling. - SUMMARY.md and cookbook.md link the new recipe. - migration.md: new "To 0.9" section documenting the additive changes (purely backwards-compatible upgrade from 0.8.x). - introduction.md, comparison.md, choosing-an-algorithm.md, stability.md: version refs bumped 0.8 -> 0.9. - cookbook/parallel.md, cookbook/async.md: version refs bumped 0.8 -> 0.9. - getting-started.md: version refs bumped, serde feature description expanded to mention the explorer module. - SECURITY.md: supported-versions table moves to 0.9.x.
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@@ -18,6 +18,7 @@
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- [Optimize a permutation (TSP-style)](./cookbook/permutation.md)
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- [Constrain your search with `Repair`](./cookbook/constraints.md)
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- [Pick one answer off a Pareto front](./cookbook/pick-one.md)
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- [Explore your results in a webapp](./cookbook/explorer.md)
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- [Write your own algorithm](./cookbook/custom-optimizer.md)
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# Reference
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@@ -17,9 +17,9 @@ after it.
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For the cheap-eval branch, you have the run of the catalog. For the
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expensive branch, classical evolutionary methods waste your evaluation
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budget — go to [`BayesianOpt`] or [`Tpe`]. For the *very* expensive
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budget — go to [Bayesian Optimization][BayesianOpt] or [TPE]. For the *very* expensive
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branch where each eval has a tunable budget (epochs, MC samples, sim
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steps), [`Hyperband`] over the [`PartialProblem`] trait is the move.
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steps), [Hyperband] over the [`PartialProblem`] trait is the move.
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## Step 1: How many objectives?
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@@ -51,48 +51,48 @@ These all take `Vec<f64>` decisions.
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### Smooth, low-to-moderate dimension
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[`CmaEs`] is the strong default. It adapts the search distribution's
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[CMA-ES][CmaEs] is the strong default. It adapts the search distribution's
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covariance to the local landscape. On the comparison harness it
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hits machine epsilon on Rosenbrock at 30 000 evaluations.
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For very low-dimensional smooth problems (≤ 5 dim), [`NelderMead`] is
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For very low-dimensional smooth problems (≤ 5 dim), [Nelder-Mead][NelderMead] is
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deterministic and converges to f = 0 exactly on Rosenbrock.
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### High dimension, smooth
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[`SeparableNes`] uses a diagonal covariance — cheaper per step than
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CmaEs at the cost of being unable to model rotated landscapes. Worth
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trying when CmaEs's `O(d²)` per-step cost hurts.
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[sNES][SeparableNes] uses a diagonal covariance — cheaper per step than
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CMA-ES at the cost of being unable to model rotated landscapes. Worth
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trying when CMA-ES's `O(d²)` per-step cost hurts.
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### Multimodal landscapes
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Multimodal = many local minima that aren't the global one. Rastrigin
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and Ackley are classic traps.
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[`IpopCmaEs`] is CmaEs with an increasing-population restart strategy
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specifically designed for this. On the harness it drops vanilla CmaEs's
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[IPOP-CMA-ES][IpopCmaEs] is CMA-ES with an increasing-population restart strategy
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specifically designed for this. On the harness it drops vanilla CMA-ES's
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Rastrigin score from f = 2.35 to f = 0.13.
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[`DifferentialEvolution`] is rarely beaten on cheap multimodal
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[Differential Evolution][DifferentialEvolution] is rarely beaten on cheap multimodal
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continuous problems. On Rastrigin it ties with `(1+1)-ES` at f = 0.
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[`SimulatedAnnealing`] is a cheap, generic baseline that escapes local
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[Simulated Annealing][SimulatedAnnealing] is a cheap, generic baseline that escapes local
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optima via temperature decay.
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### Want parameter-free
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[`Tlbo`] (Teaching-Learning-Based Optimization) has no `F`, `CR`, `w`,
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[TLBO][Tlbo] (Teaching-Learning-Based Optimization) has no `F`, `CR`, `w`,
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or `σ` to tune. Often a respectable middle-of-the-pack performer.
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### Smallest possible self-adapting baseline
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[`OnePlusOneEs`] — Rechenberg's 1973 `(1+1)`-ES with the one-fifth
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[(1+1)-ES][OnePlusOneEs] — Rechenberg's 1973 `(1+1)`-ES with the one-fifth
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success rule. On the harness it hits f = 0 on Rastrigin in 50 000
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evaluations.
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### Just want a baseline
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[`RandomSearch`]. Useful as a sanity check: if your fancy optimizer
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[Random Search][RandomSearch]. Useful as a sanity check: if your fancy optimizer
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can't beat random search, something is wrong (with the fancy
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optimizer or with the problem).
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@@ -100,69 +100,69 @@ optimizer or with the problem).
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| Decision type | Algorithm | Notes |
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|---|---|---|
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| `Vec<bool>` | [`Umda`] | Per-bit marginal EDA. Independent-bit assumption. |
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| `Vec<bool>` | [`GeneticAlgorithm`] + [`BitFlipMutation`] | When bit interactions matter. |
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| `Vec<usize>` (permutation) | [`AntColonyTsp`] | TSP-style with a distance matrix. |
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| `Vec<usize>` (permutation) | [`SimulatedAnnealing`] + [`SwapMutation`] | Generic discrete baseline. |
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| `Vec<usize>` or custom | [`TabuSearch`] | You supply the neighbor function. |
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| Custom struct | [`SimulatedAnnealing`] / [`HillClimber`] | With your own `Variation` impl. |
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| `Vec<bool>` | [UMDA][Umda] | Per-bit marginal EDA. Independent-bit assumption. |
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| `Vec<bool>` | [GA][GeneticAlgorithm] + [`BitFlipMutation`] | When bit interactions matter. |
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| `Vec<usize>` (permutation) | [Ant Colony][AntColonyTsp] | TSP-style with a distance matrix. |
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| `Vec<usize>` (permutation) | [Simulated Annealing][SimulatedAnnealing] + [`SwapMutation`] | Generic discrete baseline. |
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| `Vec<usize>` or custom | [Tabu Search][TabuSearch] | You supply the neighbor function. |
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| Custom struct | [Simulated Annealing][SimulatedAnnealing] / [Hill Climber][HillClimber] | With your own `Variation` impl. |
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## Step 2 — multi-objective (2 or 3)
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### Strong default
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[`Nsga2`] is the canonical Pareto-based EA. Fast, well-understood,
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[NSGA-II][Nsga2] is the canonical Pareto-based EA. Fast, well-understood,
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maintains diversity via crowding distance. On the harness it lands
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on the Pareto front of every test problem.
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### Real-valued, smooth front, want best convergence
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[`Mopso`] (multi-objective PSO with archive). On ZDT1 it wins
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[MOPSO][Mopso] (multi-objective PSO with archive). On ZDT1 it wins
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hypervolume outright and converges 100× tighter than the
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dominance-based methods.
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### Better front quality than NSGA-II
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[`Ibea`] (indicator-based) is consistently the best of the
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[IBEA][Ibea] (indicator-based) is consistently the best of the
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dominance-based methods on the harness — wins ZDT3 hypervolume and
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DTLZ2 mean distance by 24×. It uses an additive ε-indicator for
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selection rather than dominance + crowding.
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[`Spea2`] (strength + density) — solid alternative; explicit external
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[SPEA2][Spea2] (strength + density) — solid alternative; explicit external
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archive separate from the population.
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[`SmsEmoa`] uses exact hypervolume contribution for selection. Elegant
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[SMS-EMOA][SmsEmoa] uses exact hypervolume contribution for selection. Elegant
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in theory; in practice on the harness budgets here it underperforms
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NSGA-II. Worth the higher per-step cost only when exact HV
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contribution is the right discriminator.
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### Decomposition / weight-vector style
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[`Moead`] decomposes the multi-objective problem into many scalar
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[MOEA/D][Moead] decomposes the multi-objective problem into many scalar
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sub-problems (Tchebycheff or weighted sum) and solves them in
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parallel. Very fast per generation; scales naturally to many
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objectives.
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### Disconnected or non-convex front
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[`AgeMoea`] estimates the front geometry adaptively (the L_p
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[AGE-MOEA][AgeMoea] estimates the front geometry adaptively (the L_p
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parameter `p` is fit from data each generation).
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[`Knea`] favors knee points — the regions of the front where small
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[KnEA][Knea] favors knee points — the regions of the front where small
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gains in one objective cost large losses in another.
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[`Ibea`] also handles disconnected fronts well.
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[IBEA][Ibea] also handles disconnected fronts well.
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### Region-based diversity
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[`PesaII`] uses grid hyperboxes to drive selection — divide the
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[PESA-II][PesaII] uses grid hyperboxes to drive selection — divide the
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objective space into a grid, pick from the least-crowded boxes.
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[`EpsilonMoea`] uses an ε-grid archive that auto-limits its size.
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[ε-MOEA][EpsilonMoea] uses an ε-grid archive that auto-limits its size.
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### Just one starting decision (no population budget)
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[`Paes`] — `(1+1)`-ES with a Pareto archive. Cheap, simple, useful
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[PAES][Paes] — `(1+1)`-ES with a Pareto archive. Cheap, simple, useful
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when your evaluations are expensive enough that you can't afford a
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population.
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@@ -170,26 +170,26 @@ population.
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### Linear / simplex-shaped front (e.g., DTLZ1)
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[`Grea`] — grid coords drive ranking. On DTLZ1 it beats NSGA-III by
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[GrEA][Grea] — grid coords drive ranking. On DTLZ1 it beats NSGA-III by
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3× and AGE-MOEA by 2.5×.
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[`Moead`] — decomposition shines on linear fronts; second on DTLZ1
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[MOEA/D][Moead] — decomposition shines on linear fronts; second on DTLZ1
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and among the fastest per generation.
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### Curved / unknown front geometry
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[`Nsga3`] — reference-point niching; canonical many-objective method;
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[NSGA-III][Nsga3] — reference-point niching; canonical many-objective method;
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strong default when the front isn't simplex-shaped.
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[`AgeMoea`] — estimates L_p geometry per generation.
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[AGE-MOEA][AgeMoea] — estimates L_p geometry per generation.
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[`Rvea`] — reference vectors with adaptive penalty.
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[RVEA][Rvea] — reference vectors with adaptive penalty.
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### Indicator-based selection
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[`Ibea`] — additive ε-indicator; doesn't degrade at high obj count.
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[IBEA][Ibea] — additive ε-indicator; doesn't degrade at high obj count.
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[`HypE`] — Monte Carlo hypervolume estimation; scales to arbitrary
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[HypE][Hype] — Monte Carlo hypervolume estimation; scales to arbitrary
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objective count where exact HV is too expensive.
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## Step 3: Are there hard constraints?
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@@ -216,13 +216,13 @@ for worked examples.
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## Step 4: Should you parallelize?
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Enable the `parallel` feature flag if your `evaluate` takes more
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than ~50 µs. Population-based algorithms ([`RandomSearch`], [`Nsga2`],
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[`DifferentialEvolution`], [`Spea2`], [`Ibea`], [`Mopso`], …) batch-
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than ~50 µs. Population-based algorithms ([Random Search][RandomSearch], [NSGA-II][Nsga2],
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[Differential Evolution][DifferentialEvolution], [SPEA2][Spea2], [IBEA][Ibea], [MOPSO][Mopso], …) batch-
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evaluate via rayon when the feature is on. **Seeded runs stay
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bit-identical** to serial mode.
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```toml
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heuropt = { version = "0.8", features = ["parallel"] }
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heuropt = { version = "0.10", features = ["parallel"] }
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```
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If your evaluation is **IO-bound** (HTTP request, RPC, subprocess)
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@@ -235,55 +235,55 @@ method on every algorithm in the catalog. See the
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| Situation | Pick |
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|---|---|
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| Smooth single-objective continuous | [`CmaEs`] |
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| Multimodal single-objective continuous | [`IpopCmaEs`] or [`DifferentialEvolution`] |
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| Expensive single-objective | [`BayesianOpt`] or [`Tpe`] |
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| Multi-fidelity single-objective | [`Hyperband`] |
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| 2- or 3-objective default | [`Nsga2`] |
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| 2-objective real-valued smooth front | [`Mopso`] |
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| Disconnected / non-convex front | [`Ibea`] |
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| Many-objective default (curved front) | [`Nsga3`] |
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| Many-objective linear / simplex front | [`Grea`] |
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| Permutation problem | [`AntColonyTsp`] |
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| Binary problem | [`Umda`] |
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| Custom decision type | [`SimulatedAnnealing`] + your `Variation` |
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| Sanity baseline | [`RandomSearch`] |
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| Smooth single-objective continuous | [CMA-ES][CmaEs] |
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| Multimodal single-objective continuous | [IPOP-CMA-ES][IpopCmaEs] or [Differential Evolution][DifferentialEvolution] |
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| Expensive single-objective | [Bayesian Optimization][BayesianOpt] or [TPE] |
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| Multi-fidelity single-objective | [Hyperband] |
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| 2- or 3-objective default | [NSGA-II][Nsga2] |
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| 2-objective real-valued smooth front | [MOPSO][Mopso] |
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| Disconnected / non-convex front | [IBEA][Ibea] |
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| Many-objective default (curved front) | [NSGA-III][Nsga3] |
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| Many-objective linear / simplex front | [GrEA][Grea] |
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| Permutation problem | [Ant Colony][AntColonyTsp] |
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| Binary problem | [UMDA][Umda] |
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| Custom decision type | [Simulated Annealing][SimulatedAnnealing] + your `Variation` |
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| Sanity baseline | [Random Search][RandomSearch] |
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[`CmaEs`]: https://docs.rs/heuropt/latest/heuropt/algorithms/cma_es/struct.CmaEs.html
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[`IpopCmaEs`]: https://docs.rs/heuropt/latest/heuropt/algorithms/ipop_cma_es/struct.IpopCmaEs.html
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[`SeparableNes`]: https://docs.rs/heuropt/latest/heuropt/algorithms/snes/struct.SeparableNes.html
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[`NelderMead`]: https://docs.rs/heuropt/latest/heuropt/algorithms/nelder_mead/struct.NelderMead.html
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[`DifferentialEvolution`]: https://docs.rs/heuropt/latest/heuropt/algorithms/differential_evolution/struct.DifferentialEvolution.html
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[`SimulatedAnnealing`]: https://docs.rs/heuropt/latest/heuropt/algorithms/simulated_annealing/struct.SimulatedAnnealing.html
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[`Tlbo`]: https://docs.rs/heuropt/latest/heuropt/algorithms/tlbo/struct.Tlbo.html
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[`OnePlusOneEs`]: https://docs.rs/heuropt/latest/heuropt/algorithms/one_plus_one_es/struct.OnePlusOneEs.html
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[`RandomSearch`]: https://docs.rs/heuropt/latest/heuropt/algorithms/random_search/struct.RandomSearch.html
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[`HillClimber`]: https://docs.rs/heuropt/latest/heuropt/algorithms/hill_climber/struct.HillClimber.html
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[`BayesianOpt`]: https://docs.rs/heuropt/latest/heuropt/algorithms/bayesian_opt/struct.BayesianOpt.html
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[`Tpe`]: https://docs.rs/heuropt/latest/heuropt/algorithms/tpe/struct.Tpe.html
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[`Hyperband`]: https://docs.rs/heuropt/latest/heuropt/algorithms/hyperband/struct.Hyperband.html
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[CmaEs]: https://docs.rs/heuropt/latest/heuropt/algorithms/cma_es/struct.CmaEs.html
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[IpopCmaEs]: https://docs.rs/heuropt/latest/heuropt/algorithms/ipop_cma_es/struct.IpopCmaEs.html
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[SeparableNes]: https://docs.rs/heuropt/latest/heuropt/algorithms/snes/struct.SeparableNes.html
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[NelderMead]: https://docs.rs/heuropt/latest/heuropt/algorithms/nelder_mead/struct.NelderMead.html
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[DifferentialEvolution]: https://docs.rs/heuropt/latest/heuropt/algorithms/differential_evolution/struct.DifferentialEvolution.html
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[SimulatedAnnealing]: https://docs.rs/heuropt/latest/heuropt/algorithms/simulated_annealing/struct.SimulatedAnnealing.html
|
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[Tlbo]: https://docs.rs/heuropt/latest/heuropt/algorithms/tlbo/struct.Tlbo.html
|
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[OnePlusOneEs]: https://docs.rs/heuropt/latest/heuropt/algorithms/one_plus_one_es/struct.OnePlusOneEs.html
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[RandomSearch]: https://docs.rs/heuropt/latest/heuropt/algorithms/random_search/struct.RandomSearch.html
|
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[HillClimber]: https://docs.rs/heuropt/latest/heuropt/algorithms/hill_climber/struct.HillClimber.html
|
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[BayesianOpt]: https://docs.rs/heuropt/latest/heuropt/algorithms/bayesian_opt/struct.BayesianOpt.html
|
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[TPE]: https://docs.rs/heuropt/latest/heuropt/algorithms/tpe/struct.Tpe.html
|
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[Hyperband]: https://docs.rs/heuropt/latest/heuropt/algorithms/hyperband/struct.Hyperband.html
|
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[`PartialProblem`]: https://docs.rs/heuropt/latest/heuropt/core/partial_problem/trait.PartialProblem.html
|
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[`Umda`]: https://docs.rs/heuropt/latest/heuropt/algorithms/umda/struct.Umda.html
|
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[`GeneticAlgorithm`]: https://docs.rs/heuropt/latest/heuropt/algorithms/genetic_algorithm/struct.GeneticAlgorithm.html
|
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[Umda]: https://docs.rs/heuropt/latest/heuropt/algorithms/umda/struct.Umda.html
|
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[GeneticAlgorithm]: https://docs.rs/heuropt/latest/heuropt/algorithms/genetic_algorithm/struct.GeneticAlgorithm.html
|
||||
[`BitFlipMutation`]: https://docs.rs/heuropt/latest/heuropt/operators/struct.BitFlipMutation.html
|
||||
[`AntColonyTsp`]: https://docs.rs/heuropt/latest/heuropt/algorithms/ant_colony_tsp/struct.AntColonyTsp.html
|
||||
[AntColonyTsp]: https://docs.rs/heuropt/latest/heuropt/algorithms/ant_colony_tsp/struct.AntColonyTsp.html
|
||||
[`SwapMutation`]: https://docs.rs/heuropt/latest/heuropt/operators/struct.SwapMutation.html
|
||||
[`TabuSearch`]: https://docs.rs/heuropt/latest/heuropt/algorithms/tabu_search/struct.TabuSearch.html
|
||||
[`Nsga2`]: https://docs.rs/heuropt/latest/heuropt/algorithms/nsga2/struct.Nsga2.html
|
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[`Nsga3`]: https://docs.rs/heuropt/latest/heuropt/algorithms/nsga3/struct.Nsga3.html
|
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[`Mopso`]: https://docs.rs/heuropt/latest/heuropt/algorithms/mopso/struct.Mopso.html
|
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[`Ibea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/ibea/struct.Ibea.html
|
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[`Spea2`]: https://docs.rs/heuropt/latest/heuropt/algorithms/spea2/struct.Spea2.html
|
||||
[`SmsEmoa`]: https://docs.rs/heuropt/latest/heuropt/algorithms/sms_emoa/struct.SmsEmoa.html
|
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[`Moead`]: https://docs.rs/heuropt/latest/heuropt/algorithms/moead/struct.Moead.html
|
||||
[`AgeMoea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/age_moea/struct.AgeMoea.html
|
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[`Knea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/knea/struct.Knea.html
|
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[`PesaII`]: https://docs.rs/heuropt/latest/heuropt/algorithms/pesa2/struct.PesaII.html
|
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[`EpsilonMoea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/epsilon_moea/struct.EpsilonMoea.html
|
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[`Paes`]: https://docs.rs/heuropt/latest/heuropt/algorithms/paes/struct.Paes.html
|
||||
[`Grea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/grea/struct.Grea.html
|
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[`Rvea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/rvea/struct.Rvea.html
|
||||
[`HypE`]: https://docs.rs/heuropt/latest/heuropt/algorithms/hype/struct.Hype.html
|
||||
[TabuSearch]: https://docs.rs/heuropt/latest/heuropt/algorithms/tabu_search/struct.TabuSearch.html
|
||||
[Nsga2]: https://docs.rs/heuropt/latest/heuropt/algorithms/nsga2/struct.Nsga2.html
|
||||
[Nsga3]: https://docs.rs/heuropt/latest/heuropt/algorithms/nsga3/struct.Nsga3.html
|
||||
[Mopso]: https://docs.rs/heuropt/latest/heuropt/algorithms/mopso/struct.Mopso.html
|
||||
[Ibea]: https://docs.rs/heuropt/latest/heuropt/algorithms/ibea/struct.Ibea.html
|
||||
[Spea2]: https://docs.rs/heuropt/latest/heuropt/algorithms/spea2/struct.Spea2.html
|
||||
[SmsEmoa]: https://docs.rs/heuropt/latest/heuropt/algorithms/sms_emoa/struct.SmsEmoa.html
|
||||
[Moead]: https://docs.rs/heuropt/latest/heuropt/algorithms/moead/struct.Moead.html
|
||||
[AgeMoea]: https://docs.rs/heuropt/latest/heuropt/algorithms/age_moea/struct.AgeMoea.html
|
||||
[Knea]: https://docs.rs/heuropt/latest/heuropt/algorithms/knea/struct.Knea.html
|
||||
[PesaII]: https://docs.rs/heuropt/latest/heuropt/algorithms/pesa2/struct.PesaII.html
|
||||
[EpsilonMoea]: https://docs.rs/heuropt/latest/heuropt/algorithms/epsilon_moea/struct.EpsilonMoea.html
|
||||
[Paes]: https://docs.rs/heuropt/latest/heuropt/algorithms/paes/struct.Paes.html
|
||||
[Grea]: https://docs.rs/heuropt/latest/heuropt/algorithms/grea/struct.Grea.html
|
||||
[Rvea]: https://docs.rs/heuropt/latest/heuropt/algorithms/rvea/struct.Rvea.html
|
||||
[Hype]: https://docs.rs/heuropt/latest/heuropt/algorithms/hype/struct.Hype.html
|
||||
[`Repair<D>`]: https://docs.rs/heuropt/latest/heuropt/traits/trait.Repair.html
|
||||
[`ClampToBounds`]: https://docs.rs/heuropt/latest/heuropt/operators/struct.ClampToBounds.html
|
||||
[`ProjectToSimplex`]: https://docs.rs/heuropt/latest/heuropt/operators/struct.ProjectToSimplex.html
|
||||
|
||||
@@ -15,7 +15,7 @@ The columns:
|
||||
|
||||
| Library | Lang | Algorithms | Multi-obj | Surrogates | Determinism | Async |
|
||||
|---|---|---|---|---|---|---|
|
||||
| **heuropt 0.8** | Rust | 33 | ✅ NSGA-II/III, SPEA2, IBEA, MOEA/D, MOPSO, SMS-EMOA, HypE, AGE-MOEA, GrEA, KnEA, RVEA, PESA-II, ε-MOEA, PAES | ✅ BO, TPE, Hyperband | ✅ bit-identical seeded | ✅ `AsyncProblem` + `run_async` on every algorithm |
|
||||
| **heuropt 0.10** | Rust | 33 | ✅ NSGA-II/III, SPEA2, IBEA, MOEA/D, MOPSO, SMS-EMOA, HypE, AGE-MOEA, GrEA, KnEA, RVEA, PESA-II, ε-MOEA, PAES | ✅ BO, TPE, Hyperband | ✅ bit-identical seeded | ✅ `AsyncProblem` + `run_async` on every algorithm |
|
||||
| pymoo | Python | ~25 | ✅ extensive | partial (BO via plug-ins) | ✅ | ❌ |
|
||||
| DEAP | Python | flexible toolbox | ✅ | ❌ | ✅ | ❌ |
|
||||
| hyperopt | Python | TPE-focused | ❌ | ✅ TPE | partial | partial |
|
||||
@@ -36,7 +36,7 @@ The columns:
|
||||
otherwise.
|
||||
- You want a **small, readable codebase** — every algorithm is
|
||||
written for clarity, no trait-object plumbing, no GATs in user-
|
||||
facing APIs. Reading `RandomSearch` should be enough to write a
|
||||
facing APIs. Reading Random Search should be enough to write a
|
||||
new optimizer.
|
||||
- You have **IO-bound evaluations** — calling an HTTP service, an
|
||||
RPC, or a subprocess — and want first-class `async fn evaluate`
|
||||
@@ -64,12 +64,12 @@ heuropt covers the same major Pareto MOEAs as pymoo and MOEA Framework:
|
||||
NSGA-II/III, SPEA2, IBEA, MOEA/D, MOPSO, SMS-EMOA, HypE, AGE-MOEA,
|
||||
GrEA, KnEA, RVEA, PESA-II, ε-MOEA, PAES.
|
||||
|
||||
The expensive-evaluation regime: BayesianOpt + TPE + Hyperband. This
|
||||
The expensive-evaluation regime: Bayesian Optimization + TPE + Hyperband. This
|
||||
is comparable to optuna's coverage but in pure Rust.
|
||||
|
||||
The single-objective continuous catalog (CMA-ES, IPOP-CMA-ES, sNES,
|
||||
DE, PSO, GA, TLBO, (1+1)-ES, NelderMead, RandomSearch, HillClimber,
|
||||
SimulatedAnnealing) covers the canonical baselines and several modern
|
||||
DE, PSO, GA, TLBO, (1+1)-ES, Nelder-Mead, Random Search, Hill Climber,
|
||||
Simulated Annealing) covers the canonical baselines and several modern
|
||||
variants.
|
||||
|
||||
What heuropt does **not** ship that some libraries do:
|
||||
|
||||
@@ -14,17 +14,21 @@ project.
|
||||
optimizer await many evaluations concurrently. The differentiating
|
||||
feature vs other optimization libraries.
|
||||
- [Tune a model with expensive evaluations](./cookbook/expensive-evaluations.md)
|
||||
— `BayesianOpt`, `Tpe`, and `Hyperband` for the 50–500-eval
|
||||
— Bayesian Optimization, TPE, and Hyperband for the 50–500-eval
|
||||
regime.
|
||||
- [Compare two algorithms on your problem](./cookbook/compare.md) —
|
||||
multi-seed harness pattern straight from `examples/compare.rs`.
|
||||
- [Optimize a permutation (TSP-style)](./cookbook/permutation.md) —
|
||||
`AntColonyTsp` with a distance matrix.
|
||||
Ant Colony with a distance matrix.
|
||||
- [Constrain your search with `Repair`](./cookbook/constraints.md) —
|
||||
bounds, simplex projection, custom repair.
|
||||
- [Pick one answer off a Pareto front](./cookbook/pick-one.md) — the
|
||||
a-posteriori weighted-decision pattern from the `jiggly_tuning`
|
||||
example.
|
||||
- [Explore your results in a webapp](./cookbook/explorer.md) — export
|
||||
an `OptimizationResult` to JSON and browse it interactively at
|
||||
[heuropt-explorer](https://swaits.github.io/heuropt-explorer/) —
|
||||
parallel coordinates, scatter, range filters, weighted ranking.
|
||||
- [Write your own algorithm](./cookbook/custom-optimizer.md) —
|
||||
implement `Optimizer<P>` from scratch, à la the
|
||||
`examples/custom_optimizer.rs` walkthrough.
|
||||
|
||||
@@ -13,7 +13,7 @@ evaluation path.
|
||||
|
||||
```toml
|
||||
[dependencies]
|
||||
heuropt = { version = "0.8", features = ["async"] }
|
||||
heuropt = { version = "0.10", features = ["async"] }
|
||||
|
||||
# Pick whatever async runtime you want; heuropt itself depends only on
|
||||
# `futures`. The example below uses tokio.
|
||||
@@ -112,8 +112,8 @@ results back to the algorithm.
|
||||
|
||||
## What the worked example shows
|
||||
|
||||
`examples/async_eval.rs` runs `RandomSearch` (200 evaluations × 20 ms
|
||||
each) at `concurrency = 1, 4, 16` and `DifferentialEvolution` at
|
||||
`examples/async_eval.rs` runs Random Search (200 evaluations × 20 ms
|
||||
each) at `concurrency = 1, 4, 16` and Differential Evolution at
|
||||
`concurrency = 8`. On a recent machine:
|
||||
|
||||
```text
|
||||
|
||||
@@ -7,9 +7,9 @@ algorithms aimed at this regime.
|
||||
|
||||
| Algorithm | Surrogate | Best for |
|
||||
|---|---|---|
|
||||
| [`BayesianOpt`] | Gaussian process + Expected Improvement | The textbook choice; needs kernel tuning to shine |
|
||||
| [`Tpe`] | Kernel-density estimate of good vs bad points | Cheaper per step; more robust without tuning |
|
||||
| [`Hyperband`] | (none — it's a multi-fidelity scheduler) | When each eval has a tunable budget (epochs, MC samples) |
|
||||
| [Bayesian Optimization][BayesianOpt] | Gaussian process + Expected Improvement | The textbook choice; needs kernel tuning to shine |
|
||||
| [TPE] | Kernel-density estimate of good vs bad points | Cheaper per step; more robust without tuning |
|
||||
| [Hyperband] | (none — it's a multi-fidelity scheduler) | When each eval has a tunable budget (epochs, MC samples) |
|
||||
|
||||
## When each is right
|
||||
|
||||
@@ -101,7 +101,7 @@ canonical Bergstra value.
|
||||
|
||||
## Hyperband
|
||||
|
||||
[`Hyperband`] needs your problem to implement [`PartialProblem`] —
|
||||
[Hyperband] needs your problem to implement [`PartialProblem`] —
|
||||
that is, you can evaluate at a tunable fidelity (e.g. number of
|
||||
training epochs). The algorithm schedules many cheap-fidelity runs
|
||||
and promotes only the survivors to higher fidelity.
|
||||
@@ -156,9 +156,9 @@ The state of the art (BOHB) combines BO with Hyperband: TPE picks the
|
||||
configurations Hyperband then evaluates at increasing fidelity.
|
||||
heuropt doesn't ship a unified BOHB but the building blocks are
|
||||
there — wrap your `PartialProblem` with a TPE-driven sampler and
|
||||
feed the picks into `Hyperband`. PRs welcome.
|
||||
feed the picks into Hyperband. PRs welcome.
|
||||
|
||||
[`BayesianOpt`]: https://docs.rs/heuropt/latest/heuropt/algorithms/bayesian_opt/struct.BayesianOpt.html
|
||||
[`Tpe`]: https://docs.rs/heuropt/latest/heuropt/algorithms/tpe/struct.Tpe.html
|
||||
[`Hyperband`]: https://docs.rs/heuropt/latest/heuropt/algorithms/hyperband/struct.Hyperband.html
|
||||
[BayesianOpt]: https://docs.rs/heuropt/latest/heuropt/algorithms/bayesian_opt/struct.BayesianOpt.html
|
||||
[TPE]: https://docs.rs/heuropt/latest/heuropt/algorithms/tpe/struct.Tpe.html
|
||||
[Hyperband]: https://docs.rs/heuropt/latest/heuropt/algorithms/hyperband/struct.Hyperband.html
|
||||
[`PartialProblem`]: https://docs.rs/heuropt/latest/heuropt/core/partial_problem/trait.PartialProblem.html
|
||||
|
||||
@@ -14,7 +14,7 @@ install needed beyond a browser.
|
||||
|
||||
```toml
|
||||
[dependencies]
|
||||
heuropt = { version = "0.9", features = ["serde"] }
|
||||
heuropt = { version = "0.10", features = ["serde"] }
|
||||
```
|
||||
|
||||
The export uses `serde_json` under the hood, so the explorer module
|
||||
|
||||
@@ -9,7 +9,7 @@ population, and rayon parallelizes that batch.
|
||||
|
||||
```toml
|
||||
[dependencies]
|
||||
heuropt = { version = "0.8", features = ["parallel"] }
|
||||
heuropt = { version = "0.10", features = ["parallel"] }
|
||||
```
|
||||
|
||||
There's nothing else to opt into in your code. The
|
||||
@@ -29,14 +29,14 @@ pass.
|
||||
|
||||
Algorithms with a per-generation `evaluate_batch`:
|
||||
|
||||
- [`RandomSearch`], [`Nsga2`], [`Nsga3`], [`Spea2`], [`Moead`],
|
||||
[`Mopso`], [`Ibea`], [`SmsEmoa`], [`HypE`], [`PesaII`],
|
||||
[`EpsilonMoea`], [`AgeMoea`], [`Knea`], [`Grea`], [`Rvea`].
|
||||
- [`DifferentialEvolution`] and [`GeneticAlgorithm`] benefit on the
|
||||
- [Random Search][RandomSearch], [NSGA-II][Nsga2], [NSGA-III][Nsga3], [SPEA2][Spea2], [MOEA/D][Moead],
|
||||
[MOPSO][Mopso], [IBEA][Ibea], [SMS-EMOA][SmsEmoa], [HypE][Hype], [PESA-II][PesaII],
|
||||
[ε-MOEA][EpsilonMoea], [AGE-MOEA][AgeMoea], [KnEA][Knea], [GrEA][Grea], [RVEA][Rvea].
|
||||
- [Differential Evolution][DifferentialEvolution] and [GA][GeneticAlgorithm] benefit on the
|
||||
initial population and offspring batches.
|
||||
|
||||
Steady-state algorithms ([`Paes`], [`SimulatedAnnealing`],
|
||||
[`HillClimber`], [`OnePlusOneEs`]) only evaluate one or a few
|
||||
Steady-state algorithms ([PAES][Paes], [Simulated Annealing][SimulatedAnnealing],
|
||||
[Hill Climber][HillClimber], [(1+1)-ES][OnePlusOneEs]) only evaluate one or a few
|
||||
candidates per iteration, so the parallel feature gives them
|
||||
nothing — leave it off if those are your primary optimizers.
|
||||
|
||||
@@ -102,7 +102,7 @@ to scope it.
|
||||
- You're already running multiple seeds in parallel at the harness
|
||||
level (see [Compare two algorithms](./compare.md)). Stacking
|
||||
parallelism rarely helps.
|
||||
- The algorithm is steady-state (Paes, SA, hill climber).
|
||||
- The algorithm is steady-state (PAES, SA, hill climber).
|
||||
|
||||
## `parallel` vs `async`
|
||||
|
||||
@@ -114,24 +114,24 @@ to scope it.
|
||||
Both can be on at once if your evaluation does *both* substantial
|
||||
CPU work *and* IO. The two features are independent.
|
||||
|
||||
[`RandomSearch`]: https://docs.rs/heuropt/latest/heuropt/algorithms/random_search/struct.RandomSearch.html
|
||||
[`Nsga2`]: https://docs.rs/heuropt/latest/heuropt/algorithms/nsga2/struct.Nsga2.html
|
||||
[`Nsga3`]: https://docs.rs/heuropt/latest/heuropt/algorithms/nsga3/struct.Nsga3.html
|
||||
[`Spea2`]: https://docs.rs/heuropt/latest/heuropt/algorithms/spea2/struct.Spea2.html
|
||||
[`Moead`]: https://docs.rs/heuropt/latest/heuropt/algorithms/moead/struct.Moead.html
|
||||
[`Mopso`]: https://docs.rs/heuropt/latest/heuropt/algorithms/mopso/struct.Mopso.html
|
||||
[`Ibea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/ibea/struct.Ibea.html
|
||||
[`SmsEmoa`]: https://docs.rs/heuropt/latest/heuropt/algorithms/sms_emoa/struct.SmsEmoa.html
|
||||
[`HypE`]: https://docs.rs/heuropt/latest/heuropt/algorithms/hype/struct.Hype.html
|
||||
[`PesaII`]: https://docs.rs/heuropt/latest/heuropt/algorithms/pesa2/struct.PesaII.html
|
||||
[`EpsilonMoea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/epsilon_moea/struct.EpsilonMoea.html
|
||||
[`AgeMoea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/age_moea/struct.AgeMoea.html
|
||||
[`Knea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/knea/struct.Knea.html
|
||||
[`Grea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/grea/struct.Grea.html
|
||||
[`Rvea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/rvea/struct.Rvea.html
|
||||
[`DifferentialEvolution`]: https://docs.rs/heuropt/latest/heuropt/algorithms/differential_evolution/struct.DifferentialEvolution.html
|
||||
[`GeneticAlgorithm`]: https://docs.rs/heuropt/latest/heuropt/algorithms/genetic_algorithm/struct.GeneticAlgorithm.html
|
||||
[`Paes`]: https://docs.rs/heuropt/latest/heuropt/algorithms/paes/struct.Paes.html
|
||||
[`SimulatedAnnealing`]: https://docs.rs/heuropt/latest/heuropt/algorithms/simulated_annealing/struct.SimulatedAnnealing.html
|
||||
[`HillClimber`]: https://docs.rs/heuropt/latest/heuropt/algorithms/hill_climber/struct.HillClimber.html
|
||||
[`OnePlusOneEs`]: https://docs.rs/heuropt/latest/heuropt/algorithms/one_plus_one_es/struct.OnePlusOneEs.html
|
||||
[RandomSearch]: https://docs.rs/heuropt/latest/heuropt/algorithms/random_search/struct.RandomSearch.html
|
||||
[Nsga2]: https://docs.rs/heuropt/latest/heuropt/algorithms/nsga2/struct.Nsga2.html
|
||||
[Nsga3]: https://docs.rs/heuropt/latest/heuropt/algorithms/nsga3/struct.Nsga3.html
|
||||
[Spea2]: https://docs.rs/heuropt/latest/heuropt/algorithms/spea2/struct.Spea2.html
|
||||
[Moead]: https://docs.rs/heuropt/latest/heuropt/algorithms/moead/struct.Moead.html
|
||||
[Mopso]: https://docs.rs/heuropt/latest/heuropt/algorithms/mopso/struct.Mopso.html
|
||||
[Ibea]: https://docs.rs/heuropt/latest/heuropt/algorithms/ibea/struct.Ibea.html
|
||||
[SmsEmoa]: https://docs.rs/heuropt/latest/heuropt/algorithms/sms_emoa/struct.SmsEmoa.html
|
||||
[Hype]: https://docs.rs/heuropt/latest/heuropt/algorithms/hype/struct.Hype.html
|
||||
[PesaII]: https://docs.rs/heuropt/latest/heuropt/algorithms/pesa2/struct.PesaII.html
|
||||
[EpsilonMoea]: https://docs.rs/heuropt/latest/heuropt/algorithms/epsilon_moea/struct.EpsilonMoea.html
|
||||
[AgeMoea]: https://docs.rs/heuropt/latest/heuropt/algorithms/age_moea/struct.AgeMoea.html
|
||||
[Knea]: https://docs.rs/heuropt/latest/heuropt/algorithms/knea/struct.Knea.html
|
||||
[Grea]: https://docs.rs/heuropt/latest/heuropt/algorithms/grea/struct.Grea.html
|
||||
[Rvea]: https://docs.rs/heuropt/latest/heuropt/algorithms/rvea/struct.Rvea.html
|
||||
[DifferentialEvolution]: https://docs.rs/heuropt/latest/heuropt/algorithms/differential_evolution/struct.DifferentialEvolution.html
|
||||
[GeneticAlgorithm]: https://docs.rs/heuropt/latest/heuropt/algorithms/genetic_algorithm/struct.GeneticAlgorithm.html
|
||||
[Paes]: https://docs.rs/heuropt/latest/heuropt/algorithms/paes/struct.Paes.html
|
||||
[SimulatedAnnealing]: https://docs.rs/heuropt/latest/heuropt/algorithms/simulated_annealing/struct.SimulatedAnnealing.html
|
||||
[HillClimber]: https://docs.rs/heuropt/latest/heuropt/algorithms/hill_climber/struct.HillClimber.html
|
||||
[OnePlusOneEs]: https://docs.rs/heuropt/latest/heuropt/algorithms/one_plus_one_es/struct.OnePlusOneEs.html
|
||||
|
||||
@@ -2,11 +2,11 @@
|
||||
|
||||
When your decision is "an ordering" — visiting cities, scheduling
|
||||
jobs, routing — the natural representation is `Vec<usize>` and the
|
||||
specialized algorithm is [`AntColonyTsp`]. Generic alternatives are
|
||||
[`SimulatedAnnealing`] + [`SwapMutation`] for any permutation, and
|
||||
[`TabuSearch`] when you have a custom neighbor function.
|
||||
specialized algorithm is [Ant Colony][AntColonyTsp]. Generic alternatives are
|
||||
[Simulated Annealing][SimulatedAnnealing] + [`SwapMutation`] for any permutation, and
|
||||
[Tabu Search][TabuSearch] when you have a custom neighbor function.
|
||||
|
||||
## TSP with `AntColonyTsp`
|
||||
## TSP with Ant Colony
|
||||
|
||||
```rust,no_run
|
||||
use heuropt::prelude::*;
|
||||
@@ -138,10 +138,10 @@ println!("schedule: {:?}", best.decision);
|
||||
`SwapMutation` swaps two random indices in the permutation —
|
||||
preserves the "every element appears once" invariant for free.
|
||||
|
||||
## Custom neighborhoods: `TabuSearch`
|
||||
## Custom neighborhoods: Tabu Search
|
||||
|
||||
When swap isn't the right move set (e.g., 2-opt for TSP, insert /
|
||||
shift for scheduling), use [`TabuSearch`] with your own neighbor
|
||||
shift for scheduling), use [Tabu Search][TabuSearch] with your own neighbor
|
||||
function.
|
||||
|
||||
```rust,ignore
|
||||
@@ -161,7 +161,7 @@ let neighbors = |x: &Vec<usize>, _rng: &mut Rng| -> Vec<Vec<usize>> {
|
||||
// Pass `neighbors` to TabuSearch::new(...).
|
||||
```
|
||||
|
||||
[`AntColonyTsp`]: https://docs.rs/heuropt/latest/heuropt/algorithms/ant_colony_tsp/struct.AntColonyTsp.html
|
||||
[`SimulatedAnnealing`]: https://docs.rs/heuropt/latest/heuropt/algorithms/simulated_annealing/struct.SimulatedAnnealing.html
|
||||
[AntColonyTsp]: https://docs.rs/heuropt/latest/heuropt/algorithms/ant_colony_tsp/struct.AntColonyTsp.html
|
||||
[SimulatedAnnealing]: https://docs.rs/heuropt/latest/heuropt/algorithms/simulated_annealing/struct.SimulatedAnnealing.html
|
||||
[`SwapMutation`]: https://docs.rs/heuropt/latest/heuropt/operators/struct.SwapMutation.html
|
||||
[`TabuSearch`]: https://docs.rs/heuropt/latest/heuropt/algorithms/tabu_search/struct.TabuSearch.html
|
||||
[TabuSearch]: https://docs.rs/heuropt/latest/heuropt/algorithms/tabu_search/struct.TabuSearch.html
|
||||
|
||||
@@ -87,8 +87,8 @@ impl Problem for Zdt1 {
|
||||
```
|
||||
|
||||
For multi-objective problems, pick a Pareto-aware optimizer:
|
||||
[`Nsga2`] is the canonical default; [`Mopso`] often wins on
|
||||
smooth-front 2-objective problems; [`Ibea`] often wins on
|
||||
[NSGA-II][Nsga2] is the canonical default; [MOPSO][Mopso] often wins on
|
||||
smooth-front 2-objective problems; [IBEA][Ibea] often wins on
|
||||
disconnected fronts. See [choosing-an-algorithm](./choosing-an-algorithm.md).
|
||||
|
||||
## Maximizing instead of minimizing
|
||||
@@ -166,8 +166,8 @@ impl Problem for OneMax {
|
||||
}
|
||||
```
|
||||
|
||||
For `Vec<bool>` problems, [`Umda`] is a parameter-free EDA;
|
||||
[`GeneticAlgorithm`] with [`BitFlipMutation`] is the GA route.
|
||||
For `Vec<bool>` problems, [UMDA][Umda] is a parameter-free EDA;
|
||||
[GA][GeneticAlgorithm] with [`BitFlipMutation`] is the GA route.
|
||||
|
||||
### Permutations (`Vec<usize>`)
|
||||
|
||||
@@ -191,9 +191,9 @@ impl Problem for Tsp {
|
||||
}
|
||||
```
|
||||
|
||||
For permutations, [`AntColonyTsp`] specializes on TSP-style problems;
|
||||
[`TabuSearch`] takes a user-supplied neighbor function for arbitrary
|
||||
discrete neighborhoods; [`SimulatedAnnealing`] with [`SwapMutation`]
|
||||
For permutations, [Ant Colony][AntColonyTsp] specializes on TSP-style problems;
|
||||
[Tabu Search][TabuSearch] takes a user-supplied neighbor function for arbitrary
|
||||
discrete neighborhoods; [Simulated Annealing][SimulatedAnnealing] with [`SwapMutation`]
|
||||
is the simplest baseline.
|
||||
|
||||
### Custom decision types
|
||||
@@ -232,13 +232,13 @@ through the decision tree.
|
||||
[`Evaluation`]: https://docs.rs/heuropt/latest/heuropt/core/evaluation/struct.Evaluation.html
|
||||
[`Evaluation::new`]: https://docs.rs/heuropt/latest/heuropt/core/evaluation/struct.Evaluation.html#method.new
|
||||
[`Evaluation::constrained`]: https://docs.rs/heuropt/latest/heuropt/core/evaluation/struct.Evaluation.html#method.constrained
|
||||
[`Nsga2`]: https://docs.rs/heuropt/latest/heuropt/algorithms/nsga2/struct.Nsga2.html
|
||||
[`Mopso`]: https://docs.rs/heuropt/latest/heuropt/algorithms/mopso/struct.Mopso.html
|
||||
[`Ibea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/ibea/struct.Ibea.html
|
||||
[`Umda`]: https://docs.rs/heuropt/latest/heuropt/algorithms/umda/struct.Umda.html
|
||||
[`GeneticAlgorithm`]: https://docs.rs/heuropt/latest/heuropt/algorithms/genetic_algorithm/struct.GeneticAlgorithm.html
|
||||
[Nsga2]: https://docs.rs/heuropt/latest/heuropt/algorithms/nsga2/struct.Nsga2.html
|
||||
[Mopso]: https://docs.rs/heuropt/latest/heuropt/algorithms/mopso/struct.Mopso.html
|
||||
[Ibea]: https://docs.rs/heuropt/latest/heuropt/algorithms/ibea/struct.Ibea.html
|
||||
[Umda]: https://docs.rs/heuropt/latest/heuropt/algorithms/umda/struct.Umda.html
|
||||
[GeneticAlgorithm]: https://docs.rs/heuropt/latest/heuropt/algorithms/genetic_algorithm/struct.GeneticAlgorithm.html
|
||||
[`BitFlipMutation`]: https://docs.rs/heuropt/latest/heuropt/operators/struct.BitFlipMutation.html
|
||||
[`AntColonyTsp`]: https://docs.rs/heuropt/latest/heuropt/algorithms/ant_colony_tsp/struct.AntColonyTsp.html
|
||||
[`TabuSearch`]: https://docs.rs/heuropt/latest/heuropt/algorithms/tabu_search/struct.TabuSearch.html
|
||||
[`SimulatedAnnealing`]: https://docs.rs/heuropt/latest/heuropt/algorithms/simulated_annealing/struct.SimulatedAnnealing.html
|
||||
[AntColonyTsp]: https://docs.rs/heuropt/latest/heuropt/algorithms/ant_colony_tsp/struct.AntColonyTsp.html
|
||||
[TabuSearch]: https://docs.rs/heuropt/latest/heuropt/algorithms/tabu_search/struct.TabuSearch.html
|
||||
[SimulatedAnnealing]: https://docs.rs/heuropt/latest/heuropt/algorithms/simulated_annealing/struct.SimulatedAnnealing.html
|
||||
[`SwapMutation`]: https://docs.rs/heuropt/latest/heuropt/operators/struct.SwapMutation.html
|
||||
|
||||
@@ -6,19 +6,21 @@ The shortest path from a fresh project to a working optimizer.
|
||||
|
||||
```toml
|
||||
[dependencies]
|
||||
heuropt = "0.8"
|
||||
heuropt = "0.10"
|
||||
```
|
||||
|
||||
The default feature set is small. Optional features:
|
||||
|
||||
- `parallel` — rayon-backed parallel population evaluation.
|
||||
- `serde` — `Serialize` / `Deserialize` derives on the core data
|
||||
types.
|
||||
types, plus the `heuropt::explorer` JSON export module for the
|
||||
[heuropt-explorer](https://swaits.github.io/heuropt-explorer/)
|
||||
webapp.
|
||||
- `async` — `AsyncProblem` trait + per-algorithm `run_async` for
|
||||
IO-bound evaluations.
|
||||
|
||||
```toml
|
||||
heuropt = { version = "0.8", features = ["parallel"] }
|
||||
heuropt = { version = "0.10", features = ["parallel"] }
|
||||
```
|
||||
|
||||
## 2. Define a problem and run an optimizer
|
||||
@@ -31,7 +33,7 @@ how to score one decision.
|
||||
We'll fit a straight line to a handful of `(x, y)` data points by
|
||||
finding the slope and intercept that minimize the sum of squared
|
||||
errors — same objective as least-squares regression. For a smooth
|
||||
single-objective continuous problem like this, [`CmaEs`] is a strong
|
||||
single-objective continuous problem like this, [CMA-ES][CmaEs] is a strong
|
||||
default.
|
||||
|
||||
```rust,no_run
|
||||
@@ -138,7 +140,7 @@ problems this clean in well under that budget.
|
||||
## 4. What just happened
|
||||
|
||||
- [`Problem`] is the **what** you're optimizing.
|
||||
- [`CmaEs`] (or any other optimizer) is the **how**.
|
||||
- [CMA-ES][CmaEs] (or any other optimizer) is the **how**.
|
||||
- [`CmaEsConfig`] is a plain public-field struct: there are no
|
||||
builders, no chained setters, just public fields you set
|
||||
directly.
|
||||
@@ -163,5 +165,5 @@ problems this clean in well under that budget.
|
||||
[`Problem`]: https://docs.rs/heuropt/latest/heuropt/core/problem/trait.Problem.html
|
||||
[`Optimizer::run`]: https://docs.rs/heuropt/latest/heuropt/traits/trait.Optimizer.html
|
||||
[`OptimizationResult`]: https://docs.rs/heuropt/latest/heuropt/core/result/struct.OptimizationResult.html
|
||||
[`CmaEs`]: https://docs.rs/heuropt/latest/heuropt/algorithms/cma_es/struct.CmaEs.html
|
||||
[CmaEs]: https://docs.rs/heuropt/latest/heuropt/algorithms/cma_es/struct.CmaEs.html
|
||||
[`CmaEsConfig`]: https://docs.rs/heuropt/latest/heuropt/algorithms/cma_es/struct.CmaEsConfig.html
|
||||
|
||||
@@ -28,7 +28,7 @@ hyperopt, optuna, DEAP). heuropt's design priorities:
|
||||
|
||||
1. **Approachable code.** No trait objects in the public API. No
|
||||
GATs, HRTBs, generic-RNG plumbing. A junior Rust engineer should
|
||||
be able to read `RandomSearch` and write a new optimizer by
|
||||
be able to read Random Search and write a new optimizer by
|
||||
implementing only the `Optimizer<P>` trait.
|
||||
2. **One concrete RNG type.** Seeded determinism is a property tested
|
||||
across the crate; identical inputs always produce identical
|
||||
@@ -44,20 +44,18 @@ hyperopt, optuna, DEAP). heuropt's design priorities:
|
||||
|
||||
## What's in the box
|
||||
|
||||
heuropt v0.8 ships **33 algorithms** spanning:
|
||||
heuropt v0.10 ships **33 algorithms** spanning:
|
||||
|
||||
- Single-objective continuous: `RandomSearch`, `HillClimber`,
|
||||
`OnePlusOneEs`, `SimulatedAnnealing`, `GeneticAlgorithm`,
|
||||
`ParticleSwarm`, `DifferentialEvolution`, `Tlbo`, `CmaEs`,
|
||||
`IpopCmaEs`, `SeparableNes`, `NelderMead`.
|
||||
- Single-objective other types: `Umda` (binary), `TabuSearch`
|
||||
(any), `AntColonyTsp` (permutation).
|
||||
- Multi-objective (2–3): `Paes`, `Nsga2`, `Spea2`, `Mopso`, `Ibea`,
|
||||
`SmsEmoa`, `HypE`, `EpsilonMoea`, `PesaII`, `AgeMoea`, `Knea`,
|
||||
`Moead`.
|
||||
- Many-objective (4+): `Nsga3`, `Rvea`, `Grea`.
|
||||
- Sample-efficient / multi-fidelity: `BayesianOpt`, `Tpe`,
|
||||
`Hyperband`.
|
||||
- Single-objective continuous: Random Search, Hill Climber,
|
||||
(1+1)-ES, Simulated Annealing, GA, PSO, Differential Evolution,
|
||||
TLBO, CMA-ES, IPOP-CMA-ES, sNES, Nelder-Mead.
|
||||
- Single-objective other types: UMDA (binary), Tabu Search (any),
|
||||
Ant Colony (permutation).
|
||||
- Multi-objective (2–3): PAES, NSGA-II, SPEA2, MOPSO, IBEA,
|
||||
SMS-EMOA, HypE, ε-MOEA, PESA-II, AGE-MOEA, KnEA, MOEA/D.
|
||||
- Many-objective (4+): NSGA-III, RVEA, GrEA.
|
||||
- Sample-efficient / multi-fidelity: Bayesian Optimization, TPE,
|
||||
Hyperband.
|
||||
|
||||
Plus the operators (SBX, PolynomialMutation, BoundedGaussianMutation,
|
||||
LevyMutation, BitFlipMutation, SwapMutation, ClampToBounds,
|
||||
|
||||
@@ -3,6 +3,70 @@
|
||||
Per-release notes for upgrading between heuropt versions. Skip the
|
||||
sections that don't apply to your starting version.
|
||||
|
||||
## To 0.10
|
||||
|
||||
### From 0.9.x
|
||||
|
||||
**Almost additive.** Bumping `heuropt = "0.10"` recompiles
|
||||
without touching most code. The one breaking change is the value
|
||||
returned by `AlgorithmInfo::name()`:
|
||||
|
||||
| Before (`0.9`) | After (`0.10`) |
|
||||
|---|---|
|
||||
| `"Nsga2"` | `"NSGA-II"` |
|
||||
| `"Nsga3"` | `"NSGA-III"` |
|
||||
| `"Cmaes"` | `"CMA-ES"` |
|
||||
| `"Mopso"` | `"MOPSO"` |
|
||||
| `"Moead"` | `"MOEA/D"` |
|
||||
| `"EpsilonMoea"` | `"ε-MOEA"` |
|
||||
| (and 27 more) | … |
|
||||
|
||||
If you pattern-matched on those strings (e.g. for branching
|
||||
display logic), update to the new canonical strings. They now
|
||||
match the literature and will be stable going forward.
|
||||
|
||||
What's new and additive:
|
||||
|
||||
- `AlgorithmInfo::full_name(&self) -> &'static str` — academic
|
||||
long form (`"Non-dominated Sorting Genetic Algorithm II"`).
|
||||
Defaults to `name()` for algorithms whose long and short
|
||||
forms coincide.
|
||||
- `ExplorerExport`'s `RunMeta` gained `algorithm_full_name:
|
||||
Option<String>`. Schema version stays at **1** (the new field
|
||||
is `#[serde(default)]`); display tools can use the long form
|
||||
as a hover tooltip on the short name.
|
||||
|
||||
## To 0.9
|
||||
|
||||
### From 0.8.x
|
||||
|
||||
**Additive only.** Bumping `heuropt = "0.9"` works for all 0.8.x
|
||||
code untouched. The new surfaces ship behind the existing `serde`
|
||||
feature.
|
||||
|
||||
What's new:
|
||||
|
||||
- `heuropt::explorer` module (gated on `serde`) — turns an
|
||||
`OptimizationResult` into a self-describing JSON file that the
|
||||
[heuropt-explorer](https://swaits.github.io/heuropt-explorer/)
|
||||
webapp can load. See the
|
||||
[Explore your results](./cookbook/explorer.md) recipe.
|
||||
- `Objective` gained optional `label` and `unit` fields with
|
||||
fluent builders `.with_label("…")` / `.with_unit("…")`. Existing
|
||||
`Objective::minimize("…")` / `Objective::maximize("…")` are
|
||||
unchanged. The serde representation is forward- and backward-
|
||||
compatible (new fields are `#[serde(default)]`).
|
||||
- `Problem` trait gained a default-empty
|
||||
`fn decision_schema(&self) -> Vec<DecisionVariable>` method.
|
||||
Existing impls compile untouched; override it to provide pretty
|
||||
names / labels / units / bounds for the explorer.
|
||||
- `heuropt::traits::AlgorithmInfo` — every built-in algorithm
|
||||
exposes its short canonical name (`"Nsga3"`, …) and its seed.
|
||||
Used by the explorer JSON export.
|
||||
|
||||
If you don't want any of this, no migration needed — just bump
|
||||
the version.
|
||||
|
||||
## To 0.8
|
||||
|
||||
### From 0.5.x
|
||||
@@ -101,9 +165,9 @@ from v0.3 are still numerically accurate but will run faster.
|
||||
|
||||
### From 0.2.x
|
||||
|
||||
**Additive only.** New algorithms (`BayesianOpt`, `Tpe`,
|
||||
`OnePlusOneEs`, `IpopCmaEs`, `SeparableNes`, `NelderMead`,
|
||||
`Hyperband`), new operators (`LevyMutation`, `ClampToBounds`,
|
||||
**Additive only.** New algorithms (Bayesian Optimization, TPE,
|
||||
(1+1)-ES, IPOP-CMA-ES, sNES, Nelder-Mead,
|
||||
Hyperband), new operators (`LevyMutation`, `ClampToBounds`,
|
||||
`ProjectToSimplex`), new traits (`PartialProblem`, `Repair<D>`).
|
||||
|
||||
`CmaEsConfig` gained an `initial_mean: Option<Vec<f64>>` field;
|
||||
@@ -114,8 +178,8 @@ existing call sites need a `.. CmaEsConfig { initial_mean: None,
|
||||
|
||||
### From 0.1.x
|
||||
|
||||
**Additive.** New algorithms across the catalog (HillClimber, SA,
|
||||
GA, PSO, CMA-ES, TabuSearch, AntColonyTsp, Umda, TLBO, MOPSO, IBEA,
|
||||
**Additive.** New algorithms across the catalog (Hill Climber, SA,
|
||||
GA, PSO, CMA-ES, Tabu Search, Ant Colony, UMDA, TLBO, MOPSO, IBEA,
|
||||
SMS-EMOA, HypE, RVEA, PESA-II, ε-MOEA, AGE-MOEA, GrEA, KnEA), new
|
||||
operators (`SimulatedBinaryCrossover`, `PolynomialMutation`,
|
||||
`CompositeVariation`, `BoundedGaussianMutation`), and the
|
||||
|
||||
@@ -18,10 +18,10 @@ versions — use them at your own risk.
|
||||
|
||||
While we are pre-1.0:
|
||||
|
||||
- **Minor bumps (`0.8 → 0.9`) may break the public API.** The
|
||||
- **Minor bumps (`0.10 → 0.11`) may break the public API.** The
|
||||
CHANGELOG calls out everything that changed, and a **migration
|
||||
guide** in this book documents the move.
|
||||
- **Patch bumps (`0.8.0 → 0.8.1`) only contain bug fixes,
|
||||
- **Patch bumps (`0.10.0 → 0.10.1`) only contain bug fixes,
|
||||
performance improvements, and additive non-breaking features.**
|
||||
No deprecations, no removals.
|
||||
|
||||
@@ -61,7 +61,7 @@ optimizations has been bit-identical against the v0.3.0 reference.
|
||||
|
||||
## MSRV (minimum supported Rust version)
|
||||
|
||||
heuropt's MSRV is **1.85** as of v0.8. This is tested in CI against
|
||||
heuropt's MSRV is **1.85** as of v0.10. This is tested in CI against
|
||||
every PR.
|
||||
|
||||
MSRV bumps are treated as patch-bump-eligible (they don't break the
|
||||
|
||||
Reference in New Issue
Block a user