linear scaling of the parameter space to achieve similar sensitivity across all components. More...

Classes
class	ACMSurrogateStrategy
	ACM Surrogate strategy for CMA-ES, follows: 'Surrogate-Assisted Evolutionary Algorithms', Ilya Loshchilov, PhD Thesis, Universite Paris-Sud 11, 2013. http://www.loshchilov.com/phd.html see Chapter 4. More...

class	ACovarianceUpdate
	Active Covariance Matrix update. This implementation closely follows N. Hansen, R. Ros, "Benchmarking a Weighted Negative Covariance Matrix Update on the BBOB-2010 Noiseless Testbed", GECCO'10, 2010. More...

class	BIPOPCMAStrategy
	Implementation of the BIPOP flavor of CMA-ES, with restarts that control the population of offsprings used in the update of the distribution parameters in order to alternate between local and global searches for the objective. More...

class	Candidate
	candidate solution point, in function parameter space. More...

class	CMAParameters
	Parameters for various flavors of the CMA-ES algorithm. More...

class	CMASolutions
	Holder of the set of evolving solutions from running an instance of CMA-ES. More...

class	CMAStopCriteria
	CMA-ES termination criteria, see reference paper in cmastrategy.h. More...

class	CMAStrategy
	This is an implementation of CMA-ES. It uses the reference algorithm and termination criteria of the following paper: Hansen, N. (2009). Benchmarking a BI-Population CMA-ES on the BBOB-2009 Function Testbed. Workshop Proceedings of the GECCO Genetic and Evolutionary Computation Conference, ACM, pp. 2389-2395 See https://www.lri.fr/~hansen/publications.html for more information. More...

class	contour
	function contour as a set of points and values. More...

class	CovarianceUpdate
	Covariance Matrix update. This is an implementation closely follows: Hansen, N. (2009). Benchmarking a BI-Population CMA-ES on the BBOB-2009 Function Testbed. Workshop Proceedings of the GECCO Genetic and Evolutionary Computation Conference, ACM, pp. 2389-2395. More...

class	errstats

class	ESOptimizer
	an optimizer main class. More...

class	ESOStrategy
	Main class describing an evolutionary optimization strategy. Every algorithm in libcmaes descends from this class, and bring its functionalities to an ESOptimizer object. More...

class	fcross
	function crossing as point. More...

class	GenoPheno

class	IPOPCMAStrategy
	Implementation of the IPOP flavor of CMA-ES, with restarts that linearly increase the population of offsprings used in the update of the distribution parameters. More...

class	linScalingStrategy

class	NoBoundStrategy

class	NoScalingStrategy

class	Parameters
	Generic class for Evolution Strategy parameters. More...

class	pli
	profile likelihood object holder as a set of points and values. More...

class	pwqBoundStrategy

class	RankedCandidate

class	RSVMSurrogateStrategy

class	SimpleSurrogateStrategy
	Simple surrogate strategy: trains every n steps, and exploits in between, mostly as an example and for testing / debugging surrogates. This strategy overrides the ask/eval/tell functions of the base optimization strategy. More...

class	StopCriteria

class	SurrogateStrategy
	Surrogate base class, to be derived in order to create strategy to be used along with CMA-ES. More...

class	VDCMAUpdate
	VD-CMA update that is a linear time/space variant of CMA-ES This is an implementation that closely follows: Y. Akimoto, A. Auger and N. Hansen: Comparison-Based Natural Gradient Optimization in High Dimension. In Proceedings of Genetic and Evolutionary Computation Conference (2014) More...

Typedefs
template<class TGenoPheno >
using	StopCriteriaFunc = std::function< int(const CMAParameters< TGenoPheno > &cmap, const CMASolutions &cmas)>

typedef std::function< double(const double *, const int &n)>	FitFunc

typedef std::function< dVec(const double *, const int &n)>	GradFunc

typedef std::function< void(const dMat &, const dMat &)>	EvalFunc

typedef std::function< dMat(void)>	AskFunc

typedef std::function< void(void)>	TellFunc

template<class TParameters , class TSolutions >
using	ProgressFunc = std::function< int(const TParameters &, const TSolutions &)>

template<class TParameters , class TSolutions >
using	PlotFunc = std::function< int(const TParameters &, const TSolutions &, std::ofstream &fplotstream)>

typedef std::function< void(const double , double , const int &)>	TransFunc

template<class TGenoPheno >
using	eostrat = ESOStrategy< CMAParameters< TGenoPheno >, CMASolutions, CMAStopCriteria< TGenoPheno > >

typedef std::function< int(const std::vector< Candidate > &, const dMat &)>	CSurrFunc
	function to train a surrogate model

typedef std::function< int(std::vector< Candidate > &, const dMat &)>	SurrFunc
	function to predict from a surrogate model

Enumerations
enum	CMAStopCritType { CONT = 0 , AUTOMAXITER = 7 , TOLHISTFUN = 1 , EQUALFUNVALS = 5 , TOLX = 2 , TOLUPSIGMA = -13 , STAGNATION = 6 , CONDITIONCOV = -15 , NOEFFECTAXIS = 3 , NOEFFECTCOOR = 4 , MAXFEVALS = 8 , MAXITER = 9 , FTARGET = 10 }

Functions
template<class TGenoPheno = GenoPheno<NoBoundStrategy>>
CMASolutions	cmaes (FitFunc &func, CMAParameters< TGenoPheno > &parameters, ProgressFunc< CMAParameters< TGenoPheno >, CMASolutions > &pfunc=CMAStrategy< CovarianceUpdate, TGenoPheno >::_defaultPFunc, GradFunc gfunc=nullptr, const CMASolutions &solutions=CMASolutions(), PlotFunc< CMAParameters< TGenoPheno >, CMASolutions > &pffunc=CMAStrategy< CovarianceUpdate, TGenoPheno >::_defaultFPFunc)

CMAES_EXPORT std::ostream &	operator<< (std::ostream &out, const CMASolutions &cmas)

std::ostream &	operator<< (std::ostream &out, const contour &c)

std::ostream &	LOG (const std::string &severity, std::ostream &out=std::cout)

std::ostream &	LOG_IF (const std::string &severity, const bool &condition, std::ostream &out=std::cout)

template<class TGenoPheno = GenoPheno<NoBoundStrategy>>
CMASolutions CMAES_EXPORT	surrcmaes (FitFunc &func, CMAParameters< TGenoPheno > &parameters)

void	to_mat_vec (std::vector< Candidate > &cp, dMat &x, dVec &fvalues, const bool &train)

double	median (std::vector< double > scores)

template<class TCovarianceUpdate , class TGenoPheno >
int	pfuncdef_impl (const CMAParameters< TGenoPheno > &cmaparams, const CMASolutions &cmasols)

template<class TCovarianceUpdate , class TGenoPheno >
int	fpfuncdef_full_impl (const CMAParameters< TGenoPheno > &cmaparams, const CMASolutions &cmasols, std::ofstream &fplotstream)

template<class TCovarianceUpdate , class TGenoPheno >
int	fpfuncdef_impl (const CMAParameters< TGenoPheno > &cmaparams, const CMASolutions &cmasols, std::ofstream &fplotstream)

template<typename T >
int	sgn (T val)

Variables
template class CMAES_EXPORT	BIPOPCMAStrategy< CovarianceUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	BIPOPCMAStrategy< ACovarianceUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	BIPOPCMAStrategy< VDCMAUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	BIPOPCMAStrategy< CovarianceUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	BIPOPCMAStrategy< ACovarianceUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	BIPOPCMAStrategy< VDCMAUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	BIPOPCMAStrategy< CovarianceUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	BIPOPCMAStrategy< ACovarianceUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	BIPOPCMAStrategy< VDCMAUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	BIPOPCMAStrategy< CovarianceUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	BIPOPCMAStrategy< ACovarianceUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	BIPOPCMAStrategy< VDCMAUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	CMAStopCriteria< GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	CMAStopCriteria< GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	CMAStopCriteria< GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	CMAStopCriteria< GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	errstats< GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	errstats< GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	errstats< GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	errstats< GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	ESOStrategy< CMAParameters< GenoPheno< NoBoundStrategy > >, CMASolutions, CMAStopCriteria< GenoPheno< NoBoundStrategy > > >

template class CMAES_EXPORT	ESOStrategy< CMAParameters< GenoPheno< pwqBoundStrategy > >, CMASolutions, CMAStopCriteria< GenoPheno< pwqBoundStrategy > > >

template class CMAES_EXPORT	ESOStrategy< CMAParameters< GenoPheno< NoBoundStrategy, linScalingStrategy > >, CMASolutions, CMAStopCriteria< GenoPheno< NoBoundStrategy, linScalingStrategy > > >

template class CMAES_EXPORT	ESOStrategy< CMAParameters< GenoPheno< pwqBoundStrategy, linScalingStrategy > >, CMASolutions, CMAStopCriteria< GenoPheno< pwqBoundStrategy, linScalingStrategy > > >

template class CMAES_EXPORT	IPOPCMAStrategy< CovarianceUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	IPOPCMAStrategy< ACovarianceUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	IPOPCMAStrategy< VDCMAUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	IPOPCMAStrategy< CovarianceUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	IPOPCMAStrategy< ACovarianceUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	IPOPCMAStrategy< VDCMAUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	IPOPCMAStrategy< CovarianceUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	IPOPCMAStrategy< ACovarianceUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	IPOPCMAStrategy< VDCMAUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	IPOPCMAStrategy< CovarianceUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	IPOPCMAStrategy< ACovarianceUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	IPOPCMAStrategy< VDCMAUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< CMAStrategy, CovarianceUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< CMAStrategy, ACovarianceUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< CMAStrategy, VDCMAUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< CMAStrategy, CovarianceUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< CMAStrategy, ACovarianceUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< CMAStrategy, VDCMAUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< CMAStrategy, CovarianceUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< CMAStrategy, ACovarianceUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< CMAStrategy, VDCMAUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< CMAStrategy, CovarianceUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< CMAStrategy, ACovarianceUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< CMAStrategy, VDCMAUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< IPOPCMAStrategy, CovarianceUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< IPOPCMAStrategy, ACovarianceUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< IPOPCMAStrategy, VDCMAUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< IPOPCMAStrategy, CovarianceUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< IPOPCMAStrategy, ACovarianceUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< IPOPCMAStrategy, VDCMAUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< IPOPCMAStrategy, CovarianceUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< IPOPCMAStrategy, ACovarianceUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< IPOPCMAStrategy, VDCMAUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< IPOPCMAStrategy, CovarianceUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< IPOPCMAStrategy, ACovarianceUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< IPOPCMAStrategy, VDCMAUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< BIPOPCMAStrategy, CovarianceUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< BIPOPCMAStrategy, ACovarianceUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< BIPOPCMAStrategy, VDCMAUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< BIPOPCMAStrategy, CovarianceUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< BIPOPCMAStrategy, ACovarianceUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< BIPOPCMAStrategy, VDCMAUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< BIPOPCMAStrategy, CovarianceUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< BIPOPCMAStrategy, ACovarianceUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< BIPOPCMAStrategy, VDCMAUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< BIPOPCMAStrategy, CovarianceUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< BIPOPCMAStrategy, ACovarianceUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	SimpleSurrogateStrategy< BIPOPCMAStrategy, VDCMAUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< CMAStrategy, CovarianceUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< CMAStrategy, ACovarianceUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< CMAStrategy, VDCMAUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< CMAStrategy, CovarianceUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< CMAStrategy, ACovarianceUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< CMAStrategy, VDCMAUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< CMAStrategy, CovarianceUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< CMAStrategy, ACovarianceUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< CMAStrategy, VDCMAUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< CMAStrategy, CovarianceUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< CMAStrategy, ACovarianceUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< CMAStrategy, VDCMAUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< IPOPCMAStrategy, CovarianceUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< IPOPCMAStrategy, ACovarianceUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< IPOPCMAStrategy, VDCMAUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< IPOPCMAStrategy, CovarianceUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< IPOPCMAStrategy, ACovarianceUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< IPOPCMAStrategy, VDCMAUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< IPOPCMAStrategy, CovarianceUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< IPOPCMAStrategy, ACovarianceUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< IPOPCMAStrategy, VDCMAUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< IPOPCMAStrategy, CovarianceUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< IPOPCMAStrategy, ACovarianceUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< IPOPCMAStrategy, VDCMAUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< BIPOPCMAStrategy, CovarianceUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< BIPOPCMAStrategy, ACovarianceUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< BIPOPCMAStrategy, VDCMAUpdate, GenoPheno< NoBoundStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< BIPOPCMAStrategy, CovarianceUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< BIPOPCMAStrategy, ACovarianceUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< BIPOPCMAStrategy, VDCMAUpdate, GenoPheno< pwqBoundStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< BIPOPCMAStrategy, CovarianceUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< BIPOPCMAStrategy, ACovarianceUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< BIPOPCMAStrategy, VDCMAUpdate, GenoPheno< NoBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< BIPOPCMAStrategy, CovarianceUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< BIPOPCMAStrategy, ACovarianceUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

template class CMAES_EXPORT	ACMSurrogateStrategy< BIPOPCMAStrategy, VDCMAUpdate, GenoPheno< pwqBoundStrategy, linScalingStrategy > >

Detailed Description

linear scaling of the parameter space to achieve similar sensitivity across all components.

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 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 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 based on Nikolaus Hansen's code from the C version of CMA-ES, see boundary_transformation.c from the package available from https://www.lri.fr/~hansen/cmaes_inmatlab.html#C

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/. Parts of this code are rewrittent from Y. Akimoto original code for Y. Akimoto, A. Auger and N. Hansen, Comparison-Based Natural Gradient Optimization in High Dimension, GECCO-2014.

Typedef Documentation

◆ CSurrFunc

typedef std::function<int (const std::vector<Candidate>&, const dMat&)> libcmaes::CSurrFunc

function to train a surrogate model

Parameters

candidates	set of points along with objective function value
cov	a possibly empty covariance matrix in order to re-scale points before training

Returns: training status

◆ SurrFunc

typedef std::function<int (std::vector<Candidate>&, const dMat&)> libcmaes::SurrFunc

function to predict from a surrogate model

Parameters

candidates	set of points for which value is to be predicted
cov	a possibly empty covariance matrix in order to re-scale points before predicting

Returns: prediction status

Classes

Typedefs

Enumerations

Functions

Variables

Detailed Description

Typedef Documentation

◆ CSurrFunc

◆ SurrFunc