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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@@ -3,6 +3,7 @@
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pub mod candidate;
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pub mod evaluation;
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pub mod objective;
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pub mod partial_problem;
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pub mod population;
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pub mod problem;
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pub mod result;
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@@ -11,6 +12,7 @@ pub mod rng;
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pub use candidate::*;
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pub use evaluation::*;
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pub use objective::*;
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pub use partial_problem::*;
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pub use population::*;
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pub use problem::*;
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pub use result::*;
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