test(bayesian_opt): pin GP / EI / erf helpers

Phase 1 tests for src/algorithms/bayesian_opt.rs. Adds 15 tests
pinning the GP regression and EI acquisition machinery:

- rbf_kernel: signal-variance return at zero distance, exp(-0.5) at
  unit distance, monotone in length scale, decays to 0 for far points.
- normal_pdf: symmetric about zero, value at zero equals 1/sqrt(2π).
- normal_cdf: 0.5 at z=0, symmetric tail sums to 1.
- erf: odd function and erf(0) ≈ 0 within the rational approximation's
  ~1e-7 accuracy.
- expected_improvement: zero at sigma=0, monotone in sigma, positive
  when mu < f_best.
- oriented_target: sign flips under direction, infeasible adds 1e6
  penalty.
- better: feasibility-first then objective ordering under both
  directions.
This commit is contained in:
2026-05-13 22:58:16 -06:00
parent 3456db6cd8
commit 8003a97dfa
+134
View File
@@ -623,4 +623,138 @@ mod tests {
);
let _ = opt.run(&Sphere1D);
}
// ---- Mutation-test pinned helpers --------------------------------------
//
// BayesianOpt's GP / EI machinery has many pure helpers (rbf_kernel,
// expected_improvement, normal_pdf/cdf, erf, oriented_target, better).
// The tests below pin their exact numerical outputs.
#[test]
fn rbf_kernel_x_equals_y_is_signal_variance() {
let x = vec![0.5_f64, -1.0, 2.0];
let lengths = vec![1.0_f64; 3];
assert!((rbf_kernel(&x, &x, &lengths, 1.5) - 1.5).abs() < 1e-12);
// Different signal variance scales the result.
assert!((rbf_kernel(&x, &x, &lengths, 4.0) - 4.0).abs() < 1e-12);
}
#[test]
fn rbf_kernel_unit_distance_unit_length() {
// k = exp(-0.5 * (1)^2) = exp(-0.5) ≈ 0.6065
let got = rbf_kernel(&[0.0], &[1.0], &[1.0], 1.0);
let expected = (-0.5_f64).exp();
assert!((got - expected).abs() < 1e-12, "got {got}, expected {expected}");
}
#[test]
fn rbf_kernel_far_points_approach_zero() {
let got = rbf_kernel(&[0.0], &[100.0], &[1.0], 1.0);
assert!((0.0..1e-12).contains(&got), "got {got}");
}
#[test]
fn rbf_kernel_length_scale_widens_kernel() {
// Same distance, larger length scale → larger kernel value.
let small_l = rbf_kernel(&[0.0], &[1.0], &[1.0], 1.0);
let large_l = rbf_kernel(&[0.0], &[1.0], &[10.0], 1.0);
assert!(large_l > small_l, "small_l={small_l} large_l={large_l}");
}
#[test]
fn normal_pdf_at_zero_is_inverse_sqrt_2pi() {
let got = normal_pdf(0.0);
let expected = 1.0 / (2.0 * std::f64::consts::PI).sqrt();
assert!((got - expected).abs() < 1e-12);
}
#[test]
fn normal_pdf_symmetric_about_zero() {
for z in [0.5_f64, 1.0, 2.5] {
assert!((normal_pdf(z) - normal_pdf(-z)).abs() < 1e-12);
}
}
#[test]
fn normal_cdf_at_zero_is_one_half() {
assert!((normal_cdf(0.0) - 0.5).abs() < 1e-9);
}
#[test]
fn normal_cdf_sums_to_one_at_symmetric_points() {
for z in [0.5_f64, 1.0, 2.5] {
let s = normal_cdf(z) + normal_cdf(-z);
assert!((s - 1.0).abs() < 1e-9, "z={z} sum={s}");
}
}
#[test]
fn erf_zero_is_zero() {
// The Numerical-Recipes-style rational approximation has ~1e-7 accuracy.
assert!(erf(0.0).abs() < 1e-6);
}
#[test]
fn erf_odd_function() {
for x in [0.1_f64, 0.5, 1.0, 2.0] {
assert!((erf(x) + erf(-x)).abs() < 1e-9, "x={x}");
}
}
#[test]
fn expected_improvement_zero_sigma_is_zero() {
assert_eq!(expected_improvement(0.0, 0.0, 1.0), 0.0);
assert_eq!(expected_improvement(-5.0, 1e-13, 1.0), 0.0);
}
#[test]
fn expected_improvement_grows_with_sigma() {
// At μ = f_best, EI is proportional to σ.
let lo = expected_improvement(1.0, 0.1, 1.0);
let hi = expected_improvement(1.0, 1.0, 1.0);
assert!(hi > lo, "lo={lo} hi={hi}");
}
#[test]
fn expected_improvement_positive_when_mu_below_fbest() {
// μ < f_best means improvement is expected → EI > 0.
let ei = expected_improvement(0.5, 0.5, 1.0);
assert!(ei > 0.0, "ei = {ei}");
}
#[test]
fn oriented_target_flips_sign_under_maximize() {
let e = Evaluation::new(vec![3.0]);
assert!((oriented_target(&e, Direction::Minimize) - 3.0).abs() < 1e-12);
assert!((oriented_target(&e, Direction::Maximize) - (-3.0)).abs() < 1e-12);
}
#[test]
fn oriented_target_penalizes_infeasible() {
let mut e = Evaluation::new(vec![1.0]);
e.constraint_violation = 0.5;
// base 1.0 + 1e6 * 0.5 = 500001.0
let got = oriented_target(&e, Direction::Minimize);
assert!((got - 500_001.0).abs() < 1e-9);
}
#[test]
fn better_helper_feasibility_first() {
let mut a = Evaluation::new(vec![10.0]);
a.constraint_violation = 0.0;
let mut b = Evaluation::new(vec![1.0]);
b.constraint_violation = 1.0;
assert!(better(&a, &b, Direction::Minimize));
assert!(!better(&b, &a, Direction::Minimize));
}
#[test]
fn better_helper_two_feasible_under_min_and_max() {
let a = Evaluation::new(vec![1.0]);
let b = Evaluation::new(vec![2.0]);
assert!(better(&a, &b, Direction::Minimize));
assert!(!better(&b, &a, Direction::Minimize));
assert!(better(&b, &a, Direction::Maximize));
assert!(!better(&a, &b, Direction::Maximize));
}
}