Files
heuropt/src/operators/real.rs
T
swaits 36a7dbb2ef feat(operators): add SimulatedBinaryCrossover (SBX)
Deb & Agrawal's standard real-valued crossover for NSGA-II. Takes two
parents, returns two children; per dimension, with
`per_variable_probability`, mixes the parents using a polynomial
spread parameter \\(\\beta\\) drawn from a distribution controlled by
`eta` (the distribution index — typical values 10–30, default 15).
Children are clamped to per-variable bounds.

Per-dim formula (Deb & Agrawal 1995):
- `u ~ U[0, 1)`
- `β = (2u)^(1/(η+1))` if `u ≤ 0.5` else `(1 / (2(1-u)))^(1/(η+1))`
- `c1 = 0.5·((1+β)·p1 + (1-β)·p2)`, `c2 = 0.5·((1-β)·p1 + (1+β)·p2)`

This is the simple compute-then-clamp form; the bounds-aware
β formulation from the full paper is left as a future refinement.

Tests cover: two children for two parents, output lengths preserved,
all variables clamped to bounds, and per_variable_probability=0
returns the parents unchanged.
2026-05-04 19:43:53 -06:00

350 lines
12 KiB
Rust
Raw Blame History

This file contains ambiguous Unicode characters
This file contains Unicode characters that might be confused with other characters. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.
//! Operators for real-valued (`Vec<f64>`) decisions.
use rand::Rng as _;
use rand_distr::{Distribution, Normal};
use crate::core::rng::Rng;
use crate::traits::{Initializer, Variation};
/// Uniformly initialize `Vec<f64>` decisions within per-variable bounds.
///
/// Bounds are inclusive `(lo, hi)` ranges per dimension. Panics if any bound
/// has `lo > hi` (spec §11.1).
#[derive(Debug, Clone)]
pub struct RealBounds {
/// Per-variable inclusive bounds in decision order.
pub bounds: Vec<(f64, f64)>,
}
impl RealBounds {
/// Create a `RealBounds` initializer.
///
/// # Panics
/// If any `(lo, hi)` has `lo > hi`.
pub fn new(bounds: Vec<(f64, f64)>) -> Self {
for (i, &(lo, hi)) in bounds.iter().enumerate() {
assert!(
lo <= hi,
"RealBounds bound at index {i} has lo > hi: ({lo}, {hi})",
);
}
Self { bounds }
}
}
impl Initializer<Vec<f64>> for RealBounds {
fn initialize(&mut self, size: usize, rng: &mut Rng) -> Vec<Vec<f64>> {
let mut out = Vec::with_capacity(size);
for _ in 0..size {
let mut decision = Vec::with_capacity(self.bounds.len());
for &(lo, hi) in &self.bounds {
let v = if lo == hi { lo } else { rng.random_range(lo..=hi) };
decision.push(v);
}
out.push(decision);
}
out
}
}
/// Add `Normal(0, sigma)` noise to every variable of the first parent.
///
/// Always returns exactly one child. Does not enforce bounds in v1 (spec §11.2).
#[derive(Debug, Clone)]
pub struct GaussianMutation {
/// Standard deviation of the Gaussian noise. Must be positive.
pub sigma: f64,
}
impl Variation<Vec<f64>> for GaussianMutation {
fn vary(&mut self, parents: &[Vec<f64>], rng: &mut Rng) -> Vec<Vec<f64>> {
assert!(self.sigma > 0.0, "GaussianMutation sigma must be positive");
assert!(
!parents.is_empty(),
"GaussianMutation requires at least one parent",
);
let normal =
Normal::new(0.0, self.sigma).expect("Normal distribution rejected sigma");
let mut child = parents[0].clone();
for x in child.iter_mut() {
*x += normal.sample(rng);
}
vec![child]
}
}
/// Simulated Binary Crossover (Deb & Agrawal 1995): the standard real-valued
/// crossover used by NSGA-II.
///
/// Takes two parents, produces two children. Per dimension, with probability
/// `per_variable_probability`, mixes the parents using a polynomial spread
/// `β` drawn from a distribution controlled by `eta` (distribution index;
/// typical values 1030, default 15: smaller `eta` → more spread, larger →
/// children stay closer to parents). Output is clamped to per-variable
/// bounds.
///
/// Panics on construction if any bound has `lo > hi`, or at run time if
/// `parents.len() < 2` or any parent length differs from `bounds.len()`.
#[derive(Debug, Clone)]
pub struct SimulatedBinaryCrossover {
/// Per-variable inclusive bounds. Length must match the parent decisions.
pub bounds: Vec<(f64, f64)>,
/// Distribution index `η_c`. Must be `>= 0.0`. Default 15.0.
pub eta: f64,
/// Probability of mixing each variable. Typical: 0.5 or 1.0.
pub per_variable_probability: f64,
}
impl SimulatedBinaryCrossover {
/// Construct a `SimulatedBinaryCrossover`.
///
/// # Panics
/// If any bound has `lo > hi`, `eta < 0.0`, or
/// `per_variable_probability` is outside `[0.0, 1.0]`.
pub fn new(bounds: Vec<(f64, f64)>, eta: f64, per_variable_probability: f64) -> Self {
for (i, &(lo, hi)) in bounds.iter().enumerate() {
assert!(
lo <= hi,
"SimulatedBinaryCrossover bound at index {i} has lo > hi: ({lo}, {hi})",
);
}
assert!(eta >= 0.0, "SimulatedBinaryCrossover eta must be >= 0.0");
assert!(
(0.0..=1.0).contains(&per_variable_probability),
"SimulatedBinaryCrossover per_variable_probability must be in [0.0, 1.0]",
);
Self { bounds, eta, per_variable_probability }
}
}
impl Variation<Vec<f64>> for SimulatedBinaryCrossover {
fn vary(&mut self, parents: &[Vec<f64>], rng: &mut Rng) -> Vec<Vec<f64>> {
assert!(
parents.len() >= 2,
"SimulatedBinaryCrossover requires at least two parents",
);
let p1 = &parents[0];
let p2 = &parents[1];
assert_eq!(
p1.len(),
self.bounds.len(),
"SimulatedBinaryCrossover parent length must match bounds length",
);
assert_eq!(
p2.len(),
self.bounds.len(),
"SimulatedBinaryCrossover parent length must match bounds length",
);
let mut c1 = p1.clone();
let mut c2 = p2.clone();
let exponent = 1.0 / (self.eta + 1.0);
for j in 0..self.bounds.len() {
if !rng.random_bool(self.per_variable_probability) {
continue;
}
let u: f64 = rng.random();
let beta = if u <= 0.5 {
(2.0 * u).powf(exponent)
} else {
(1.0 / (2.0 * (1.0 - u))).powf(exponent)
};
let (lo, hi) = self.bounds[j];
c1[j] = (0.5 * ((1.0 + beta) * p1[j] + (1.0 - beta) * p2[j])).clamp(lo, hi);
c2[j] = (0.5 * ((1.0 - beta) * p1[j] + (1.0 + beta) * p2[j])).clamp(lo, hi);
}
vec![c1, c2]
}
}
/// Bounded variant of [`GaussianMutation`]: add `Normal(0, sigma)` noise to
/// every variable of the first parent, then clamp each variable to its
/// per-dimension inclusive bound.
///
/// Always returns exactly one child. Use this when you want feasibility
/// maintained across generations without leaning on
/// clamp-inside-`Problem::evaluate`.
#[derive(Debug, Clone)]
pub struct BoundedGaussianMutation {
/// Standard deviation of the Gaussian noise. Must be positive.
pub sigma: f64,
/// Per-variable inclusive bounds. Length must match the parent decision.
pub bounds: Vec<(f64, f64)>,
}
impl BoundedGaussianMutation {
/// Construct a `BoundedGaussianMutation`.
///
/// # Panics
/// If `sigma <= 0.0` or any bound has `lo > hi`.
pub fn new(sigma: f64, bounds: Vec<(f64, f64)>) -> Self {
assert!(sigma > 0.0, "BoundedGaussianMutation sigma must be positive");
for (i, &(lo, hi)) in bounds.iter().enumerate() {
assert!(
lo <= hi,
"BoundedGaussianMutation bound at index {i} has lo > hi: ({lo}, {hi})",
);
}
Self { sigma, bounds }
}
}
impl Variation<Vec<f64>> for BoundedGaussianMutation {
fn vary(&mut self, parents: &[Vec<f64>], rng: &mut Rng) -> Vec<Vec<f64>> {
assert!(
!parents.is_empty(),
"BoundedGaussianMutation requires at least one parent",
);
assert_eq!(
parents[0].len(),
self.bounds.len(),
"BoundedGaussianMutation parent length must match bounds length",
);
let normal =
Normal::new(0.0, self.sigma).expect("Normal distribution rejected sigma");
let mut child = parents[0].clone();
for (x, &(lo, hi)) in child.iter_mut().zip(self.bounds.iter()) {
*x = (*x + normal.sample(rng)).clamp(lo, hi);
}
vec![child]
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::core::rng::rng_from_seed;
#[test]
fn real_bounds_returns_correct_shape_and_range() {
let mut init = RealBounds::new(vec![(-1.0, 1.0), (0.0, 10.0)]);
let mut rng = rng_from_seed(7);
let decisions = init.initialize(5, &mut rng);
assert_eq!(decisions.len(), 5);
for d in &decisions {
assert_eq!(d.len(), 2);
assert!(d[0] >= -1.0 && d[0] <= 1.0);
assert!(d[1] >= 0.0 && d[1] <= 10.0);
}
}
#[test]
fn real_bounds_equal_bounds_yield_constant() {
let mut init = RealBounds::new(vec![(2.5, 2.5)]);
let mut rng = rng_from_seed(1);
let d = init.initialize(3, &mut rng);
assert!(d.iter().all(|v| v == &vec![2.5]));
}
#[test]
#[should_panic(expected = "lo > hi")]
fn real_bounds_invalid_panics() {
RealBounds::new(vec![(1.0, 0.0)]);
}
#[test]
fn gaussian_mutation_returns_one_child_same_length() {
let mut m = GaussianMutation { sigma: 0.1 };
let mut rng = rng_from_seed(99);
let parents = vec![vec![0.0_f64, 1.0, 2.0]];
let children = m.vary(&parents, &mut rng);
assert_eq!(children.len(), 1);
assert_eq!(children[0].len(), 3);
}
#[test]
#[should_panic(expected = "sigma must be positive")]
fn gaussian_mutation_zero_sigma_panics() {
let mut m = GaussianMutation { sigma: 0.0 };
let mut rng = rng_from_seed(1);
m.vary(&[vec![0.0]], &mut rng);
}
#[test]
#[should_panic(expected = "at least one parent")]
fn gaussian_mutation_empty_parents_panics() {
let mut m = GaussianMutation { sigma: 0.1 };
let mut rng = rng_from_seed(1);
m.vary(&[] as &[Vec<f64>], &mut rng);
}
#[test]
fn bounded_gaussian_keeps_child_in_bounds() {
let mut m = BoundedGaussianMutation::new(5.0, vec![(-1.0, 1.0); 4]);
let mut rng = rng_from_seed(0);
let parent = vec![0.0_f64; 4];
// sigma=5 against bounds [-1, 1] guarantees clamping fires.
for _ in 0..100 {
let children = m.vary(std::slice::from_ref(&parent), &mut rng);
assert_eq!(children.len(), 1);
assert_eq!(children[0].len(), 4);
for &x in &children[0] {
assert!(x >= -1.0 && x <= 1.0, "out of bounds: {x}");
}
}
}
#[test]
#[should_panic(expected = "sigma must be positive")]
fn bounded_gaussian_zero_sigma_panics() {
let _ = BoundedGaussianMutation::new(0.0, vec![(0.0, 1.0)]);
}
#[test]
#[should_panic(expected = "lo > hi")]
fn bounded_gaussian_invalid_bounds_panics() {
let _ = BoundedGaussianMutation::new(0.1, vec![(1.0, 0.0)]);
}
#[test]
#[should_panic(expected = "must match bounds length")]
fn bounded_gaussian_mismatched_length_panics() {
let mut m = BoundedGaussianMutation::new(0.1, vec![(0.0, 1.0); 3]);
let mut rng = rng_from_seed(0);
m.vary(&[vec![0.0; 2]], &mut rng);
}
#[test]
fn sbx_returns_two_children_inside_bounds() {
let mut x = SimulatedBinaryCrossover::new(vec![(-1.0, 1.0); 4], 15.0, 1.0);
let mut rng = rng_from_seed(7);
let p1 = vec![-0.5, 0.0, 0.25, -0.75];
let p2 = vec![0.5, -0.25, -0.5, 0.75];
let parents = vec![p1, p2];
let children = x.vary(&parents, &mut rng);
assert_eq!(children.len(), 2);
for c in &children {
assert_eq!(c.len(), 4);
for &v in c {
assert!(v >= -1.0 && v <= 1.0);
}
}
}
#[test]
fn sbx_zero_per_variable_probability_returns_parents() {
let mut x = SimulatedBinaryCrossover::new(vec![(-10.0, 10.0); 3], 15.0, 0.0);
let mut rng = rng_from_seed(0);
let p1 = vec![1.0, 2.0, 3.0];
let p2 = vec![-1.0, -2.0, -3.0];
let parents = vec![p1.clone(), p2.clone()];
let children = x.vary(&parents, &mut rng);
assert_eq!(children[0], p1);
assert_eq!(children[1], p2);
}
#[test]
#[should_panic(expected = "at least two parents")]
fn sbx_one_parent_panics() {
let mut x = SimulatedBinaryCrossover::new(vec![(0.0, 1.0)], 15.0, 0.5);
let mut rng = rng_from_seed(0);
let _ = x.vary(&[vec![0.5]], &mut rng);
}
#[test]
#[should_panic(expected = "eta must be >= 0.0")]
fn sbx_negative_eta_panics() {
let _ = SimulatedBinaryCrossover::new(vec![(0.0, 1.0)], -1.0, 0.5);
}
}