fast-cmaes 0.1.4

Hyper-optimized CMA-ES core in Rust with a Python interface

fastcma

Hyper-optimized CMA-ES in Rust with a first-class Python experience. SIMD, rayon, deterministic seeds, vectorized objectives, restarts, constraints, and a Rich-powered TUI — all while keeping the Rust core available for native use. Published to PyPI as fast-cmaes (module name: fastcma).

Table of contents

• Why CMA-ES
• Architecture (Mermaid)
• Features
• Installation (Python)
• Quickstart (Python)
• Vectorized & Constraints
• Rust usage
• Demos & TUI
• Baselines & Benchmarks
• Performance choices
• Feature flags
• Testing
• Contributing
• License

Why CMA-ES

• Derivative-free, handles noisy/non-convex landscapes.
• Adapts step size (sigma) and covariance to follow curved valleys.
• Parallel-friendly: candidate evaluations are embarrassingly parallel.

Architecture (Mermaid)

flowchart LR
    subgraph Python API
    A[fmin / fmin_vec / CMAES class]
    B[Constraints & restarts]
    C[Naive baseline (pure Python)]
    end

    subgraph Rust Core (src/lib.rs)
    D[Ask/Tell loop]
    E[Covariance update (full/diag)]
    F[Sigma adaptation]
    G[SIMD dot + rayon fitness]
    H[Deterministic seeds]
    end

    subgraph Tests & Demos
    I[Benchmarks: sphere, rosenbrock, rastrigin, ackley, schwefel, griewank]
    J[Rich TUI demo]
    K[Python smoke]
    end

    A --> D
    A --> B
    B --> D
    D --> E --> F --> D
    D --> G
    D --> H
    I --> D
    J --> A
    K --> A
    C --> A

Features

• Python-first API: fmin, fmin_vec, constrained, restart modes, and a CMAES class.
• SIMD + rayon: portable_simd accelerates dot products; rayon parallelizes fitness calls.
• Full/Diagonal covariance: switch via covariance_mode.
• Deterministic seeds: new_with_seed + test_utils for reproducible runs and benchmarks.
• Pure-Python baseline: fastcma.cma_es for speed comparisons.
• Rich TUI: live, colorful CMA-ES progress view.
• Cross-platform wheels: CI builds for Linux/macOS/Windows, Python 3.12–3.14.

Installation (Python)

Fastest path (PyPI):

python -m pip install fast-cmaes  # installs module `fastcma`

Build locally (needed only if hacking on Rust):

python -m pip install maturin
maturin develop --release

# Optional: NumPy fast paths
maturin develop --release --features numpy_support

# Optional: LAPACK eigen backend (requires a Fortran toolchain)
maturin develop --release --features eigen_lapack

# Demo extras (Rich TUI)
python -m pip install .[demo]

One-liner setup + Rich TUI demo (auto-installs nightly Rust, uv, venv, builds, runs):

./scripts/setup_and_demo.sh

Quickstart (Python)

from fastcma import fmin
from fastcma_baseline import benchmark_sphere

def sphere(x):
    return sum(v*v for v in x)

xmin, es = fmin(sphere, [0.5, -0.2, 0.8], sigma=0.3, maxfevals=4000, ftarget=1e-12)
print("xmin", xmin)

# Pure-Python baseline
print(benchmark_sphere(dim=20, iters=120))

Vectorized & Constraints

from fastcma import fmin_vec

def sphere_vec(X):
    return [sum(v*v for v in x) for x in X]

xmin, _ = fmin_vec(sphere_vec, [0.4, -0.1, 0.3], sigma=0.25, maxfevals=3000)

Constrained run:

from fastcma import fmin_constrained

def sphere(x): return sum(v*v for v in x)
constraints = {"lower_bounds": [-1,-1,-1], "upper_bounds": [1,1,1]}
xmin, _ = fmin_constrained(sphere, [0.5,0.5,0.5], 0.3, constraints)

Rust usage (library)

use fastcma::{optimize_rust, CovarianceModeKind};

let (xmin, _state) = optimize_rust(
    vec![0.5, -0.2, 0.8],
    0.3,
    None,
    Some(4000),
    Some(1e-12),
    CovarianceModeKind::Full,
    |x| x.iter().map(|v| v*v).sum()
);
println!("xmin = {:?}", xmin);

Demos & visualization

• examples/python_quickstart.py – minimal sphere + vectorized demo.
• examples/python_benchmarks.py – Rust vs naive Python on sphere; naive on Rastrigin.
• examples/rich_tui_demo.py – Rich TUI streaming sigma/fbest/evals while minimizing Rosenbrock.

One-shot setup + demo runner:

./scripts/setup_and_demo.sh

What it does: ensures nightly Rust, creates a uv venv on Python 3.13, installs maturin + demo extras, builds the extension, and launches the Rich TUI.

Run the TUI with uv + Python 3.13:

uv venv --python 3.13
uv pip install .[demo]
uv run python examples/rich_tui_demo.py

Baselines & benchmarks

• Pure Python baseline: fastcma_baseline.cma_es, fastcma_baseline.benchmark_sphere (see python/fastcma_baseline/naive_cma.py).
• Integration benchmarks (fixed seeds): sphere, Rosenbrock, Rastrigin, Ackley, Schwefel, Griewank in tests/benchmarks.rs.
• Rich TUI demo for live insight.

Performance considerations

• SIMD for dot products; rayon for parallel ask/tell evaluations.
• Lazy eigensystem updates to reduce eigen decompositions.
• Diagonal covariance option for higher dimensions / speed.
• Determinism: seeded RNG to make tests non-flaky and benchmarks comparable.
• Restart helper (test_utils::run_with_restarts) to escape local minima without huge budgets.

Feature flags

• numpy_support: NumPy array support in vectorized objectives.
• eigen_lapack: LAPACK eigen backend.
• test_utils: expose deterministic helpers externally.
• demo: pulls in rich for the TUI.

Testing

• Rust: cargo test
• Python smoke: pytest tests/python_smoke.py
• CI: GitHub Actions builds wheels on nightly Rust; runs smoke tests; can publish to PyPI when PYPI_API_TOKEN is set.

Contributing

• Nightly Rust required (see rust-toolchain.toml).
• Please include failing cases or perf comparisons in issues/PRs.

License

MIT (c) 2025 Jeffrey Emanuel