public void CFO_should_find_maximum_value_when_function_is_convex()
        {
            var    searchSpace = new SearchSpace <LSE3DSearchSpace>();
            var    initValues  = searchSpace.SampleFromFeatureSpace(searchSpace.Default);
            var    cfo         = new CostFrugalTuner(searchSpace, Parameter.FromObject(initValues), false);
            double bestMetric  = 0;

            for (int i = 0; i != 100; ++i)
            {
                var trialSettings = new TrialSettings()
                {
                    TrialId = 0,
                };

                var param  = cfo.Propose(trialSettings).AsType <LSE3DSearchSpace>();
                var x      = param.X;
                var y      = param.Y;
                var z      = param.Z;
                var metric = LSE3D(x, y, z);
                bestMetric = Math.Max(bestMetric, metric);
                Output.WriteLine($"{i} x: {x} y: {y} z: {z}");
                if (x == 10 && y == 10 && z == 10)
                {
                    break;
                }
                cfo.Update(new TrialResult()
                {
                    DurationInMilliseconds = 1 * 1000,
                    Metric        = metric,
                    TrialSettings = trialSettings,
                });
            }

            bestMetric.Should().BeGreaterThan(LSE3D(10, 10, 10) - 2);
        }
        public void CFO_e2e_test()
        {
            var searchSpace = new SearchSpace <LbfgsOption>();
            var initValues  = searchSpace.SampleFromFeatureSpace(searchSpace.Default);
            var cfo         = new CostFrugalTuner(searchSpace, Parameter.FromObject(initValues));

            for (int i = 0; i != 1000; ++i)
            {
                var trialSettings = new TrialSettings()
                {
                    TrialId = i,
                };

                var param  = cfo.Propose(trialSettings);
                var option = param.AsType <CodeGen.LbfgsOption>();

                option.L1Regularization.Should().BeInRange(0.03125f, 32768.0f);
                option.L2Regularization.Should().BeInRange(0.03125f, 32768.0f);

                cfo.Update(new TrialResult()
                {
                    DurationInMilliseconds = i * 1000,
                    Metric        = i,
                    TrialSettings = trialSettings,
                });
            }
        }
        public void Hyper_parameters_from_CFO_should_be_culture_invariant_string()
        {
            var searchSpace    = new SearchSpace <LSE3DSearchSpace>();
            var initValues     = searchSpace.SampleFromFeatureSpace(searchSpace.Default);
            var cfo            = new CostFrugalTuner(searchSpace, Parameter.FromObject(initValues), true);
            var originalCuture = Thread.CurrentThread.CurrentCulture;
            var usCulture      = new CultureInfo("en-US", false);

            Thread.CurrentThread.CurrentCulture = usCulture;

            Thread.CurrentThread.CurrentCulture.NumberFormat.NumberDecimalSeparator.Should().Be(".");
            for (int i = 0; i != 100; ++i)
            {
                var trialSettings = new TrialSettings()
                {
                    TrialId = i,
                };
                var param = cfo.Propose(trialSettings).AsType <LSE3DSearchSpace>();
                param.X.Should().BeInRange(-10, 10);
            }

            var frCulture = new CultureInfo("fr-FR", false);

            Thread.CurrentThread.CurrentCulture = frCulture;
            Thread.CurrentThread.CurrentCulture.NumberFormat.NumberDecimalSeparator.Should().Be(",");
            for (int i = 0; i != 100; ++i)
            {
                var trialSettings = new TrialSettings()
                {
                    TrialId = i,
                };
                var param = cfo.Propose(trialSettings).AsType <LSE3DSearchSpace>();
                param.X.Should().BeInRange(-10, 10);
            }

            Thread.CurrentThread.CurrentCulture = originalCuture;
        }
        public void CFO_should_start_from_init_point_if_provided()
        {
            var trialSettings = new TrialSettings()
            {
                TrialId = 0,
            };
            var searchSpace = new SearchSpace <LSE3DSearchSpace>();
            var initValues  = searchSpace.SampleFromFeatureSpace(searchSpace.Default);
            var cfo         = new CostFrugalTuner(searchSpace, Parameter.FromObject(initValues), true);
            var param       = cfo.Propose(trialSettings).AsType <LSE3DSearchSpace>();
            var x           = param.X;
            var y           = param.Y;
            var z           = param.Z;

            (x * x + y * y + z * z).Should().Be(0);
        }
        public void CFO_should_find_minimum_value_when_function_is_convex()
        {
            var    searchSpace = new SearchSpace <LSE3DSearchSpace>();
            var    initValues  = searchSpace.SampleFromFeatureSpace(searchSpace.Default);
            var    cfo         = new CostFrugalTuner(searchSpace, Parameter.FromObject(initValues), true);
            double loss        = 0;

            for (int i = 0; i != 100; ++i)
            {
                var trialSettings = new TrialSettings()
                {
                    TrialId = i,
                };

                var param = cfo.Propose(trialSettings).AsType <LSE3DSearchSpace>();
                var x     = param.X;
                var y     = param.Y;
                var z     = param.Z;
                loss = LSE3D(x, y, z);
                Output.WriteLine(loss.ToString());
                Output.WriteLine($"{i} x: {x} y: {y} z: {z}");

                if (x == -10 && y == -10 && z == -10)
                {
                    break;
                }

                cfo.Update(new TrialResult()
                {
                    DurationInMilliseconds = 1000,
                    Metric        = loss,
                    TrialSettings = trialSettings,
                });
            }

            loss.Should().BeLessThan(LSE3D(-10, -10, -10) + 2);
        }