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update tuning tests + misc
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README.md

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -124,7 +124,7 @@ Complete reference for main classes, methods, and parameters.
124124
## 📈 Benchmarks
125125

126126
<div align="center">
127-
<img src="assets/benchmark_results.png" alt="ConfOpt Logo" width="450"/>
127+
<img src="https://raw.githubusercontent.com/rick12000/confopt/add-objective-search/assets/benchmark_results.png" alt="ConfOpt Logo" width="450"/>
128128
</div>
129129

130130
**ConfOpt** is significantly better than plain old random search, but it also beats established tools like **Optuna** or traditional **Gaussian Processes**!

pyproject.toml

Lines changed: 4 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
44

55
[project]
66
name = "confopt"
7-
version = "1.2.5"
7+
version = "2.0.0"
88
description = "Conformal hyperparameter optimization tool"
99
readme = "README.md"
1010
authors = [
@@ -29,7 +29,9 @@ dependencies = [
2929
]
3030

3131
[project.urls]
32-
Homepage = "https://github.com/rick12000/confopt"
32+
Source = "https://github.com/rick12000/confopt"
33+
Documentation = "https://confopt.readthedocs.io"
34+
Changelog = "https://github.com/rick12000/confopt/releases"
3335

3436
[project.optional-dependencies]
3537
dev = [

tests/conftest.py

Lines changed: 149 additions & 17 deletions
Original file line numberDiff line numberDiff line change
@@ -8,7 +8,7 @@
88
)
99
from confopt.utils.configurations.sampling import get_tuning_configurations
1010
from confopt.selection.acquisition import QuantileConformalSearcher
11-
from confopt.selection.sampling.bound_samplers import LowerBoundSampler
11+
from confopt.selection.sampling.thompson_samplers import ThompsonSampler
1212
from confopt.wrapping import FloatRange, IntRange, CategoricalRange, ConformalBounds
1313
from sklearn.base import BaseEstimator
1414
from confopt.selection.estimator_configuration import (
@@ -136,12 +136,52 @@ def build_estimator_architectures(amended: bool = False):
136136
) = build_estimator_architectures(amended=True)
137137

138138

139+
def simple_quadratic_minimization(x):
140+
"""Simple quadratic function for minimization testing.
141+
142+
Global minimum at x = [2, -1] with value 0.
143+
This creates a clear, smooth objective surface that conformal prediction
144+
can easily learn and exploit, unlike random search.
145+
"""
146+
x = np.asarray(x)
147+
# Shifted quadratic with minimum at [2, -1]
148+
return (x[0] - 2) ** 2 + (x[1] + 1) ** 2
149+
150+
151+
def simple_quadratic_maximization(x):
152+
"""Simple negative quadratic function for maximization testing.
153+
154+
Global maximum at x = [1, 0.5] with value 0.
155+
This creates a clear, smooth objective surface that conformal prediction
156+
can easily learn and exploit, unlike random search.
157+
"""
158+
x = np.asarray(x)
159+
# Negative shifted quadratic with maximum at [1, 0.5]
160+
return -((x[0] - 1) ** 2 + (x[1] - 0.5) ** 2)
161+
162+
139163
def rastrigin(x, A=20):
140164
n = len(x)
141165
rastrigin_value = A * n + np.sum(x**2 - A * np.cos(2 * np.pi * x))
142166
return rastrigin_value
143167

144168

169+
def ackley(x, a=20, b=0.2, c=2 * np.pi):
170+
"""Ackley function - commonly used maximization benchmark.
171+
172+
Global minimum is at x = [0, 0, ..., 0] with value 0.
173+
For maximization, we negate this so global maximum is 0 at origin.
174+
"""
175+
x = np.asarray(x)
176+
n = len(x)
177+
sum1 = np.sum(x**2)
178+
sum2 = np.sum(np.cos(c * x))
179+
ackley_value = (
180+
-a * np.exp(-b * np.sqrt(sum1 / n)) - np.exp(sum2 / n) + a + np.exp(1)
181+
)
182+
return -ackley_value # Negate for maximization
183+
184+
145185
class ObjectiveSurfaceGenerator:
146186
def __init__(self, generator: str):
147187
self.generator = generator
@@ -213,6 +253,32 @@ def dummy_parameter_grid():
213253
}
214254

215255

256+
@pytest.fixture
257+
def simple_minimization_parameter_grid():
258+
"""Parameter grid for simple quadratic minimization function.
259+
260+
Optimum is at x1=2, x2=-1. This grid covers the optimum with reasonable bounds
261+
that allow the conformal prediction algorithm to learn the pattern efficiently.
262+
"""
263+
return {
264+
"x1": FloatRange(min_value=-2.0, max_value=6.0),
265+
"x2": FloatRange(min_value=-5.0, max_value=3.0),
266+
}
267+
268+
269+
@pytest.fixture
270+
def simple_maximization_parameter_grid():
271+
"""Parameter grid for simple quadratic maximization function.
272+
273+
Optimum is at x1=1, x2=0.5. This grid covers the optimum with reasonable bounds
274+
that allow the conformal prediction algorithm to learn the pattern efficiently.
275+
"""
276+
return {
277+
"x1": FloatRange(min_value=-2.0, max_value=4.0),
278+
"x2": FloatRange(min_value=-2.5, max_value=3.5),
279+
}
280+
281+
216282
@pytest.fixture
217283
def rastrigin_parameter_grid():
218284
"""Parameter grid for 6-dimensional Rastrigin function optimization."""
@@ -226,6 +292,19 @@ def rastrigin_parameter_grid():
226292
}
227293

228294

295+
@pytest.fixture
296+
def ackley_parameter_grid():
297+
"""Parameter grid for 6-dimensional Ackley function optimization."""
298+
return {
299+
"x1": FloatRange(min_value=-32.768, max_value=32.768),
300+
"x2": FloatRange(min_value=-32.768, max_value=32.768),
301+
"x3": FloatRange(min_value=-32.768, max_value=32.768),
302+
"x4": FloatRange(min_value=-32.768, max_value=32.768),
303+
"x5": FloatRange(min_value=-32.768, max_value=32.768),
304+
"x6": FloatRange(min_value=-32.768, max_value=32.768),
305+
}
306+
307+
229308
@pytest.fixture
230309
def linear_data_drift():
231310
np.random.seed(42)
@@ -651,27 +730,27 @@ def conformal_bounds_deterministic():
651730

652731

653732
@pytest.fixture
654-
def comprehensive_tuning_setup(rastrigin_parameter_grid):
655-
"""Fixture for comprehensive integration test setup (objective, warm starts, tuner, searcher)."""
733+
def comprehensive_minimizing_tuning_setup(simple_minimization_parameter_grid):
734+
"""Fixture for comprehensive integration test setup (objective, warm starts, tuner, searcher).
735+
736+
Uses a simple quadratic minimization function that's easy for conformal prediction to learn,
737+
ensuring the test validates that conformal search outperforms random search.
738+
"""
656739

657740
def optimization_objective(configuration: Dict) -> float:
658-
# Extract 6-dimensional vector from configuration
741+
# Extract 2-dimensional vector from configuration
659742
x = np.array(
660743
[
661744
configuration["x1"],
662745
configuration["x2"],
663-
configuration["x3"],
664-
configuration["x4"],
665-
configuration["x5"],
666-
configuration["x6"],
667746
]
668747
)
669748

670-
# Use Rastrigin function for minimization
671-
return rastrigin(x)
749+
# Use simple quadratic function for minimization (minimum at [2, -1])
750+
return simple_quadratic_minimization(x)
672751

673752
warm_start_configs_raw = get_tuning_configurations(
674-
parameter_grid=rastrigin_parameter_grid,
753+
parameter_grid=simple_minimization_parameter_grid,
675754
n_configurations=5,
676755
random_state=123,
677756
sampling_method="uniform",
@@ -684,20 +763,73 @@ def optimization_objective(configuration: Dict) -> float:
684763
def make_tuner_and_searcher(dynamic_sampling):
685764
tuner = ConformalTuner(
686765
objective_function=optimization_objective,
687-
search_space=rastrigin_parameter_grid,
766+
search_space=simple_minimization_parameter_grid,
688767
minimize=True,
689768
n_candidates=1000,
690769
warm_starts=warm_start_configs,
691770
dynamic_sampling=dynamic_sampling,
692771
)
693772
searcher = QuantileConformalSearcher(
694773
quantile_estimator_architecture="qgbm",
695-
sampler=LowerBoundSampler(
696-
interval_width=0.8,
774+
sampler=ThompsonSampler(
775+
n_quantiles=4,
776+
adapter="DtACI",
777+
enable_optimistic_sampling=False,
778+
),
779+
n_pre_conformal_trials=32,
780+
calibration_split_strategy="train_test_split",
781+
)
782+
return tuner, searcher, warm_start_configs, optimization_objective
783+
784+
return make_tuner_and_searcher
785+
786+
787+
@pytest.fixture
788+
def comprehensive_maximizing_tuning_setup(simple_maximization_parameter_grid):
789+
"""Fixture for comprehensive integration test setup for maximization (objective, warm starts, tuner, searcher).
790+
791+
Uses a simple quadratic maximization function that's easy for conformal prediction to learn,
792+
ensuring the test validates that conformal search outperforms random search.
793+
"""
794+
795+
def optimization_objective(configuration: Dict) -> float:
796+
# Extract 2-dimensional vector from configuration
797+
x = np.array(
798+
[
799+
configuration["x1"],
800+
configuration["x2"],
801+
]
802+
)
803+
804+
# Use simple quadratic function for maximization (maximum at [1, 0.5])
805+
return simple_quadratic_maximization(x)
806+
807+
warm_start_configs_raw = get_tuning_configurations(
808+
parameter_grid=simple_maximization_parameter_grid,
809+
n_configurations=5,
810+
random_state=123,
811+
sampling_method="uniform",
812+
)
813+
warm_start_configs = []
814+
for config in warm_start_configs_raw:
815+
performance = optimization_objective(config)
816+
warm_start_configs.append((config, performance))
817+
818+
def make_tuner_and_searcher(dynamic_sampling):
819+
tuner = ConformalTuner(
820+
objective_function=optimization_objective,
821+
search_space=simple_maximization_parameter_grid,
822+
minimize=False, # Set to False for maximization
823+
n_candidates=1000,
824+
warm_starts=warm_start_configs,
825+
dynamic_sampling=dynamic_sampling,
826+
)
827+
searcher = QuantileConformalSearcher(
828+
quantile_estimator_architecture="qgbm",
829+
sampler=ThompsonSampler(
830+
n_quantiles=4,
697831
adapter="DtACI",
698-
beta_decay="logarithmic_decay",
699-
c=1.0,
700-
beta_max=10.0,
832+
enable_optimistic_sampling=False,
701833
),
702834
n_pre_conformal_trials=32,
703835
calibration_split_strategy="train_test_split",

tests/test_tuning.py

Lines changed: 26 additions & 59 deletions
Original file line numberDiff line numberDiff line change
@@ -210,10 +210,10 @@ def run_tune_session():
210210
@pytest.mark.slow
211211
@pytest.mark.parametrize("dynamic_sampling", [True, False])
212212
def test_tune_method_comprehensive_integration(
213-
comprehensive_tuning_setup, dynamic_sampling
213+
comprehensive_minimizing_tuning_setup, dynamic_sampling
214214
):
215215
"""Comprehensive integration test for tune method (single run, logic only)"""
216-
tuner, searcher, warm_start_configs, _ = comprehensive_tuning_setup(
216+
tuner, searcher, warm_start_configs, _ = comprehensive_minimizing_tuning_setup(
217217
dynamic_sampling
218218
)
219219

@@ -261,49 +261,60 @@ def test_tune_method_comprehensive_integration(
261261

262262

263263
@pytest.mark.slow
264+
@pytest.mark.parametrize("minimize", [True, False])
264265
@pytest.mark.parametrize("dynamic_sampling", [True, False])
265266
def test_conformal_vs_random_performance_averaged(
266-
comprehensive_tuning_setup, dynamic_sampling
267+
comprehensive_minimizing_tuning_setup,
268+
comprehensive_maximizing_tuning_setup,
269+
minimize,
270+
dynamic_sampling,
267271
):
268272
"""Compare conformal vs random search win rate over multiple runs."""
269273
n_repeats = 20
270274
conformal_wins, total_comparisons = 0, 0
271275

276+
if minimize:
277+
tuning_setup = comprehensive_minimizing_tuning_setup
278+
else:
279+
tuning_setup = comprehensive_maximizing_tuning_setup
280+
272281
for seed in range(n_repeats):
273282
# Run conformal tuner (15 random + 35 conformal searches)
274-
conformal_tuner, searcher, _, _ = comprehensive_tuning_setup(dynamic_sampling)
283+
conformal_tuner, searcher, _, _ = tuning_setup(dynamic_sampling)
275284
conformal_tuner.tune(
276-
n_random_searches=15,
285+
n_random_searches=10,
277286
searcher=searcher,
278287
optimizer_framework=None,
279288
random_state=seed,
280-
max_searches=50,
289+
max_searches=40,
281290
max_runtime=5 * 60,
282291
verbose=False,
283292
)
284293
conformal_best = conformal_tuner.get_best_value()
285-
print(f"Conformal best: {conformal_best}")
286294

287-
# Run pure random search tuner (50 random searches, no conformal)
288-
random_tuner, searcher, _, _ = comprehensive_tuning_setup(dynamic_sampling)
295+
# Run pure random search tuner (40 random searches, no conformal)
296+
random_tuner, searcher, _, _ = tuning_setup(dynamic_sampling)
289297
random_tuner.tune(
290-
n_random_searches=50,
298+
n_random_searches=40,
291299
searcher=searcher,
292300
optimizer_framework=None,
293301
random_state=seed,
294-
max_searches=50, # This ensures only 50 random searches, no conformal
302+
max_searches=40, # This ensures only 40 random searches, no conformal
295303
max_runtime=5 * 60,
296304
verbose=False,
297305
)
298306
random_best = random_tuner.get_best_value()
299-
print(f"Random best: {random_best}")
300307

301-
# Compare best values (lower is better for minimization)
302-
if conformal_best < random_best:
308+
if minimize:
309+
conformal_wins_round = conformal_best < random_best
310+
else:
311+
conformal_wins_round = conformal_best > random_best
312+
313+
if conformal_wins_round:
303314
conformal_wins += 1
304315
total_comparisons += 1
305316

306-
assert conformal_wins / total_comparisons > 0.8
317+
assert conformal_wins / total_comparisons >= 0.8
307318

308319

309320
@pytest.mark.parametrize("minimize", [True, False])
@@ -340,47 +351,3 @@ def objective(configuration):
340351

341352
assert best_config == expected_config
342353
assert best_value == expected_value
343-
344-
345-
@pytest.mark.parametrize("minimize", [True, False])
346-
def test_average_performance_random_vs_conformal(comprehensive_tuning_setup, minimize):
347-
"""Test that conformal search achieves better average performance than random search."""
348-
tuner, searcher, _, _ = comprehensive_tuning_setup(dynamic_sampling=True)
349-
350-
# Update tuner's minimize setting
351-
tuner.minimize = minimize
352-
tuner.metric_sign = 1 if minimize else -1
353-
354-
tuner.tune(
355-
n_random_searches=15,
356-
searcher=searcher,
357-
optimizer_framework=None,
358-
random_state=42,
359-
max_searches=50,
360-
max_runtime=None,
361-
verbose=False,
362-
)
363-
364-
study = tuner.study
365-
366-
# Get random search trials and conformal search trials
367-
rs_trials = [t for t in study.trials if t.acquisition_source == "rs"]
368-
conformal_trials = [
369-
t for t in study.trials if t.acquisition_source not in ["warm_start", "rs"]
370-
]
371-
372-
# Ensure we have both types of trials
373-
assert len(rs_trials) > 0, "No random search trials found"
374-
assert len(conformal_trials) > 0, "No conformal search trials found"
375-
376-
# Calculate average performances
377-
rs_avg_performance = np.mean([t.performance for t in rs_trials])
378-
conformal_avg_performance = np.mean([t.performance for t in conformal_trials])
379-
380-
# Check that conformal search has better average performance
381-
if minimize:
382-
# For minimization, conformal should have lower (better) average performance
383-
assert conformal_avg_performance < rs_avg_performance
384-
else:
385-
# For maximization, conformal should have higher (better) average performance
386-
assert conformal_avg_performance > rs_avg_performance

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