add max parallel goroutines option

README.md

@@ -1,4 +1,4 @@
-# go-bayesopt [![Build Status](https://travis-ci.org/d4l3k/go-bayesopt.svg?branch=master)](https://travis-ci.org/d4l3k/go-bayesopt) [![GoDoc](https://godoc.org/github.com/d4l3k/go-bayesopt?status.svg)](https://godoc.org/github.com/d4l3k/go-bayesopt)
+# go-bayesopt [![Build Status](https://travis-ci.org/d4l3k/go-bayesopt.svg?branch=master)](https://travis-ci.org/d4l3k/go-bayesopt) [![GoDoc](https://godoc.org/github.com/anyongjin/go-bayesopt?status.svg)](https://godoc.org/github.com/anyongjin/go-bayesopt)
 
 A library for doing Bayesian Optimization using Gaussian Processes (blackbox
 optimizer) in Go/Golang.
@@ -15,7 +15,7 @@ import (
   "log"
   "math"
 
-  "github.com/d4l3k/go-bayesopt"
+  "github.com/anyongjin/go-bayesopt"
 )
 
 func main() {

bayesopt.go

@@ -1,13 +1,14 @@
 package bayesopt
 
 import (
+	"fmt"
 	"sync"
 
 	"github.com/pkg/errors"
 
 	"gonum.org/v1/gonum/optimize"
 
-	"github.com/d4l3k/go-bayesopt/gp"
+	"github.com/anyongjin/go-bayesopt/gp"
 )
 
 const (
@@ -17,6 +18,8 @@ const (
 	DefaultRandomRounds = 5
 	// DefaultMinimize is the default value of minimize.
 	DefaultMinimize = true
+	// DefaultParallel is the default value of max number goroutines run parallelly.
+	DefaultParallel = 5
 
 	NumRandPoints = 100000
 	NumGradPoints = 256
@@ -39,6 +42,7 @@ type Optimizer struct {
 		exploration                 Exploration
 		minimize                    bool
 		barrierFunc                 BarrierFunc
+		parallel                    int
 
 		running        bool
 		explorationErr error
@@ -50,11 +54,11 @@ type OptimizerOption func(*Optimizer)
 
 // WithOutputName sets the outputs name. Only really matters if you're planning
 // on using gp/plot.
-func WithOutputName(name string) OptimizerOption {
-	return func(o *Optimizer) {
-		o.updateNames(name)
-	}
-}
+// func WithOutputName(name string) OptimizerOption {
+// 	return func(o *Optimizer) {
+// 		o.updateNames(name)
+// 	}
+// }
 
 // WithRandomRounds sets the number of random rounds to run.
 func WithRandomRounds(rounds int) OptimizerOption {
@@ -92,6 +96,13 @@ func WithBarrierFunc(bf BarrierFunc) OptimizerOption {
 	}
 }
 
+// WithParallel sets max number of running goroutines parallelly.
+func WithParallel(num int) OptimizerOption {
+	return func(o *Optimizer) {
+		o.mu.parallel = num
+	}
+}
+
 // New creates a new optimizer with the specified optimizable parameters and
 // options.
 func New(params []Param, opts ...OptimizerOption) *Optimizer {
@@ -104,28 +115,33 @@ func New(params []Param, opts ...OptimizerOption) *Optimizer {
 	o.mu.rounds = DefaultRounds
 	o.mu.exploration = DefaultExploration
 	o.mu.minimize = DefaultMinimize
+	o.mu.parallel = DefaultParallel
 	o.mu.barrierFunc = DefaultBarrierFunc
 
-	o.updateNames("")
+	//o.updateNames("")
 
 	for _, opt := range opts {
 		opt(o)
 	}
 
+	if o.mu.parallel <= 0 {
+		panic(fmt.Sprintf("parallel must >= 1, current: %v", o.mu.parallel))
+	}
+
 	return o
 }
 
 // updateNames sets the gaussian process names.
-func (o *Optimizer) updateNames(outputName string) {
-	o.mu.Lock()
-	defer o.mu.Unlock()
+// func (o *Optimizer) updateNames(outputName string) {
+// 	o.mu.Lock()
+// 	defer o.mu.Unlock()
 
-	var inputNames []string
-	for _, p := range o.mu.params {
-		inputNames = append(inputNames, p.GetName())
-	}
-	o.mu.gp.SetNames(inputNames, outputName)
-}
+// 	var inputNames []string
+// 	for _, p := range o.mu.params {
+// 		inputNames = append(inputNames, p.GetName())
+// 	}
+// 	o.mu.gp.SetNames(inputNames, outputName)
+// }
 
 // GP returns the underlying gaussian process. Primary for use with plotting
 // behavior.
@@ -323,6 +339,7 @@ func (o *Optimizer) Optimize(f func(map[Param]float64) float64) (x map[Param]flo
 	o.mu.running = true
 	o.mu.Unlock()
 
+	guard := make(chan struct{}, o.mu.parallel)
 	var wg sync.WaitGroup
 	for {
 		if !o.Running() {
@@ -337,9 +354,13 @@ func (o *Optimizer) Optimize(f func(map[Param]float64) float64) (x map[Param]flo
 			break
 		}
 		if parallel {
+			guard <- struct{}{}
 			wg.Add(1)
 			go func() {
-				defer wg.Done()
+				defer func() {
+					<-guard
+					wg.Done()
+				}()
 
 				o.Log(x, f(x))
 			}()

bayesopt_test.go

@@ -4,7 +4,6 @@ import (
 	"math"
 	"testing"
 
-	"github.com/d4l3k/go-bayesopt/gp/plot"
 	"gonum.org/v1/gonum/floats"
 )
 
@@ -31,9 +30,9 @@ func TestOptimizer(t *testing.T) {
 		x, y := o.GP().RawData()
 		t.Logf("x %+v\ny %+v", x, y)
 	}
-	if _, err := plot.SaveAll(o.GP()); err != nil {
-		t.Errorf("plot error: %+v", err)
-	}
+	// if _, err := plot.SaveAll(o.GP()); err != nil {
+	// 	t.Errorf("plot error: %+v", err)
+	// }
 
 	{
 		got := x[X]
@@ -78,9 +77,9 @@ func TestOptimizerMax(t *testing.T) {
 		x, y := o.GP().RawData()
 		t.Logf("x %+v\ny %+v", x, y)
 	}
-	if _, err := plot.SaveAll(o.GP()); err != nil {
-		t.Errorf("plot error: %+v", err)
-	}
+	// if _, err := plot.SaveAll(o.GP()); err != nil {
+	// 	t.Errorf("plot error: %+v", err)
+	// }
 
 	{
 		got := x[X]
@@ -125,9 +124,9 @@ func TestOptimizerBounds(t *testing.T) {
 		x, y := o.GP().RawData()
 		t.Logf("x %+v\ny %+v", x, y)
 	}
-	if _, err := plot.SaveAll(o.GP()); err != nil {
-		t.Errorf("plot error: %+v", err)
-	}
+	// if _, err := plot.SaveAll(o.GP()); err != nil {
+	// 	t.Errorf("plot error: %+v", err)
+	// }
 
 	{
 		got := x[X]

exploration.go

@@ -3,7 +3,7 @@ package bayesopt
 import (
 	"math"
 
-	"github.com/d4l3k/go-bayesopt/gp"
+	"github.com/anyongjin/go-bayesopt/gp"
 )
 
 // Exploration is the strategy to use for exploring the Gaussian process.

go.mod

@@ -1,10 +1,8 @@
-module github.com/d4l3k/go-bayesopt
+module github.com/anyongjin/go-bayesopt
 
 go 1.12
 
 require (
-	github.com/blend/go-sdk v2.0.0+incompatible // indirect
 	github.com/pkg/errors v0.8.1
-	github.com/wcharczuk/go-chart v2.0.1+incompatible
 	gonum.org/v1/gonum v0.6.0
 )

go.sum

@@ -1,19 +1,13 @@
 github.com/ajstarks/svgo v0.0.0-20180226025133-644b8db467af/go.mod h1:K08gAheRH3/J6wwsYMMT4xOr94bZjxIelGM0+d/wbFw=
-github.com/blend/go-sdk v2.0.0+incompatible h1:FL9X/of4ZYO5D2JJNI4vHrbXPfuSDbUa7h8JP9+E92w=
-github.com/blend/go-sdk v2.0.0+incompatible/go.mod h1:3GUb0YsHFNTJ6hsJTpzdmCUl05o8HisKjx5OAlzYKdw=
 github.com/fogleman/gg v1.2.1-0.20190220221249-0403632d5b90/go.mod h1:R/bRT+9gY/C5z7JzPU0zXsXHKM4/ayA+zqcVNZzPa1k=
-github.com/golang/freetype v0.0.0-20170609003504-e2365dfdc4a0 h1:DACJavvAHhabrF08vX0COfcOBJRhZ8lUbR+ZWIs0Y5g=
 github.com/golang/freetype v0.0.0-20170609003504-e2365dfdc4a0/go.mod h1:E/TSTwGwJL78qG/PmXZO1EjYhfJinVAhrmmHX6Z8B9k=
 github.com/jung-kurt/gofpdf v1.0.3-0.20190309125859-24315acbbda5/go.mod h1:7Id9E/uU8ce6rXgefFLlgrJj/GYY22cpxn+r32jIOes=
 github.com/pkg/errors v0.8.1 h1:iURUrRGxPUNPdy5/HRSm+Yj6okJ6UtLINN0Q9M4+h3I=
 github.com/pkg/errors v0.8.1/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0=
-github.com/wcharczuk/go-chart v2.0.1+incompatible h1:0pz39ZAycJFF7ju/1mepnk26RLVLBCWz1STcD3doU0A=
-github.com/wcharczuk/go-chart v2.0.1+incompatible/go.mod h1:PF5tmL4EIx/7Wf+hEkpCqYi5He4u90sw+0+6FhrryuE=
 golang.org/x/exp v0.0.0-20180321215751-8460e604b9de/go.mod h1:CJ0aWSM057203Lf6IL+f9T1iT9GByDxfZKAQTCR3kQA=
 golang.org/x/exp v0.0.0-20180807140117-3d87b88a115f/go.mod h1:CJ0aWSM057203Lf6IL+f9T1iT9GByDxfZKAQTCR3kQA=
 golang.org/x/exp v0.0.0-20190125153040-c74c464bbbf2 h1:y102fOLFqhV41b+4GPiJoa0k/x+pJcEi2/HB1Y5T6fU=
 golang.org/x/exp v0.0.0-20190125153040-c74c464bbbf2/go.mod h1:CJ0aWSM057203Lf6IL+f9T1iT9GByDxfZKAQTCR3kQA=
-golang.org/x/image v0.0.0-20180708004352-c73c2afc3b81 h1:00VmoueYNlNz/aHIilyyQz/MHSqGoWJzpFv/HW8xpzI=
 golang.org/x/image v0.0.0-20180708004352-c73c2afc3b81/go.mod h1:ux5Hcp/YLpHSI86hEcLt0YII63i6oz57MZXIpbrjZUs=
 golang.org/x/tools v0.0.0-20180525024113-a5b4c53f6e8b/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ=
 golang.org/x/tools v0.0.0-20190206041539-40960b6deb8e h1:Io7mpb+aUAGF0MKxbyQ7HQl1VgB+cL6ZJZUFaFNqVV4=

gp/gp_test.go

@@ -7,8 +7,7 @@ import (
 
 	"gonum.org/v1/gonum/floats"
 
-	"github.com/d4l3k/go-bayesopt/gp"
-	"github.com/d4l3k/go-bayesopt/gp/plot"
+	"github.com/anyongjin/go-bayesopt/gp"
 )
 
 func f(x, y float64) float64 {
@@ -28,9 +27,6 @@ func TestKnown(t *testing.T) {
 		gpAdd(gp, rand.Float64()*2*math.Pi-math.Pi, rand.Float64()*2*math.Pi-math.Pi)
 	}
 
-	if _, err := plot.SaveAll(gp); err != nil {
-		t.Fatal(err)
-	}
 	mean, variance, err := gp.Estimate([]float64{0.25, 0.75})
 	if err != nil {
 		t.Fatal(err)