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.
This commit is contained in:
2026-05-05 09:59:03 -06:00
parent 27f80fb2a3
commit bfc2875d62
5 changed files with 332 additions and 2 deletions
+2
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@@ -3,6 +3,7 @@
pub mod candidate;
pub mod evaluation;
pub mod objective;
pub mod partial_problem;
pub mod population;
pub mod problem;
pub mod result;
@@ -11,6 +12,7 @@ pub mod rng;
pub use candidate::*;
pub use evaluation::*;
pub use objective::*;
pub use partial_problem::*;
pub use population::*;
pub use problem::*;
pub use result::*;
+39
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@@ -0,0 +1,39 @@
//! Trait for multi-fidelity optimization problems.
use crate::core::evaluation::Evaluation;
use crate::core::objective::ObjectiveSpace;
/// A problem whose evaluation cost can be controlled by a fidelity
/// "budget" parameter — for example, an ML training run that gets
/// trained for `budget` epochs, a CFD simulation that runs for `budget`
/// timesteps, or a Monte Carlo evaluation that draws `budget` samples.
///
/// Multi-fidelity optimizers (Hyperband, Successive Halving, BOHB) use
/// this trait to evaluate cheap low-budget previews of many
/// configurations, then "promote" the survivors to higher budgets.
///
/// `PartialProblem` is intentionally NOT a sub-trait of [`Problem`]
/// because the evaluation contract is different: `Problem::evaluate`
/// is single-shot, while `evaluate_at_budget` is parameterized by
/// fidelity. Implementors who already have a `Problem` and want their
/// `evaluate_at_budget` to ignore the budget can write a one-line
/// wrapper that just calls `Problem::evaluate`.
///
/// [`Problem`]: crate::core::Problem
pub trait PartialProblem {
/// The thing the optimizer changes. Same constraints as
/// [`Problem::Decision`](crate::core::Problem::Decision).
type Decision: Clone;
/// Return the objectives for this problem.
fn objectives(&self) -> ObjectiveSpace;
/// Evaluate `decision` at the given fidelity `budget`.
///
/// Higher `budget` should give a more accurate (and more expensive)
/// estimate of the same underlying objective. Hyperband requires
/// monotonicity: a higher-budget evaluation should not be worse
/// than a lower-budget evaluation by chance — though some noise is
/// fine and expected.
fn evaluate_at_budget(&self, decision: &Self::Decision, budget: f64) -> Evaluation;
}