doc/html/errstats_8h_source.html

#ifndef ERRSTATS_H

#define ERRSTATS_H


#include <libcmaes/pli.h>

#include <libcmaes/contour.h>

#include <libcmaes/cmaes.h>


namespace libcmaes

{


  template <class TGenoPheno=GenoPheno<NoBoundStrategy>>


  class CMAES_EXPORT errstats

    {

    public:

    /*- profile likelihood -*/


    static pli profile_likelihood(FitFunc &func,

                  const CMAParameters<TGenoPheno> &parameters,

                  CMASolutions &cmasol,

                  const int &k,

                  const bool &curve=false,

                  const int &samplesize=10,

                  const double &fup=0.1,

                  const double &delta=0.1,

                  const int &maxiters=1e4);


    private:

    static void profile_likelihood_search(FitFunc &func,

                      const CMAParameters<TGenoPheno> &parameters,

                      pli &le,

                      const CMASolutions &cmasol,

                      const int &k,

                      const bool &neg,

                      const int &samplesize,

                      const double &fup,

                      const double &delta,

                      const int &maxiters,

                      const bool &curve);


    static void take_linear_step(FitFunc &func,

                 const CMAParameters<TGenoPheno> &parameters,

                 const int &k,

                 const double &minfvalue,

                 const double &fup,

                 const double &delta,

                 const int &n,

                 const bool &linit,

                 const dMat &eigenve,

                 double &d,

                 dVec &x);


    public:

    static CMASolutions optimize_vpk(FitFunc &func,

                     const CMAParameters<TGenoPheno> &parameters,

                     const CMASolutions &cmasol,

                     const std::vector<int> &k,

                     const std::vector<double> &vk,

                     const dVec &x0,

                     const bool &pheno_x0=true,

                     const bool &pheno_vk=true);


    static CMASolutions optimize_pk(FitFunc &func,

                    const CMAParameters<TGenoPheno> &parameters,

                    const CMASolutions &cmasol,

                    const int &k,

                    const double &vk,

                    const dVec &x0,

                    const bool &pheno_x0=true,

                    const bool &pheno_vk=true);


    /*- contour -*/

    public:

    static contour contour_points(FitFunc & func, const int &px, const int &py, const int &npoints, const double &fup,

                  const CMAParameters<TGenoPheno> &parameters,

                  CMASolutions &cmasol,

                  const double &delta=0.1,

                  const int &maxiters=1e4);


    private:

    static fcross cross(FitFunc &func,

            const CMAParameters<TGenoPheno> &parameters,

            CMASolutions &cmasol,

            const double &fup,

            const std::vector<int> &par, const std::vector<double> &pmid,

            const std::vector<double> &pdir, const double &ftol);

    };


}


#endif

libcmaes::CMASolutions
Holder of the set of evolving solutions from running an instance of CMA-ES.
Definition cmasolutions.h:42

libcmaes::ESOptimizer
an optimizer main class.
Definition esoptimizer.h:72

libcmaes::contour
function contour as a set of points and values.
Definition contour.h:51

libcmaes::errstats
Definition errstats.h:34

libcmaes::fcross
function crossing as point.
Definition contour.h:33

libcmaes::pli
profile likelihood object holder as a set of points and values.
Definition pli.h:35

libcmaes
linear scaling of the parameter space to achieve similar sensitivity across all components.
Definition acovarianceupdate.h:30