| libcmaes 0.10.2
    A C++11 library for stochastic optimization with CMA-ES | 
Generic class for Evolution Strategy parameters. More...
#include <libcmaes/parameters.h>
 
  
| Public Member Functions | |
| Parameters () | |
| empty constructor. | |
| Parameters (const int &dim, const double *x0, const int &lambda=-1, const uint64_t &seed=0, const TGenoPheno &gp=GenoPheno< NoBoundStrategy >()) | |
| constructor | |
| void | set_x0 (const double &x0) | 
| sets initial objective function parameter values to x0 across all dimensions | |
| void | set_x0 (const double *x0) | 
| sets initial objective function parameter values to array x0 | |
| void | set_x0 (const dVec &x0) | 
| sets initial objective function parameter values from Eigen vector | |
| void | set_x0 (const double &x0min, const double &x0max) | 
| sets bounds on initial objective function parameter values. Bounds are the same across all dimensions, and initial value is sampled uniformly within these bounds. | |
| void | set_x0 (const double *x0min, const double *x0max) | 
| sets bounds on initial objective function parameter values. Initial value is sampled uniformly within these bounds. | |
| void | set_x0 (const std::vector< double > &x0min, const std::vector< double > &x0max) | 
| sets bounds on initial objective function parameter values. Initial value is sampled uniformly within these bounds. | |
| void | set_x0 (const dVec &x0min, const dVec &x0max) | 
| sets bounds on initial objective function parameter values. Initial value is sampled uniformly within these bounds. | |
| dVec | get_x0min () const | 
| returns lower bound on x0 vector | |
| dVec | get_x0max () const | 
| returns upper bound on x0 vector | |
| void | set_fixed_p (const int &index, const double &value) | 
| freezes a parameter to a given value during optimization. | |
| void | unset_fixed_p (const int &index) | 
| unfreezes a parameter. | |
| void | set_max_iter (const int &maxiter) | 
| sets the maximum number of iterations allowed for the optimization. | |
| int | get_max_iter () const | 
| returns maximum number of iterations | |
| void | set_max_fevals (const int &fevals) | 
| sets the maximum budget of objective function calls allowed for the optimization. | |
| int | get_max_fevals () const | 
| returns maximum budget of objective function calls | |
| void | set_ftarget (const double &val) | 
| sets the objective function target value when known. | |
| void | reset_ftarget () | 
| resets the objective function target value to its inactive state. | |
| double | get_ftarget () const | 
| returns objective function target value. | |
| void | set_seed (const int &seed) | 
| sets random generator's seed, 0 is special value to generate random seed. | |
| int | get_seed () const | 
| returns random generator's seed. | |
| void | set_ftolerance (const double &v) | 
| sets function tolerance as stopping criteria for TolHistFun: monitors the difference in function value over iterations and stops optimization when below tolerance. | |
| double | get_ftolerance () const | 
| returns function tolerance | |
| void | set_xtolerance (const double &v) | 
| sets parameter tolerance as stopping criteria for TolX. | |
| double | get_xtolerance () const | 
| returns parameter tolerance | |
| int | lambda () const | 
| returns lambda, number of offsprings per generation | |
| int | dim () const | 
| returns the problem's dimension | |
| void | set_quiet (const bool &quiet) | 
| sets the quiet mode (no output from the library) for the optimization at hand | |
| bool | quiet () const | 
| returns whether the quiet mode is on. | |
| void | set_algo (const int &algo) | 
| sets the optimization algorithm. | |
| int | get_algo () const | 
| returns which algorithm is set for the optimization at hand. | |
| void | set_gp (const TGenoPheno &gp) | 
| sets the genotype/phenotype transform object. | |
| TGenoPheno | get_gp () const | 
| returns the current genotype/phenotype transform object. | |
| void | set_fplot (const std::string &fplot) | 
| sets the output filename (activates the output to file). | |
| void | set_full_fplot (const bool &b) | 
| activates / deactivates the full output (for legacy plotting). | |
| std::string | get_fplot () const | 
| returns the current output filename. | |
| void | set_gradient (const bool &gradient) | 
| activates the gradient injection scheme. If no gradient function is defined, injects a numerical gradient solution instead | |
| bool | get_gradient () const | 
| returns whether the gradient injection scheme is activated. | |
| void | set_edm (const bool &edm) | 
| activates computation of expected distance to minimum when optimization has completed | |
| bool | get_edm () const | 
| returns whether edm is activated. | |
| void | set_mt_feval (const bool &mt) | 
| activate / deactivate the parallel evaluation of objective function | |
| bool | get_mt_feval () const | 
| returns whether the parallel evaluation of objective function is activated | |
| void | set_max_hist (const int &m) | 
| sets maximum history size, allows to keep memory requirements fixed. | |
| void | set_maximize (const bool &maximize) | 
| active internal maximization scheme (simply returns -f instead of f) | |
| bool | get_maximize () const | 
| returns whether the maximization mode is enabled | |
| void | set_initial_fvalue (const bool &b) | 
| whether to compute initial objective function value (i.e. at x0) | |
| void | set_uh (const bool &b) | 
| activates / deactivates uncertainty handling scheme. | |
| bool | get_uh () const | 
| get uncertainty handling status. | |
| void | set_tpa (const int &b) | 
| activates / deactivates two-point adaptation step-size mechanism | |
| int | get_tpa () const | 
| get two-point adapation step-size mechanism status. | |
| Protected Attributes | |
| int | _dim | 
| int | _lambda = -1 | 
| int | _max_iter = -1 | 
| int | _max_fevals = -1 | 
| bool | _quiet = true | 
| std::string | _fplot = "" | 
| bool | _full_fplot = false | 
| dVec | _x0min | 
| dVec | _x0max | 
| double | _ftarget = -std::numeric_limits<double>::infinity() | 
| double | _ftolerance = 1e-12 | 
| double | _xtol = 1e-12 | 
| uint64_t | _seed = 0 | 
| int | _algo = 0 | 
| bool | _with_gradient =false | 
| bool | _with_edm =false | 
| std::unordered_map< int, double > | _fixed_p | 
| TGenoPheno | _gp | 
| bool | _mt_feval = false | 
| int | _max_hist = -1 | 
| bool | _maximize = false | 
| bool | _initial_fvalue = false | 
| bool | _uh = false | 
| double | _rlambda | 
| double | _epsuh = 1e-7 | 
| double | _thetauh = 0.2 | 
| double | _csuh = 1.0 | 
| double | _alphathuh = 1.0 | 
| int | _tpa = 1 | 
| double | _tpa_csigma = 0.3 | 
| Static Protected Attributes | |
| static std::map< std::string, int > | _algos = {{"cmaes",0},{"ipop",1},{"bipop",2},{"acmaes",3},{"aipop",4},{"abipop",5},{"sepcmaes",6},{"sepipop",7},{"sepbipop",8},{"sepacmaes",9},{"sepaipop",10},{"sepabipop",11},{"vdcma",12},{"vdipopcma",13},{"vdbipopcma",14}} | 
| Friends | |
| class | CMASolutions | 
| template<class U , class V > | |
| class | CMAStrategy | 
| template<class U , class V , class W > | |
| class | ESOStrategy | 
| template<class U > | |
| class | CMAStopCriteria | 
| template<class U , class V > | |
| class | IPOPCMAStrategy | 
| template<class U , class V > | |
| class | BIPOPCMAStrategy | 
| class | CovarianceUpdate | 
| class | ACovarianceUpdate | 
| template<class U > | |
| class | errstats | 
| class | VDCMAUpdate | 
| class | Candidate | 
Generic class for Evolution Strategy parameters.
| 
 | inline | 
constructor
| dim | problem dimensions | 
| x0 | initial search point | 
| lambda | number of offsprings sampled at each step | 
| seed | initial random seed, useful for reproducing results (if unspecified, automatically generated from current time) | 
| gp | genotype / phenotype object | 
| 
 | inline | 
returns the problem's dimension
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 | inline | 
returns which algorithm is set for the optimization at hand.
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 | inline | 
returns whether edm is activated.
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 | inline | 
returns the current output filename.
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 | inline | 
returns objective function target value.
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 | inline | 
returns function tolerance
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 | inline | 
returns the current genotype/phenotype transform object.
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 | inline | 
returns whether the gradient injection scheme is activated.
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 | inline | 
returns maximum budget of objective function calls
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 | inline | 
returns maximum number of iterations
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 | inline | 
returns whether the maximization mode is enabled
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 | inline | 
returns whether the parallel evaluation of objective function is activated
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 | inline | 
returns random generator's seed.
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 | inline | 
get two-point adapation step-size mechanism status.
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 | inline | 
get uncertainty handling status.
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 | inline | 
returns upper bound on x0 vector
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 | inline | 
returns lower bound on x0 vector
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 | inline | 
returns parameter tolerance
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 | inline | 
returns lambda, number of offsprings per generation
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 | inline | 
returns whether the quiet mode is on.
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 | inline | 
sets the optimization algorithm.
| algo | from CMAES_DEFAULT, IPOP_CMAES, BIPOP_CMAES, aCMAES, aIPOP_CMAES, aBIPOP_CMAES, sepCMAES, sepIPOP_CMAES, sepBIPOP_CMAES, sepaCMAES, sepaIPOP_CMAES, sepaBIPOP_CMAES, VD_CMAES, VD_IPOP_CMAES, VD_BIPOP_CMAES | 
| 
 | inline | 
activates computation of expected distance to minimum when optimization has completed
| edm | true / false | 
| 
 | inline | 
freezes a parameter to a given value during optimization.
| index | dimension index of the parameter to be frozen | 
| value | frozen value of the parameter | 
| 
 | inline | 
sets the output filename (activates the output to file).
| fplot | filename | 
| 
 | inline | 
sets the objective function target value when known.
| val | objective function target value | 
| 
 | inline | 
sets function tolerance as stopping criteria for TolHistFun: monitors the difference in function value over iterations and stops optimization when below tolerance.
| v | value of the function tolerance. | 
| 
 | inline | 
activates / deactivates the full output (for legacy plotting).
| b | whether to activate / deactivate | 
| 
 | inline | 
sets the genotype/phenotype transform object.
| gp | GenoPheno object | 
| 
 | inline | 
activates the gradient injection scheme. If no gradient function is defined, injects a numerical gradient solution instead
| gradient | true/false | 
| 
 | inline | 
whether to compute initial objective function value (i.e. at x0)
| b | activates / deactivates | 
| 
 | inline | 
sets the maximum budget of objective function calls allowed for the optimization.
| fevals | maximum number of objective function evaluations | 
| 
 | inline | 
sets maximum history size, allows to keep memory requirements fixed.
| m | number of steps of candidate history that are kept into memory (for stopping criteria equalfunvals mostly). | 
| 
 | inline | 
sets the maximum number of iterations allowed for the optimization.
| maxiter | maximum number of allowed iterations | 
| 
 | inline | 
active internal maximization scheme (simply returns -f instead of f)
| maximize | whether to maximize instead of minimizing | 
| 
 | inline | 
activate / deactivate the parallel evaluation of objective function
| mt | true for activated, false otherwise | 
| 
 | inline | 
sets the quiet mode (no output from the library) for the optimization at hand
| quiet | true / false | 
| 
 | inline | 
sets random generator's seed, 0 is special value to generate random seed.
| seed | integer seed | 
| 
 | inline | 
activates / deactivates two-point adaptation step-size mechanism
| b | 0: no, 1: auto, 2: yes | 
| 
 | inline | 
activates / deactivates uncertainty handling scheme.
| b | activates / deactivates | 
| 
 | inline | 
sets initial objective function parameter values to x0 across all dimensions
| x0 | initial value | 
| 
 | inline | 
sets bounds on initial objective function parameter values. Bounds are the same across all dimensions, and initial value is sampled uniformly within these bounds.
| x0min | lower bound | 
| x0max | upper bound | 
| 
 | inline | 
sets initial objective function parameter values to array x0
| x0 | array of initial parameter values | 
| 
 | inline | 
sets bounds on initial objective function parameter values. Initial value is sampled uniformly within these bounds.
| x0min | vector of initial lower bounds. | 
| x0max | vector of initial upper bounds. | 
| 
 | inline | 
| 
 | inline | 
sets bounds on initial objective function parameter values. Initial value is sampled uniformly within these bounds.
| x0min | vector of initial lower bounds. | 
| x0max | vector of initial upper bounds. | 
| 
 | inline | 
sets bounds on initial objective function parameter values. Initial value is sampled uniformly within these bounds.
| x0min | vector of initial lower bounds. | 
| x0max | vector of initial upper bounds. | 
| 
 | inline | 
sets parameter tolerance as stopping criteria for TolX.
| v | value of the parameter tolerance. | 
| 
 | inline | 
unfreezes a parameter.
| index | dimenion index of the parameter to unfreeze | 
| 
 | protected | 
selected algorithm.
| 
 | staticprotected | 
of the form { {"cmaes",0}, {"ipop",1}, ...}
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 | protected | 
factor of increasing the population spread.
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 | protected | 
learning rate for averaging the uncertainty measurement.
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 | protected | 
function space dimensions.
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 | protected | 
mutation strength for the reevaluation.
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 | protected | 
fixed parameters and values.
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 | protected | 
plotting file, if specified.
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 | protected | 
optional objective function target value.
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 | protected | 
tolerance of the best function values during the last 10+(30*dim/lambda) steps (TolHistFun).
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 | protected | 
whether to write to file full legacy data output.
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 | protected | 
genotype / phenotype object.
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 | protected | 
whether to compute initial objective function value (not required).
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 | protected | 
number of offsprings.
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 | protected | 
max budget as number of function evaluations.
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 | protected | 
max size of the history, keeps memory requirements fixed.
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 | protected | 
max iterations.
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 | protected | 
convenience option of maximizing -f instead of minimizing f.
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 | protected | 
whether to force multithreaded (i.e. parallel) function evaluations.
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 | protected | 
quiet all outputs.
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 | protected | 
fraction of solutions to be reevaluated.
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 | protected | 
seed for random generator.
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 | protected | 
control parameter for the acceptance threshold for the measured rank-change value.
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 | protected | 
whether to activate two-point adaptation, 0: no (forced), 1: auto, 2: yes (forced)
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 | protected | 
whether to activate uncertainty handling.
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 | protected | 
whether to compute expected distance to minimum when optimization has completed.
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 | protected | 
whether to use injected gradient.
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 | protected | 
initial mean vector max bound value for all components.
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 | protected | 
initial mean vector min bound value for all components.
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 | protected | 
tolerance on parameters error.