qbtrade/pkg/optimizer/hyperparam.go

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2024-06-27 14:42:38 +00:00
package optimizer
import (
"fmt"
"github.com/c-bata/goptuna"
jsonpatch "github.com/evanphx/json-patch/v5"
)
type paramDomain interface {
buildPatch(trail *goptuna.Trial) (jsonpatch.Patch, error)
}
type paramDomainBase struct {
label string
path string
}
type intRangeDomain struct {
paramDomainBase
min int
max int
}
func (d *intRangeDomain) buildPatch(trial *goptuna.Trial) (jsonpatch.Patch, error) {
val, err := trial.SuggestInt(d.label, d.min, d.max)
if err != nil {
return nil, err
}
jsonOp := []byte(reformatJson(fmt.Sprintf(`[{"op": "replace", "path": "%s", "value": %v }]`, d.path, val)))
return jsonpatch.DecodePatch(jsonOp)
}
type intStepRangeDomain struct {
paramDomainBase
min int
max int
step int
}
func (d *intStepRangeDomain) buildPatch(trial *goptuna.Trial) (jsonpatch.Patch, error) {
val, err := trial.SuggestStepInt(d.label, d.min, d.max, d.step)
if err != nil {
return nil, err
}
jsonOp := []byte(reformatJson(fmt.Sprintf(`[{"op": "replace", "path": "%s", "value": %v }]`, d.path, val)))
return jsonpatch.DecodePatch(jsonOp)
}
type floatRangeDomain struct {
paramDomainBase
min float64
max float64
}
func (d *floatRangeDomain) buildPatch(trial *goptuna.Trial) (jsonpatch.Patch, error) {
val, err := trial.SuggestFloat(d.label, d.min, d.max)
if err != nil {
return nil, err
}
jsonOp := []byte(reformatJson(fmt.Sprintf(`[{"op": "replace", "path": "%s", "value": %v }]`, d.path, val)))
return jsonpatch.DecodePatch(jsonOp)
}
type floatDiscreteRangeDomain struct {
paramDomainBase
min float64
max float64
step float64
}
func (d *floatDiscreteRangeDomain) buildPatch(trial *goptuna.Trial) (jsonpatch.Patch, error) {
val, err := trial.SuggestDiscreteFloat(d.label, d.min, d.max, d.step)
if err != nil {
return nil, err
}
jsonOp := []byte(reformatJson(fmt.Sprintf(`[{"op": "replace", "path": "%s", "value": %v }]`, d.path, val)))
return jsonpatch.DecodePatch(jsonOp)
}
type stringDomain struct {
paramDomainBase
options []string
}
func (d *stringDomain) buildPatch(trial *goptuna.Trial) (jsonpatch.Patch, error) {
val, err := trial.SuggestCategorical(d.label, d.options)
if err != nil {
return nil, err
}
jsonOp := []byte(reformatJson(fmt.Sprintf(`[{"op": "replace", "path": "%s", "value": "%v" }]`, d.path, val)))
return jsonpatch.DecodePatch(jsonOp)
}
type boolDomain struct {
paramDomainBase
}
func (d *boolDomain) buildPatch(trial *goptuna.Trial) (jsonpatch.Patch, error) {
valStr, err := trial.SuggestCategorical(d.label, []string{"false", "true"})
if err != nil {
return nil, err
}
jsonOp := []byte(reformatJson(fmt.Sprintf(`[{"op": "replace", "path": "%s", "value": %s }]`, d.path, valStr)))
return jsonpatch.DecodePatch(jsonOp)
}