Commit Graph
7 Commits
Author SHA1 Message Date
swaits c5b003a9c9 test(tlbo,umda,simulated_annealing,tabu_search,tpe,snes,rvea,spea2): pin comparison and geometry helpers
Phase 1 tests for eight more algorithms — the feasibility-first
comparison helpers (better / better_than / compare_so / worse_than),
plus algorithm-specific pure functions:
- tlbo: best_index min/max/tie.
- tpe: oriented_target sign-flip + penalty; split_good_bad partition
  and clamp-to-at-least-one-each.
- snes: nes_utilities sum-to-zero + descending + positive-best.
- rvea: unit_normalize (3-4-5 → 0.6/0.8), zero-vector passthrough;
  closest_reference smallest-angle; smallest_neighbor_angle = π/2 for
  orthogonal refs.
- spea2: euclidean distance basics; binary_tournament prefers lower
  fitness.
2026-05-13 22:58:17 -06:00
swaits 6371d82f40 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.
2026-05-06 22:45:59 -06:00
swaits 729842c260 feat(explorer): JSON export module + supporting metadata + example
Adds a tiny additive surface that turns any OptimizationResult into
a self-describing JSON file the heuropt-explorer webapp can load.
Real Pareto fronts have 50–200+ candidates spanning 2–7+ objectives;
reading them as numbers in a terminal scales badly. This commit
ships the heuropt-side of the explorer — the schema and the export
API. The webapp itself lives in a separate repo on its own cadence.

Three trait/type extensions, all with working defaults so existing
impls compile untouched:

- Objective gains optional `label: Option<String>` and
  `unit: Option<String>` fields, plus fluent builders
  `.with_label("Price").with_unit(\"\$k\")`. Existing
  `Objective::minimize(name)` / `Objective::maximize(name)` are
  unchanged. Both fields are #[serde(default,
  skip_serializing_if = \"Option::is_none\")] so existing JSON
  round-trips cleanly.
- Problem trait gains an optional
  `fn decision_schema(&self) -> Vec<DecisionVariable>` with default
  empty impl. Override it to provide pretty names / labels / units /
  bounds for the explorer; the default produces fallback x[0],
  x[1], … names. New DecisionVariable type at
  `heuropt::core::DecisionVariable` with builder methods.
- New `heuropt::traits::AlgorithmInfo` trait with `name()`
  (required) and `seed()` (default None). Every built-in algorithm
  — all 33 — implements it. Separate from Optimizer<P> so
  multi-fidelity Hyperband (which uses PartialProblem) implements
  it uniformly.

The new explorer module:

- `heuropt::explorer::ExplorerExport` envelope with versioned
  schema (SCHEMA_VERSION = 1).
- ExplorerCandidate per row, with front_rank from
  non_dominated_sort attached at export time so downstream tools
  don't re-derive it.
- ToDecisionValues adapter trait with provided impls for Vec<f64>,
  Vec<bool>, Vec<usize>, Vec<i64>; custom decision types implement
  one method.
- Free functions to_json / to_writer / to_file plus a builder API
  (with_algorithm_info, with_problem_name, with_wall_clock,
  with_timestamp).
- Gated on the existing `serde` feature, which now also pulls in
  `serde_json` as a dep.

The example:

- `examples/pick_a_car.rs` — promotes the README's PickACar to a
  real example, fully enriched with Objective labels/units and a
  decision_schema. Runs NSGA-III for 200 generations, prints a
  sample slice, writes pick_a_car.json. Gated on `serde`.

10 new explorer unit tests cover round-trip serde, fallback
decision-variable names, enriched export, AlgorithmInfo flow,
front-rank correctness, and the ToDecisionValues impls. Lib test
count went from 229 to 242.
2026-05-06 12:48:01 -06:00
swaits cbfedd85fa feat(async): add run_async to every algorithm in the catalog
Async coverage was incomplete in 0.7 (only RandomSearch and
DifferentialEvolution had run_async). 0.8 closes the gap: every one
of the 33 algorithms now exposes
run_async(&problem, concurrency).await, gated on the async feature.

- Population-based algorithms fan out per-generation evaluations
  through evaluate_batch_async with concurrency-bounded
  FuturesOrdered chunks.
- Steady-state algorithms (HillClimber, SimulatedAnnealing,
  OnePlusOneEs, Paes, NelderMead) await each step sequentially;
  they accept the concurrency parameter for API uniformity.
- TabuSearch fans out the K-neighbor batch each step.
- Surrogate algorithms (BayesianOpt, Tpe) batch the initial design
  and await per-iteration acquisitions sequentially so the surrogate
  can update between picks.
- Hyperband uses a new AsyncPartialProblem trait (mirroring
  PartialProblem for multi-fidelity workloads) and a parallel
  evaluate_batch_at_budget_async helper; each Successive-Halving
  rung fans out its budgeted evaluations.

All paths preserve seeded determinism: RNG draws happen on the main
task in the same order as the sync path, and only the evaluations
are concurrent.

Adds a dedicated cookbook recipe at docs/book/src/cookbook/async.md
with a worked example (DifferentialEvolution under tokio) and
guidance on picking concurrency. Cross-references in SUMMARY.md
and cookbook.md are updated to surface the new recipe.

The follow-up docs commit reconciles the rest of the user guide
and README to describe the new feature; this commit is the bare
async surface.
2026-05-06 11:51:13 -06:00
swaits fa3f2e8fb0 feat: v0.5.0 — comprehensive documentation release
Theme: documentation and project polish. No public-API changes; this
is the v0.5 release that elevates heuropt's docs/onboarding/governance
to bar-setting status.

Adds:
- mdbook user guide at docs/book/ with intro, getting-started,
  defining-problems, choosing-an-algorithm, cookbook (7 recipes),
  comparison vs other libraries, stability/SemVer, migration guides.
  Deploys to https://swaits.github.io/heuropt/ via .github/workflows/
  docs.yml.
- Runnable rustdoc examples on every algorithm (35 of them), all
  exercised by cargo test --doc.
- Three real-world examples: portfolio.rs (multi-obj with budget
  constraint), hyperparam_tuning.rs (BO + TPE), scheduling.rs
  (permutation via SA + SwapMutation against Smith's-rule oracle).
- Governance: CONTRIBUTING.md, SECURITY.md, CODE_OF_CONDUCT.md
  (adopting builderscode.org's Builder's Code of Conduct), GitHub
  issue templates, PR template.

Polishes:
- README hero with badges + user-guide link.
- lib.rs crate-level docs.
- CHANGELOG entry for 0.5.0.

Bumps Cargo.toml to 0.5.0.
2026-05-05 14:33:12 -06:00
swaits 4a59041d1a style: apply rustfmt drift across the crate 2026-05-05 11:40:14 -06:00
swaits 358e441b36 feat(algorithms): add Tpe (Tree-structured Parzen Estimator)
Bergstra et al. 2011: sample-efficient sequential optimizer that's the
workhorse of Hyperopt and Optuna. Different surrogate from BO's
Gaussian process — TPE models p(x | y < y*) with one KDE and
p(x | y >= y*) with another, then samples candidates from the 'good'
KDE and ranks by the ratio l(x) / g(x). The acquisition is implicit
in the ratio (a closed-form analog of Expected Improvement).

Implementation:
- 1-D Gaussian KDE per axis, with bandwidth chosen by Scott's rule
- Per-step:
  - Evaluate observations into 'good' (top γ fraction by target) and
    'bad'
  - Sample n_candidates from the good distribution (independent per
    axis) and pick the one with the largest l(x)/g(x)
  - Evaluate it, append to history

Vec<f64> only, single-objective only. Compared with BayesianOpt:
- Cheaper per-step (no GP factorization)
- Doesn't need kernel hyperparameter tuning to work well
- Naturally extends to mixed/categorical decision types (future work)
- Generally less sample-efficient than well-tuned BO on smooth
  continuous problems, but more robust out of the box

Tests cover convergence on 1-D Sphere within a tight budget,
deterministic reruns, panic on multi-objective.
2026-05-05 09:55:01 -06:00