libcmaes 0.10.2
A C++11 library for stochastic optimization with CMA-ES
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Kernel base class. More...
#include <libcmaes/surrogates/rankingsvm.hpp>
Public Member Functions | |
double | K (const dVec &x1, const dVec &x2) |
void | init (const dMat &x) |
Kernel base class.
CMA-ES, Covariance Matrix Adaptation Evolution Strategy Copyright (c) 2014 Inria Author: Emmanuel Benazera emman.nosp@m.uel..nosp@m.benaz.nosp@m.era@.nosp@m.lri.f.nosp@m.r
This file is part of libcmaes.
libcmaes is free software: you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.
libcmaes is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details.
You should have received a copy of the GNU Lesser General Public License along with libcmaes. If not, see http://www.gnu.org/licenses/. This is implementing a fast Ranking SVM algorithm, following: 'Surrogate-Assisted Evolutionary Algorithms', Ilya Loshchilov, PhD Thesis, Universite Paris-Sud 11, 2013. http://www.loshchilov.com/phd.html see Chapter 4, p. 100.