Prepare 0.14 (#120)

relf · web-flow · commit 5e3e94dbe21e · 2023-12-13T11:19:04.000+01:00
* Bump 0.14

* Update readme and changelog

* Update changelog

* Add to_discrete|continuous_space aliases

* Better names in mixint
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -1,9 +1,20 @@
 Changes
 -------
 
-Version 0.14.0 - unreleased
+Version 0.15.0 - unreleased
 ===========================
 
+Version 0.14.0 - 13/12/2023
+===========================
+
+* `ego`: Fix ask-and-tell interface `suggest()` method in presence of discrete variable to work
+in discrete not in continuous space
+A few API breaking changes:
+* `EgorConfig::xtypes` not an option anymore
+* `EgorSolver::new_with_xtypes()` renamed `new` as `new` with xlimits is removed, use `to_xtypes` to convert `xlimits`
+* `EgorConfig::no_discrete` attribute removed, use `EgorConfig::discrete()` method
+* `SurrogateBuilder::new_with_xtypes_rng` renamed `new_with_xtypes` 
+
 Version 0.13.0 - 30/11/2023
 ===========================
 
diff --git a/Cargo.toml b/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "egobox"
-version = "0.13.0"
+version = "0.14.0"
 authors = ["Rémi Lafage <remi.lafage@onera.fr>"]
 edition = "2021"
 description = "A toolbox for efficient global optimization"
@@ -31,10 +31,10 @@ persistent-ego = ["egobox-ego/persistent"]
 blas = ["ndarray/blas", "egobox-gp/blas", "egobox-moe/blas", "egobox-ego/blas"]
 
 [dependencies]
-egobox-doe = { version = "0.13.0", path = "./doe" }
-egobox-gp = { version = "0.13.0", path = "./gp" }
-egobox-moe = { version = "0.13.0", path = "./moe", features = ["persistent"] }
-egobox-ego = { version = "0.13.0", path = "./ego", features = ["persistent"] }
+egobox-doe = { version = "0.14.0", path = "./doe" }
+egobox-gp = { version = "0.14.0", path = "./gp" }
+egobox-moe = { version = "0.14.0", path = "./moe", features = ["persistent"] }
+egobox-ego = { version = "0.14.0", path = "./ego", features = ["persistent"] }
 
 linfa = { version = "0.7", default-features = false }
 
diff --git a/README.md b/README.md
@@ -40,10 +40,10 @@ Depending on the sub-packages you want to use, you have to add following declara
 
 ```text
 [dependencies]
-egobox-doe = { version = "0.11.0" }
-egobox-gp  = { version = "0.11.0" }
-egobox-moe = { version = "0.11.0" }
-egobox-ego = { version = "0.11.0" }
+egobox-doe = { version = "0.14.0" }
+egobox-gp  = { version = "0.14.0" }
+egobox-moe = { version = "0.14.0" }
+egobox-ego = { version = "0.14.0" }
 ```
 
 ### Features
@@ -86,7 +86,7 @@ Otherwise, you can choose an external BLAS/LAPACK backend available through the
 Thus, for instance, to use `gp` with the Intel MKL BLAS/LAPACK backend, you could specify in your `Cargo.toml` the following features:
 ```text
 [dependencies]
-egobox-gp = { version = "0.11.0", features = ["blas", "linfa/intel-mkl-static"] }
+egobox-gp = { version = "0.14.0", features = ["blas", "linfa/intel-mkl-static"] }
 ```
 or you could run the `gp` example as follows:
 ``` bash
diff --git a/doe/Cargo.toml b/doe/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "egobox-doe"
-version = "0.13.0"
+version = "0.14.0"
 authors = ["Rémi Lafage <remi.lafage@onera.fr>"]
 edition = "2021"
 description = "A library for design of experiments"
diff --git a/ego/Cargo.toml b/ego/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "egobox-ego"
-version = "0.13.0"
+version = "0.14.0"
 authors = ["Rémi Lafage <remi.lafage@onera.fr>"]
 edition = "2021"
 description = "A library for efficient global optimization"
@@ -16,11 +16,11 @@ persistent = ["serde_json"]
 blas = ["ndarray-linalg", "linfa/ndarray-linalg", "linfa-pls/blas"]
 
 [dependencies]
-egobox-doe = { version = "0.13.0", path = "../doe", features = [
+egobox-doe = { version = "0.14.0", path = "../doe", features = [
     "serializable",
 ] }
-egobox-gp = { version = "0.13.0", path = "../gp", features = ["serializable"] }
-egobox-moe = { version = "0.13.0", path = "../moe", features = [
+egobox-gp = { version = "0.14.0", path = "../gp", features = ["serializable"] }
+egobox-moe = { version = "0.14.0", path = "../moe", features = [
     "serializable",
 ] }
 
diff --git a/ego/src/criteria/ei.rs b/ego/src/criteria/ei.rs
@@ -91,4 +91,5 @@ impl InfillCriterion for ExpectedImprovement {
     }
 }
 
+/// Expected Improvement infill criterion
 pub const EI: ExpectedImprovement = ExpectedImprovement {};
diff --git a/ego/src/criteria/wb2.rs b/ego/src/criteria/wb2.rs
@@ -56,7 +56,7 @@ impl InfillCriterion for WB2Criterion {
 }
 
 /// Computes the scaling factor used to scale WB2 infill criteria.
-pub fn compute_wb2s_scale(
+pub(crate) fn compute_wb2s_scale(
     x: &ArrayView2<f64>,
     obj_model: &dyn ClusteredSurrogate,
     f_min: f64,
@@ -78,7 +78,9 @@ pub fn compute_wb2s_scale(
     }
 }
 
+/// WB2 infill criterion
 pub const WB2: WB2Criterion = WB2Criterion(Some(1.0));
+/// WB2 scaled infill criterion
 pub const WB2S: WB2Criterion = WB2Criterion(None);
 
 #[cfg(test)]
diff --git a/ego/src/egor.rs b/ego/src/egor.rs
@@ -212,8 +212,7 @@ impl<O: GroupFunc, SB: SurrogateBuilder> Egor<O, SB> {
                 y_hist: y_data,
             }
         } else {
-            let x_data = cast_to_discrete_values(&xtypes, &x_data);
-            let x_data = fold_with_enum_index(&xtypes, &x_data.view());
+            let x_data = to_discrete_space(&xtypes, &x_data.view());
             info!("History: \n{}", concatenate![Axis(1), x_data, y_data]);
 
             let x_opt = result
@@ -222,8 +221,7 @@ impl<O: GroupFunc, SB: SurrogateBuilder> Egor<O, SB> {
                 .unwrap()
                 .to_owned()
                 .insert_axis(Axis(0));
-            let x_opt = cast_to_discrete_values(&xtypes, &x_opt);
-            let x_opt = fold_with_enum_index(&xtypes, &x_opt.view());
+            let x_opt = to_discrete_space(&xtypes, &x_opt.view());
             OptimResult {
                 x_opt: x_opt.row(0).to_owned(),
                 y_opt: result.state.get_full_best_cost().unwrap().to_owned(),
diff --git a/ego/src/egor_service.rs b/ego/src/egor_service.rs
@@ -131,10 +131,9 @@ impl<SB: SurrogateBuilder> EgorService<SB> {
         y_data: &ArrayBase<impl Data<Elem = f64>, Ix2>,
     ) -> Array2<f64> {
         let xtypes = &self.solver.config.xtypes;
-        let x_data = unfold_with_enum_mask(xtypes, x_data);
+        let x_data = to_continuous_space(xtypes, x_data);
         let x = self.solver.suggest(&x_data, y_data);
-        let x = cast_to_discrete_values(xtypes, &x);
-        fold_with_enum_index(xtypes, &x).to_owned()
+        to_discrete_space(xtypes, &x).to_owned()
     }
 }
 
diff --git a/ego/src/egor_solver.rs b/ego/src/egor_solver.rs
@@ -230,7 +230,7 @@ impl<SB: SurrogateBuilder> EgorSolver<SB> {
         let xtypes = config.xtypes.clone();
         EgorSolver {
             config,
-            xlimits: unfold_xtypes_as_continuous_limits(&xtypes),
+            xlimits: as_continuous_limits(&xtypes),
             surrogate_builder: SB::new_with_xtypes(&xtypes),
             rng,
         }
@@ -312,7 +312,7 @@ where
         let doe = hstart_doe.as_ref().or(self.config.doe.as_ref());
 
         let (y_data, x_data) = if let Some(doe) = doe {
-            let doe = unfold_with_enum_mask(&self.config.xtypes, doe);
+            let doe = to_continuous_space(&self.config.xtypes, doe);
 
             if doe.ncols() == self.xlimits.nrows() {
                 // only x are specified
@@ -970,10 +970,9 @@ where
         x: &Array2<f64>,
     ) -> Array2<f64> {
         let params = if self.config.discrete() {
-            // When xtypes is specified, we have to cast x to folded space
-            // as EgorSolver works internally in the continuous space
-            let xcast = cast_to_discrete_values(&self.config.xtypes, x);
-            fold_with_enum_index(&self.config.xtypes, &xcast.view())
+            // We have to cast x to folded space as EgorSolver
+            // works internally in the continuous space
+            to_discrete_space(&self.config.xtypes, x)
         } else {
             x.to_owned()
         };
diff --git a/ego/src/egor_state.rs b/ego/src/egor_state.rs
@@ -13,7 +13,7 @@ use std::{collections::HashMap, iter::zip};
 /// Max number of retry when adding a new point. Point addition may fail
 /// if new point is too close to a previous point in the growing doe used
 /// to train surrogate models modeling objective and constraints functions.
-pub const MAX_POINT_ADDITION_RETRY: i32 = 3;
+pub(crate) const MAX_POINT_ADDITION_RETRY: i32 = 3;
 
 /// Find best (eg minimal) cost value (y_data\[0\]) with valid constraints (y_data\[1..\] < cstr_tol).
 /// y_data containing ns samples [objective, cstr_1, ... cstr_nc] is given as a matrix (ns, nc + 1)  
diff --git a/ego/src/mixint.rs b/ego/src/mixint.rs
@@ -30,7 +30,7 @@ use std::marker::PhantomData;
 ///
 /// Each level of an enumerate gives a new continuous dimension in [0, 1].
 /// Each integer dimensions are relaxed continuously.
-pub fn unfold_xtypes_as_continuous_limits<F: Float>(xtypes: &[XType]) -> Array2<F> {
+pub fn as_continuous_limits<F: Float>(xtypes: &[XType]) -> Array2<F> {
     let mut xlimits: Vec<F> = vec![];
     let mut dim = 0;
     xtypes.iter().for_each(|xtype| match xtype {
@@ -69,7 +69,7 @@ pub fn unfold_xtypes_as_continuous_limits<F: Float>(xtypes: &[XType]) -> Array2<
 /// the input x may contain the mask [..., 0, 0, 1, ...] which will be contracted in [..., 2, ...]
 /// meaning the "green" value.
 /// This function is the opposite of unfold_with_enum_mask().
-pub fn fold_with_enum_index<F: Float>(
+pub(crate) fn fold_with_enum_index<F: Float>(
     xtypes: &[XType],
     x: &ArrayBase<impl Data<Elem = F>, Ix2>,
 ) -> Array2<F> {
@@ -91,7 +91,7 @@ pub fn fold_with_enum_index<F: Float>(
 }
 
 /// Compute dimension when all variables are continuously relaxed
-fn compute_unfolded_dimension(xtypes: &[XType]) -> usize {
+fn compute_continuous_dim(xtypes: &[XType]) -> usize {
     xtypes
         .iter()
         .map(|s| match s {
@@ -108,11 +108,11 @@ fn compute_unfolded_dimension(xtypes: &[XType]) -> usize {
 /// For instance, if an input dimension is typed ["blue", "red", "green"] a sample/row of
 /// the input x may contain [..., 2, ...] which will be expanded in [..., 0, 0, 1, ...].
 /// This function is the opposite of fold_with_enum_index().
-pub fn unfold_with_enum_mask(
+pub(crate) fn unfold_with_enum_mask(
     xtypes: &[XType],
     x: &ArrayBase<impl Data<Elem = f64>, Ix2>,
 ) -> Array2<f64> {
-    let mut xunfold = Array::zeros((x.nrows(), compute_unfolded_dimension(xtypes)));
+    let mut xunfold = Array::zeros((x.nrows(), compute_continuous_dim(xtypes)));
     let mut unfold_index = 0;
     xtypes.iter().enumerate().for_each(|(i, s)| match s {
         XType::Cont(_, _) | XType::Int(_, _) | XType::Ord(_) => {
@@ -138,6 +138,15 @@ pub fn unfold_with_enum_mask(
     xunfold
 }
 
+/// Continuous relaxation of x given possibly discrete types
+/// Alias of `unfold_with_enum_mask`
+pub fn to_continuous_space(
+    xtypes: &[XType],
+    x: &ArrayBase<impl Data<Elem = f64>, Ix2>,
+) -> Array2<f64> {
+    unfold_with_enum_mask(xtypes, x)
+}
+
 /// Find closest value to `val` in given slice `v`.
 fn take_closest<F: Float>(v: &[F], val: F) -> F {
     let idx = Array::from_vec(v.to_vec())
@@ -193,7 +202,7 @@ fn cast_to_discrete_values_mut<F: Float>(
 /// For instance, if an input dimension is typed ["blue", "red", "green"] in xlimits a sample/row of
 /// the input x may contain the values (or mask) [..., 0, 0, 1, ...] to specify "green" for
 /// this original dimension.
-pub fn cast_to_discrete_values(
+pub(crate) fn cast_to_discrete_values(
     xtypes: &[XType],
     x: &ArrayBase<impl Data<Elem = f64>, Ix2>,
 ) -> Array2<f64> {
@@ -202,6 +211,15 @@ pub fn cast_to_discrete_values(
     xcast
 }
 
+/// Convenient method to pass from continuous unfolded space to discrete folded space
+pub fn to_discrete_space(
+    xtypes: &[XType],
+    x: &ArrayBase<impl Data<Elem = f64>, Ix2>,
+) -> Array2<f64> {
+    let x = cast_to_discrete_values(xtypes, x);
+    fold_with_enum_index(xtypes, &x)
+}
+
 enum Method {
     Lhs,
     FullFactorial,
@@ -641,21 +659,18 @@ impl MixintContext {
 
     /// Compute input dim once unfolded due to continupous relaxation
     pub fn get_unfolded_dim(&self) -> usize {
-        compute_unfolded_dimension(&self.xtypes)
+        compute_continuous_dim(&self.xtypes)
     }
 
     /// Create a mixed integer LHS
     pub fn create_lhs_sampling<F: Float>(
         &self,
         seed: Option<u64>,
     ) -> MixintSampling<F, Lhs<F, Xoshiro256Plus>> {
-        let lhs = seed.map_or(
-            Lhs::new(&unfold_xtypes_as_continuous_limits(&self.xtypes)),
-            |seed| {
-                let rng = Xoshiro256Plus::seed_from_u64(seed);
-                Lhs::new(&unfold_xtypes_as_continuous_limits(&self.xtypes)).with_rng(rng)
-            },
-        );
+        let lhs = seed.map_or(Lhs::new(&as_continuous_limits(&self.xtypes)), |seed| {
+            let rng = Xoshiro256Plus::seed_from_u64(seed);
+            Lhs::new(&as_continuous_limits(&self.xtypes)).with_rng(rng)
+        });
         MixintSampling {
             method: lhs,
             xtypes: self.xtypes.clone(),
@@ -667,7 +682,7 @@ impl MixintContext {
     /// Create a mixed integer full factorial
     pub fn create_ffact_sampling<F: Float>(&self) -> MixintSampling<F, FullFactorial<F>> {
         MixintSampling {
-            method: FullFactorial::new(&unfold_xtypes_as_continuous_limits(&self.xtypes)),
+            method: FullFactorial::new(&as_continuous_limits(&self.xtypes)),
             xtypes: self.xtypes.clone(),
             output_in_folded_space: self.work_in_folded_space,
             phantom: PhantomData,
@@ -679,13 +694,10 @@ impl MixintContext {
         &self,
         seed: Option<u64>,
     ) -> MixintSampling<F, Random<F, Xoshiro256Plus>> {
-        let rand = seed.map_or(
-            Random::new(&unfold_xtypes_as_continuous_limits(&self.xtypes)),
-            |seed| {
-                let rng = Xoshiro256Plus::seed_from_u64(seed);
-                Random::new(&unfold_xtypes_as_continuous_limits(&self.xtypes)).with_rng(rng)
-            },
-        );
+        let rand = seed.map_or(Random::new(&as_continuous_limits(&self.xtypes)), |seed| {
+            let rng = Xoshiro256Plus::seed_from_u64(seed);
+            Random::new(&as_continuous_limits(&self.xtypes)).with_rng(rng)
+        });
         MixintSampling {
             method: rand,
             xtypes: self.xtypes.clone(),
diff --git a/gp/Cargo.toml b/gp/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "egobox-gp"
-version = "0.13.0"
+version = "0.14.0"
 authors = ["Rémi Lafage <remi.lafage@onera.fr>"]
 edition = "2021"
 description = "A library for gaussian process modeling"
@@ -17,7 +17,7 @@ serializable = ["serde", "linfa/serde"]
 blas = ["ndarray-linalg", "linfa/ndarray-linalg", "linfa-pls/blas"]
 
 [dependencies]
-egobox-doe = { version = "0.13.0", path = "../doe" }
+egobox-doe = { version = "0.14.0", path = "../doe" }
 
 linfa = { version = "0.7", default-features = false }
 linfa-pls = { version = "0.7", default-features = false }
diff --git a/moe/Cargo.toml b/moe/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "egobox-moe"
-version = "0.13.0"
+version = "0.14.0"
 authors = ["Rémi Lafage <remi.lafage@onera.fr>"]
 edition = "2021"
 description = "A library for mixture of expert gaussian processes"
@@ -29,8 +29,8 @@ serializable = [
 blas = ["ndarray-linalg", "linfa/ndarray-linalg", "linfa-pls/blas"]
 
 [dependencies]
-egobox-doe = { version = "0.13.0", path = "../doe" }
-egobox-gp = { version = "0.13.0", path = "../gp" }
+egobox-doe = { version = "0.14.0", path = "../doe" }
+egobox-gp = { version = "0.14.0", path = "../gp" }
 
 linfa = { version = "0.7", default-features = false }
 linfa-clustering = { version = "0.7", default-features = false }
diff --git a/pyproject.toml b/pyproject.toml
@@ -24,7 +24,7 @@ python-source = "python"
 
 [tool.poetry]
 name = "egobox"
-version = "0.13.0"
+version = "0.14.0"
 description = "Python binding for egobox EGO optimizer written in Rust"
 authors = ["Rémi Lafage <remi.lafage@onera.fr>"]
 packages = [{ include = "egobox", from = "python" }]

Original file line number	Diff line number	Diff line change
`@@ -91,4 +91,5 @@ impl InfillCriterion for ExpectedImprovement {`
`91`	`91`	`}`
`92`	`92`	`}`
`93`	`93`
	`94`	`+/// Expected Improvement infill criterion`
`94`	`95`	`pub const EI: ExpectedImprovement = ExpectedImprovement {};`
Original file line number	Diff line number	Diff line change
`@@ -56,7 +56,7 @@ impl InfillCriterion for WB2Criterion {`
`56`	`56`	`}`
`57`	`57`
`58`	`58`	`/// Computes the scaling factor used to scale WB2 infill criteria.`
`59`		`-pub fn compute_wb2s_scale(`
	`59`	`+pub(crate) fn compute_wb2s_scale(`
`60`	`60`	`x: &ArrayView2<f64>,`
`61`	`61`	`obj_model: &dyn ClusteredSurrogate,`
`62`	`62`	`f_min: f64,`
`@@ -78,7 +78,9 @@ pub fn compute_wb2s_scale(`
`78`	`78`	`}`
`79`	`79`	`}`
`80`	`80`
	`81`	`+/// WB2 infill criterion`
`81`	`82`	`pub const WB2: WB2Criterion = WB2Criterion(Some(1.0));`
	`83`	`+/// WB2 scaled infill criterion`
`82`	`84`	`pub const WB2S: WB2Criterion = WB2Criterion(None);`
`83`	`85`
`84`	`86`	`#[cfg(test)]`
Original file line number	Diff line number	Diff line change
`@@ -131,10 +131,9 @@ impl<SB: SurrogateBuilder> EgorService<SB> {`
`131`	`131`	`y_data: &ArrayBase<impl Data<Elem = f64>, Ix2>,`
`132`	`132`	`) -> Array2<f64> {`
`133`	`133`	`let xtypes = &self.solver.config.xtypes;`
`134`		`- let x_data = unfold_with_enum_mask(xtypes, x_data);`
	`134`	`+ let x_data = to_continuous_space(xtypes, x_data);`
`135`	`135`	`let x = self.solver.suggest(&x_data, y_data);`
`136`		`- let x = cast_to_discrete_values(xtypes, &x);`
`137`		`- fold_with_enum_index(xtypes, &x).to_owned()`
	`136`	`+ to_discrete_space(xtypes, &x).to_owned()`
`138`	`137`	`}`
`139`	`138`	`}`
`140`	`139`