surrox 0.1.1

Blackbox surrogate-based optimization framework

surrox

Your simulation takes 4 hours per run. You can't afford grid search. surrox trains surrogates on your existing data, optimizes on the cheap models instead, and tells you exactly why it picked each solution.

Data → Ensemble Surrogates → Multi-Objective Optimization → Explained Results

Quick Start

pip install surrox[all]

import numpy as np
import pandas as pd
from surrox import run, ProblemDefinition, Variable, Objective
from surrox import ContinuousBounds, DType, Direction, Role

rng = np.random.default_rng(42)
temperature = rng.uniform(150, 300, 500)
pressure = rng.uniform(1, 10, 500)
df = pd.DataFrame({
    "temperature": temperature,
    "pressure": pressure,
    "yield": 0.2 + 0.002 * temperature + 0.03 * pressure + rng.normal(0, 0.05, 500),
})

problem = ProblemDefinition(
    variables=(
        Variable(name="temperature", dtype=DType.CONTINUOUS, role=Role.DECISION,
                 bounds=ContinuousBounds(lower=150.0, upper=300.0)),
        Variable(name="pressure", dtype=DType.CONTINUOUS, role=Role.DECISION,
                 bounds=ContinuousBounds(lower=1.0, upper=10.0)),
    ),
    objectives=(
        Objective(name="maximize_yield", direction=Direction.MAXIMIZE, column="yield"),
    ),
)

result, analyzer = run(problem=problem, dataframe=df)

best = result.optimization.feasible_points[0]
print(best.variables)    # {"temperature": 284.0, "pressure": 9.06}
print(best.objectives)   # {"maximize_yield": 1.066}

importance = analyzer.feature_importance("yield")
print(importance.importances)  # {"temperature": 0.083, "pressure": 0.070}

What it does

You define the problem declaratively. surrox handles the rest.

Surrogates — Trains an ensemble per target column (XGBoost, LightGBM, Gaussian Process, TabICL). Optuna picks the hyperparameters. Conformal Prediction gives you calibrated uncertainty intervals, not just point estimates.

Optimization — Runs pymoo under the hood. Auto-selects the right algorithm based on your problem structure: DE for single-objective, NSGA-II for two objectives, NSGA-III for three or more. Supports linear and data-driven constraints.

Analysis — Every result comes with a summary: surrogate quality, constraint status, baseline comparison, extrapolation warnings. For deeper inspection, the Analyzer provides SHAP explanations, PDP/ICE curves, feature importance, what-if predictions, and trade-off analysis. All computed lazily and cached.

Scenarios — Fix context variables to specific values and compare outcomes across scenarios. Train surrogates once, optimize each scenario independently.

Suggest mode

Don't need the full pipeline? suggest gives you the top N candidates with uncertainty bounds.

from surrox import suggest

result = suggest(problem=problem, dataframe=df, n_suggestions=5)

for s in result.suggestions:
    print(s.variables)                            # {"temperature": 284.0, "pressure": 9.06}
    print(s.objectives["maximize_yield"].mean)    # 1.066
    print(s.objectives["maximize_yield"].lower)   # 0.978 (90% CI lower bound)
    print(s.is_extrapolating)                     # False

Problem definition

Everything is a Pydantic model. Immutable, validated at construction, type-safe.

from surrox import (
    ProblemDefinition, Variable, Objective, DataConstraint, Scenario,
    ContinuousBounds, IntegerBounds, CategoricalBounds,
    DType, Role, Direction, ConstraintOperator,
)

problem = ProblemDefinition(
    variables=(
        Variable(name="speed", dtype=DType.CONTINUOUS, role=Role.DECISION,
                 bounds=ContinuousBounds(lower=10.0, upper=100.0)),
        Variable(name="material", dtype=DType.CATEGORICAL, role=Role.DECISION,
                 bounds=CategoricalBounds(categories=("steel", "aluminum", "titanium"))),
        Variable(name="batch_size", dtype=DType.INTEGER, role=Role.CONTEXT,
                 bounds=IntegerBounds(lower=50, upper=500)),
    ),
    objectives=(
        Objective(name="max_strength", direction=Direction.MAXIMIZE, column="strength"),
        Objective(name="min_cost", direction=Direction.MINIMIZE, column="cost"),
    ),
    data_constraints=(
        DataConstraint(name="max_defect_rate", column="defect_rate",
                       operator=ConstraintOperator.LE, bound=0.05),
    ),
)

Architecture

Layer	What it does
Problem	Immutable problem definition: variables, objectives, constraints, scenarios
SurrogateManager	Ensemble training, Optuna HPO, Conformal Prediction
Optimizer	pymoo multi-objective optimization with constraint handling
Analysis	SHAP, PDP/ICE, What-If, Trade-Off, Scenario Comparison

Development

uv sync
uv run pytest tests/ -v
uv run ruff check src/

See CONTRIBUTING.md for details.

License

MIT