Egor ask-and-tell interface (#116)

* Implement suggest in dedicated EgorService * Refactor Egor configuration * Create EgorConfig * Add configure method to Egor builders * Add an example of optimization as a service * Fix doc tests * Move random_seed setting in configuration * Fix poetry config * Rename n_iter in max_iters * Rename n_iter in max_iters in Python code * Make Egor.suggest available in Python * Adjust Python tests to new API * Refactoring * Add get_result for ask-and-tell interface * Add exmaple Egor as a service
relf · Nov 30, 2023 · 2227e1b · 2227e1b
1 parent a1384e1
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diff --git a/doc/Egor_Tutorial.ipynb b/doc/Egor_Tutorial.ipynb
diff --git a/doe/src/lhs.rs b/doe/src/lhs.rs
@@ -271,10 +271,10 @@ impl<F: Float, R: Rng + Clone> Lhs<F, R> {
         lhs.mapv(F::cast)
     }
 
-    fn _maximin_lhs(&self, ns: usize, centered: bool, n_iter: usize) -> Array2<F> {
+    fn _maximin_lhs(&self, ns: usize, centered: bool, max_iters: usize) -> Array2<F> {
         let mut max_dist = F::zero();
         let mut lhs = self._classic_lhs(ns);
-        for _ in 0..n_iter {
+        for _ in 0..max_iters {
             if centered {
                 lhs = self._centered_lhs(ns);
             } else {

diff --git a/ego/examples/ackley.rs b/ego/examples/ackley.rs
@@ -14,12 +14,15 @@ fn ackley(x: &ArrayView2<f64>) -> Array2<f64> {
 fn main() {
     let xlimits = array![[-32.768, 32.768], [-32.768, 32.768], [-32.768, 32.768]];
     let res = EgorBuilder::optimize(ackley)
+        .configure(|config| {
+            config
+                .regression_spec(RegressionSpec::CONSTANT)
+                .correlation_spec(CorrelationSpec::ABSOLUTEEXPONENTIAL)
+                .infill_strategy(InfillStrategy::WB2S)
+                .max_iters(200)
+                .target(5e-1)
+        })
         .min_within(&xlimits)
-        .regression_spec(RegressionSpec::CONSTANT)
-        .correlation_spec(CorrelationSpec::ABSOLUTEEXPONENTIAL)
-        .infill_strategy(InfillStrategy::WB2S)
-        .n_iter(200)
-        .target(5e-1)
         .run()
         .expect("Minimize failure");
     println!("Ackley minimum y = {} at x = {}", res.y_opt, res.x_opt);

diff --git a/ego/examples/g24.rs b/ego/examples/g24.rs
@@ -0,0 +1,50 @@
+use egobox_doe::{Lhs, SamplingMethod};
+use egobox_ego::EgorServiceBuilder;
+use ndarray::{array, concatenate, Array2, ArrayBase, ArrayView2, Axis, Data, Ix1, Zip};
+
+// Objective
+fn g24(x: &ArrayBase<impl Data<Elem = f64>, Ix1>) -> f64 {
+    // Function G24: 1 global optimum y_opt = -5.5080 at x_opt =(2.3295, 3.1785)
+    -x[0] - x[1]
+}
+
+// Constraints < 0
+fn g24_c1(x: &ArrayBase<impl Data<Elem = f64>, Ix1>) -> f64 {
+    -2.0 * x[0].powf(4.0) + 8.0 * x[0].powf(3.0) - 8.0 * x[0].powf(2.0) + x[1] - 2.0
+}
+
+fn g24_c2(x: &ArrayBase<impl Data<Elem = f64>, Ix1>) -> f64 {
+    -4.0 * x[0].powf(4.0) + 32.0 * x[0].powf(3.0) - 88.0 * x[0].powf(2.0) + 96.0 * x[0] + x[1]
+        - 36.0
+}
+
+fn f_g24(x: &ArrayView2<f64>) -> Array2<f64> {
+    let mut y = Array2::zeros((x.nrows(), 3));
+    Zip::from(y.rows_mut())
+        .and(x.rows())
+        .for_each(|mut yi, xi| {
+            yi.assign(&array![g24(&xi), g24_c1(&xi), g24_c2(&xi)]);
+        });
+    y
+}
+
+fn main() {
+    let xlimits = array![[0., 3.], [0., 4.]];
+    let mut doe = Lhs::new(&xlimits).sample(3);
+
+    // We use Egor optimizer as a service
+    let egor = EgorServiceBuilder::optimize()
+        .configure(|config| config.n_cstr(2).random_seed(42))
+        .min_within(&xlimits);
+
+    let mut y_doe = f_g24(&doe.view());
+    for _i in 0..10 {
+        // We tell function values and ask for next x location
+        let x_suggested = egor.suggest(&doe, &y_doe);
+
+        doe = concatenate![Axis(0), doe, x_suggested];
+        y_doe = f_g24(&doe.view());
+    }
+
+    println!("G24 optim x suggestion history = {doe:?}");
+}
diff --git a/ego/examples/mopta08.rs b/ego/examples/mopta08.rs
@@ -253,7 +253,7 @@ fn main() -> anyhow::Result<()> {
     let dim = args.dim;
     let outdir = args.outdir;
     let n_doe = 2 * dim;
-    let n_iter = 2 * dim;
+    let max_iters = 2 * dim;
     const N_CSTR: usize = 68;
     let cstr_tol = Array1::from_elem(N_CSTR, 1e-4);
     let kpls_dim = 3;
@@ -262,19 +262,22 @@ fn main() -> anyhow::Result<()> {
     xlimits.column_mut(1).assign(&Array1::ones(dim));
 
     let res = EgorBuilder::optimize(mopta_func(dim))
+        .configure(|config| {
+            config
+                .n_cstr(N_CSTR)
+                .cstr_tol(&cstr_tol)
+                .n_clusters(1)
+                .n_start(50)
+                .n_doe(n_doe)
+                .max_iters(max_iters)
+                .regression_spec(RegressionSpec::CONSTANT)
+                .correlation_spec(CorrelationSpec::SQUAREDEXPONENTIAL)
+                .infill_optimizer(InfillOptimizer::Slsqp)
+                .kpls_dim(kpls_dim)
+                .outdir(outdir)
+                .hot_start(true)
+        })
         .min_within(&xlimits)
-        .n_cstr(N_CSTR)
-        .cstr_tol(&cstr_tol)
-        .n_clusters(1)
-        .n_start(50)
-        .n_doe(n_doe)
-        .n_iter(n_iter)
-        .regression_spec(RegressionSpec::CONSTANT)
-        .correlation_spec(CorrelationSpec::SQUAREDEXPONENTIAL)
-        .infill_optimizer(InfillOptimizer::Slsqp)
-        .kpls_dim(kpls_dim)
-        .outdir(outdir)
-        .hot_start(true)
         .run()
         .expect("Minimize failure");
     println!(

diff --git a/ego/examples/rosenbrock.rs b/ego/examples/rosenbrock.rs
@@ -19,9 +19,8 @@ fn rosenbrock(x: &ArrayView2<f64>) -> Array2<f64> {
 fn main() {
     let xlimits = array![[-2., 2.], [-2., 2.]];
     let res = EgorBuilder::optimize(rosenbrock)
+        .configure(|config| config.max_iters(100).target(1e-2))
         .min_within(&xlimits)
-        .n_iter(100)
-        .target(1e-2)
         .run()
         .expect("Minimize failure");
     println!("Rosenbrock minimum y = {} at x = {}", res.y_opt, res.x_opt);