5dddf365e5
Campaign configuration for systematic multi-trial optimization: - DQN: 50 trials, SHA η=3, 81 max epochs - PPO: 30 trials, Hyperband, 81 max epochs - Batch size clamped at 230 (RTX 3050 Ti 4GB VRAM) Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
68 lines
2.2 KiB
Rust
68 lines
2.2 KiB
Rust
//! Hyperparameter Optimization Module
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//!
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//! Production-ready hyperparameter optimization using argmin (Nelder-Mead).
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//!
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//! This module provides:
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//! - **Argmin Optimization**: Derivative-free optimization using Nelder-Mead simplex
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//! - **Latin Hypercube Sampling**: Smart initialization for exploration
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//! - **Multi-restart**: Escape local minima with strategic restarts
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//! - **Model Adapters**: MAMBA-2, DQN, PPO, TFT support
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//!
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//! ## Features
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//!
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//! - **Fast Convergence**: Finds optimal hyperparameters in 20-50 trials
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//! - **Log-Scale Support**: Proper handling of learning rates and weight decay
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//! - **Production Ready**: Integrates with existing training pipelines
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//! - **GPU Accelerated**: Leverages CUDA for fast evaluations
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//!
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//! ## Example
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//!
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//! ```rust,no_run
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//! use ml::hyperopt::{ArgminOptimizer, HyperparameterOptimizable};
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//! use ml::hyperopt::adapters::mamba2::Mamba2Trainer;
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//!
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//! # fn example() -> anyhow::Result<()> {
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//! // Create trainer
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//! let trainer = Mamba2Trainer::new("test_data/ES_FUT_180d.parquet", 50)?;
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//!
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//! // Run optimization
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//! let optimizer = ArgminOptimizer::builder()
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//! .max_trials(30)
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//! .n_initial(5)
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//! .seed(42)
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//! .build();
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//!
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//! let result = optimizer.optimize(trainer)?;
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//! println!("Best loss: {:.6}", result.best_objective);
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//! # Ok(())
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//! # }
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//! ```
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pub mod adapters;
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pub mod campaign;
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pub mod early_stopping;
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pub mod egobox_tuner; // Deprecated - kept for backward compatibility
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pub mod observer;
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pub mod optimizer;
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pub mod paths;
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pub mod sensitivity;
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pub mod traits;
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#[cfg(test)]
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mod tests; // Old egobox tests (deprecated)
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#[cfg(test)]
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mod tests_argmin; // New argmin tests
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// Re-exports for convenience
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pub use observer::TrialBudgetObserver;
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pub use optimizer::{ArgminOptimizer, ArgminOptimizerBuilder, TwoPhaseObjective};
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pub use optimizer::{EgoboxOptimizer, EgoboxOptimizerBuilder}; // Backward compatibility
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pub use traits::{HyperparameterOptimizable, OptimizationResult, ParameterSpace, TrialResult};
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// Deprecated egobox exports
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pub use egobox_tuner::{
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optimize_mamba2, BestHyperparameters, HyperparameterSpace,
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OptimizationResult as EgoboxOptimizationResult, TrialResult as EgoboxTrialResult,
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};
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