Fix Egor solver best iter computation (#89)

* Fix best iter computation

* Bump ego, egobox 0.8.2

* Fix test

* Adjust test for reproducibility

Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "egobox"
-version = "0.8.1"
+version = "0.8.2"
 authors = ["Rémi Lafage <[email protected]>"]
 edition = "2018"
 description = "A toolbox for efficient global optimization"
@@ -28,7 +28,7 @@ blas = ["ndarray/blas", "egobox-gp/blas", "egobox-moe/blas", "egobox-ego/blas"]
 egobox-doe = { version = "0.8.1", path="./doe" }
 egobox-gp = { version = "0.8.1", path="./gp" }
 egobox-moe = { version = "0.8.1", path="./moe", features=["persistent"] }
-egobox-ego = { version = "0.8.1", path="./ego", features=["persistent"] }
+egobox-ego = { version = "0.8.2", path="./ego", features=["persistent"] }
 
 linfa = { version = "0.6.1", default-features = false }
 

ego/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "egobox-ego"
-version = "0.8.1"
+version = "0.8.2"
 authors = ["Rémi Lafage <[email protected]>"]
 edition = "2018"
 description = "A library for efficient global optimization"

ego/src/egor_solver.rs

@@ -547,6 +547,7 @@ where
             .data((x_data, y_data))
             .clusterings(clusterings)
             .sampling(sampling);
+        initial_state.doe_size = doe.nrows();
         initial_state.max_iters = self.n_iter as u64;
         initial_state.added = doe.nrows();
         initial_state.no_point_added_retries = no_point_added_retries;

ego/src/egor_state.rs

@@ -152,6 +152,8 @@ pub struct EgorState<F: Float> {
     /// Optimization status
     pub termination_status: TerminationStatus,
 
+    /// Initial doe size
+    pub(crate) doe_size: usize,
     /// Number of added points
     pub(crate) added: usize,
     /// Previous number of added points
@@ -401,6 +403,7 @@ where
             time: Some(instant::Duration::new(0, 0)),
             termination_status: TerminationStatus::NotTerminated,
 
+            doe_size: 0,
             added: 0,
             prev_added: 0,
             no_point_added_retries: MAX_POINT_ADDITION_RETRY,
@@ -426,6 +429,7 @@ where
     ///
     /// // Simulating a new, better parameter vector
     /// let mut state = state.data((array![[1.0f64], [2.0f64]], array![[10.0],[5.0]]));
+    /// state.iter = 2;
     /// state.param = Some(array![2.0f64]);
     /// state.cost = Some(array![5.0]);
     ///
@@ -438,7 +442,7 @@ where
     /// assert!(state.is_best());
     /// ```
     fn update(&mut self) {
-        // TODO: better implementation should track only track
+        // TODO: better implementation should only track
         // current and best index in data and compare just them
         // without finding best in data each time
         let data = self.data.as_ref();
@@ -449,15 +453,18 @@ where
             }
             Some((x_data, y_data)) => {
                 let best_index = find_best_result_index(y_data, self.cstr_tol);
+                let best_iter = best_index.saturating_sub(self.doe_size) as u64 + 1;
 
-                let param = x_data.row(best_index).to_owned();
-                std::mem::swap(&mut self.prev_best_param, &mut self.best_param);
-                self.best_param = Some(param);
+                if best_iter > self.last_best_iter {
+                    let param = x_data.row(best_index).to_owned();
+                    std::mem::swap(&mut self.prev_best_param, &mut self.best_param);
+                    self.best_param = Some(param);
 
-                let cost = y_data.row(best_index).to_owned();
-                std::mem::swap(&mut self.prev_best_cost, &mut self.best_cost);
-                self.best_cost = Some(cost);
-                self.last_best_iter = self.iter;
+                    let cost = y_data.row(best_index).to_owned();
+                    std::mem::swap(&mut self.prev_best_cost, &mut self.best_cost);
+                    self.best_cost = Some(cost);
+                    self.last_best_iter = best_iter;
+                }
             }
         };
     }

pyproject.toml

@@ -24,7 +24,7 @@ python-source="python"
 
 [tool.poetry]
 name = "egobox"
-version = "0.8.1"
+version = "0.8.2"
 description = "Python binding for egobox EGO optimizer written in Rust"
 authors = ["Rémi Lafage <[email protected]>"]
 

python/egobox/tests/test_mixintegor.py

@@ -18,7 +18,7 @@ class TestMixintEgx(unittest.TestCase):
     def test_xsinx(self):
         xtypes = [egx.XSpec(egx.XType(egx.XType.INT), [0.0, 25.0])]
 
-        egor = egx.Egor(xsinx, xtypes, seed=42, n_doe=7)
+        egor = egx.Egor(xsinx, xtypes, seed=42, n_doe=3)
         res = egor.minimize(n_iter=10)
         print(f"Optimization f={res.y_opt} at {res.x_opt}")
         self.assertAlmostEqual(-15.125, res.y_opt[0], delta=5e-3)