Release 0.5.0 (#32)

* Update changelog

* Use central difference for models derivatives

* Update changelog

* Bump 0.5.0

* Update CHANGELOG

CHANGELOG.md

@@ -1,5 +1,14 @@
-Unreleased
-==========
+Version 0.6.0 - unreleased
+==========================
+
+* Add `GpMix`/`Gpx` in Python `egobox` module wrapping `egobox-moe::Moe` (#31)
+
+Version 0.5.0 - 2022-10-07
+==========================
+
+* Add Egor `minimize` interruption capability (Ctrl+C) from Python (#30)
+* Minor performance improvement in moe clustering (#29)
+* Improvements following JOSS submission review (#34, #36, #38, #39, #40, #42)
 
 Changes
 -------

Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "egobox"
-version = "0.4.0"
+version = "0.5.0"
 authors = ["Rémi Lafage <[email protected]>"]
 edition = "2018"
 description = "A toolbox for efficient global optimization"
@@ -25,10 +25,10 @@ persistent-ego = ["egobox-ego/persistent"]
 blas = ["ndarray/blas", "egobox-gp/blas", "egobox-moe/blas", "egobox-ego/blas"]
 
 [dependencies]
-egobox-doe = { version = "0.4.0", path="./doe" }
-egobox-gp = { version = "0.4.0", path="./gp" }
-egobox-moe = { version = "0.4.0", path="./moe" }
-egobox-ego = { version = "0.4.0", path="./ego" }
+egobox-doe = { version = "0.5.0", path="./doe" }
+egobox-gp = { version = "0.5.0", path="./gp" }
+egobox-moe = { version = "0.5.0", path="./moe" }
+egobox-ego = { version = "0.5.0", path="./ego" }
 
 linfa = { version = "0.6.0", default-features = false }
 

doe/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "egobox-doe"
-version = "0.4.0"
+version = "0.5.0"
 authors = ["Rémi Lafage <[email protected]>"]
 edition = "2018"
 description = "A library for design of experiments"

ego/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "egobox-ego"
-version = "0.4.0"
+version = "0.5.0"
 authors = ["Rémi Lafage <[email protected]>"]
 edition = "2018"
 description = "A library for efficient global optimization"
@@ -16,9 +16,9 @@ persistent = ["serde", "typetag", "egobox-moe/persistent", "serde_json"]
 blas = ["ndarray-linalg", "linfa/ndarray-linalg", "linfa-pls/blas"]
 
 [dependencies]
-egobox-doe = { version = "0.4.0", path="../doe" }
-egobox-gp = { version = "0.4.0", path="../gp" }
-egobox-moe = { version = "0.4.0", path="../moe" }
+egobox-doe = { version = "0.5.0", path="../doe" }
+egobox-gp = { version = "0.5.0", path="../gp" }
+egobox-moe = { version = "0.5.0", path="../moe" }
 
 linfa = { version = "0.6.0", default-features = false }
 linfa-pls = { version = "0.6.0", default-features = false }

ego/src/egor.rs

@@ -813,7 +813,7 @@ impl<'a, O: GroupFunc, R: Rng + SeedableRng + Clone> Egor<'a, O, R> {
                 let f = |x: &Vec<f64>| -> f64 {
                     self.infill_eval(x, obj_model, *f_min, *scale_obj, *scale_wb2)
                 };
-                grad[..].copy_from_slice(&x.to_vec().forward_diff(&f));
+                grad[..].copy_from_slice(&x.to_vec().central_diff(&f));
             }
             self.infill_eval(x, obj_model, *f_min, *scale_obj, *scale_wb2)
         };
@@ -855,9 +855,13 @@ impl<'a, O: GroupFunc, R: Rng + SeedableRng + Clone> Egor<'a, O, R> {
 
         let scaling_points = sampling.sample(100 * self.xlimits.nrows());
         let scale_obj = compute_obj_scale(&scaling_points.view(), obj_model);
+        info!("Acquisition function scaling is updated to {}", scale_obj);
         let scale_cstr = compute_cstr_scales(&scaling_points.view(), cstr_models);
+        info!("Feasibility criterion scaling is updated to {}", scale_cstr);
         let scale_wb2 = if self.infill == InfillStrategy::WB2S {
-            compute_wb2s_scale(&scaling_points.view(), obj_model, *f_min)
+            let scale = compute_wb2s_scale(&scaling_points.view(), obj_model, *f_min);
+            info!("WB2S scaling factor is updated to {}", scale);
+            scale
         } else {
             1.
         };

gp/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "egobox-gp"
-version = "0.4.0"
+version = "0.5.0"
 authors = ["Rémi Lafage <[email protected]>"]
 edition = "2018"
 description = "A library for gaussian process modeling"
@@ -16,7 +16,7 @@ serializable = ["serde", "linfa/serde"]
 blas = ["ndarray-linalg", "linfa/ndarray-linalg", "linfa-pls/blas"]
 
 [dependencies]
-egobox-doe = { version = "0.4.0", path="../doe" }
+egobox-doe = { version = "0.5.0", path="../doe" }
 
 linfa = { version = "0.6.0", default-features = false }
 linfa-pls = { version = "0.6.0", default-features = false }

moe/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "egobox-moe"
-version = "0.4.0"
+version = "0.5.0"
 authors = ["Rémi Lafage <[email protected]>"]
 edition = "2018"
 description = "A library for mixture of expert gaussian processes"
@@ -16,8 +16,8 @@ persistent = ["serde", "typetag", "egobox-gp/serializable", "serde_json"]
 blas = ["ndarray-linalg", "linfa/ndarray-linalg", "linfa-clustering/blas", "linfa-pls/blas"]
 
 [dependencies]
-egobox-doe = { version = "0.4.0", path = "../doe" }
-egobox-gp = { version = "0.4.0", path = "../gp" }
+egobox-doe = { version = "0.5.0", path = "../doe" }
+egobox-gp = { version = "0.5.0", path = "../gp" }
 
 linfa = { version = "0.6.0", default-features = false }
 linfa-clustering = { version = "0.6.0", default-features = false }

pyproject.toml

@@ -23,7 +23,7 @@ requires = ["maturin>=0.12,<0.13", "poetry_core>=1.0.0"]
 
 [tool.poetry]
 name = "egobox"
-version = "0.4.0"
+version = "0.5.0"
 description = "Python binding for egobox EGO optimizer written in Rust"
 authors = ["Rémi Lafage <[email protected]>"]