feat(traits,algorithms): add PartialProblem trait and Hyperband
Multi-fidelity optimization. Hyperband (Li et al. 2017) and its
foundation Successive Halving (Karnin et al. 2013) tune
hyperparameters by allocating *uneven* compute across configurations:
sample many cheap-to-evaluate-at-low-budget configs, then promote
the survivors to higher budgets. Crucial for ML hyperparameter
tuning where each evaluation is a partial training run.
This requires a new trait — `Problem::evaluate` is a single-shot
black box, but Hyperband needs to evaluate the SAME decision at
different fidelity budgets:
pub trait PartialProblem {
type Decision: Clone;
fn objectives(&self) -> ObjectiveSpace;
fn evaluate_at_budget(&self, decision: &Self::Decision,
budget: f64) -> Evaluation;
}
`PartialProblem` is intentionally NOT a sub-trait of `Problem`.
Implementors who already have a `Problem` and want their
`evaluate_at_budget` to ignore budget can write a one-line wrapper.
`Hyperband` is the optimizer:
pub struct HyperbandConfig {
max_budget: f64, eta: f64, max_brackets: usize, seed: u64,
}
pub struct Hyperband<I> { config, initializer, ... }
Single-objective only. The decision sampler is an `Initializer<D>` so
it works the same way as every other heuropt algorithm. Generic over
decision type.
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@@ -10,6 +10,7 @@ pub mod genetic_algorithm;
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pub mod grea;
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pub mod hill_climber;
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pub mod hype;
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pub mod hyperband;
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pub mod ibea;
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pub mod ipop_cma_es;
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pub mod knea;
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@@ -44,6 +45,7 @@ pub use genetic_algorithm::*;
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pub use grea::*;
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pub use hill_climber::*;
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pub use hype::*;
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pub use hyperband::*;
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pub use ibea::*;
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pub use ipop_cma_es::*;
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pub use knea::*;
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