from __future__ import annotations from dataclasses import dataclass from typing import Dict, Iterable, List, Sequence import numpy as np @dataclass class EpsilonRegretConfig: epsilon_quality: float = 0.10 acceptable_regret: float = 0.10 min_budget: int = 250 max_budget: int = 10000 min_model_weight: float = 0.25 patience_rounds: int = 6 min_improvement: float = 0.02 uncertainty_multiplier: float = 0.50 min_cluster_coverage: float = 0.20 min_hypercluster_coverage: float = 0.20 class EpsilonRegretController: """ Budget-aware stop controller with epsilon-regret semantics. Online intent: stop when estimated remaining gain is small relative to current best score, after minimum exploration and coverage constraints are satisfied. """ def __init__(self, config: EpsilonRegretConfig | None = None) -> None: self.config = config or EpsilonRegretConfig() self.best_score = np.inf self.stagnant_rounds = 0 self.history: List[Dict[str, float | int | bool | str]] = [] @staticmethod def _mean_or_nan(values: Sequence[float]) -> float: arr = np.asarray(values, dtype=float) if arr.size == 0: return float("nan") return float(np.nanmean(arr)) @staticmethod def _estimate_remaining_gain( best_score: float, expected_remaining_scores: Iterable[float], uncertainty_scores: Iterable[float], uncertainty_multiplier: float, ) -> float: pred = np.asarray(list(expected_remaining_scores), dtype=float) unc = np.asarray(list(uncertainty_scores), dtype=float) if pred.size == 0: return float("inf") if unc.size != pred.size: unc = np.full(pred.shape[0], np.nanmean(unc) if unc.size else 1.0, dtype=float) optimistic = pred - float(max(0.0, uncertainty_multiplier)) * np.abs(unc) optimistic_best = float(np.nanmin(optimistic)) if np.isfinite(optimistic).any() else float(np.nanmin(pred)) if not np.isfinite(optimistic_best) or not np.isfinite(best_score): return float("inf") # lower score is better return float(max(0.0, best_score - optimistic_best)) def update( self, *, round_idx: int, n_evaluated: int, best_score_now: float, recent_scores: Sequence[float], model_weight: float, cluster_coverage: float, hypercluster_coverage: float, expected_remaining_scores: Iterable[float], uncertainty_scores: Iterable[float], time_importance: float, budget_cap: int, ) -> Dict[str, float | int | bool | str]: cfg = self.config ti = float(max(0.0, min(1.0, float(time_importance)))) if np.isfinite(self.best_score): improvement = float(self.best_score - best_score_now) else: improvement = float("inf") if improvement > float(cfg.min_improvement): self.stagnant_rounds = 0 else: self.stagnant_rounds += 1 self.best_score = min(float(self.best_score), float(best_score_now)) epsilon_rel = float(max(cfg.epsilon_quality, cfg.acceptable_regret)) # Higher time importance permits slightly larger acceptable residual gain. epsilon_rel *= float(1.0 + 0.5 * ti) epsilon_abs = float(epsilon_rel * max(1.0, abs(float(self.best_score)))) remaining_gain = self._estimate_remaining_gain( best_score=float(self.best_score), expected_remaining_scores=expected_remaining_scores, uncertainty_scores=uncertainty_scores, uncertainty_multiplier=float(cfg.uncertainty_multiplier), ) regret_ratio_proxy = float(remaining_gain / max(1.0, abs(float(self.best_score)))) budget_floor = int(max(1, cfg.min_budget)) budget_ceiling = int(min(cfg.max_budget, budget_cap)) budget_ready = int(n_evaluated) >= budget_floor model_ready = float(model_weight) >= float(cfg.min_model_weight) coverage_ready = bool( float(cluster_coverage) >= float(cfg.min_cluster_coverage) and float(hypercluster_coverage) >= float(cfg.min_hypercluster_coverage) ) stagnation_ready = int(self.stagnant_rounds) >= int(cfg.patience_rounds) hit_budget_ceiling = int(n_evaluated) >= int(budget_ceiling) epsilon_ready = bool(np.isfinite(remaining_gain) and remaining_gain <= epsilon_abs) stop = bool(hit_budget_ceiling or (budget_ready and model_ready and coverage_ready and stagnation_ready and epsilon_ready)) if hit_budget_ceiling: reason = "max_budget_reached" elif not budget_ready: reason = "below_min_budget" elif not model_ready: reason = "model_not_ready" elif not coverage_ready: reason = "coverage_not_ready" elif not stagnation_ready: reason = "insufficient_stagnation_evidence" elif not epsilon_ready: reason = "remaining_gain_above_epsilon" else: reason = "epsilon_regret_stop" rec = { "round_idx": int(round_idx), "n_evaluated": int(n_evaluated), "best_score": float(self.best_score), "recent_mean_score": self._mean_or_nan(recent_scores), "model_weight": float(model_weight), "cluster_coverage": float(cluster_coverage), "hypercluster_coverage": float(hypercluster_coverage), "stagnant_rounds": int(self.stagnant_rounds), "epsilon_abs": float(epsilon_abs), "estimated_remaining_gain": float(remaining_gain), "regret_ratio_proxy": float(regret_ratio_proxy), "budget_floor": int(budget_floor), "budget_ceiling": int(budget_ceiling), "budget_ready": bool(budget_ready), "model_ready": bool(model_ready), "coverage_ready": bool(coverage_ready), "stagnation_ready": bool(stagnation_ready), "epsilon_ready": bool(epsilon_ready), "stop": bool(stop), "reason": reason, } self.history.append(rec) return rec