CMSA Class |
Implements the CMSA.
The algorithm is described in
H.G.Beyer, B.Sendhoff (2008).
Covariance Matrix Adaptation Revisited: The CMSA Evolution Strategy
In Proceedings of the Tenth International Conference on Parallel Problem Solving from Nature
(PPSN X), pp. 123-132, LNCS, Springer-Verlag
Also see
http://en.wikipedia.org/wiki/CMA-ES
Inheritance HierarchySystemObject
FinMath.MachineLearning.EvolutionaryAlgorithmsBaseOptimizer
FinMath.MachineLearning.EvolutionaryAlgorithmsCMSA
FinMath.MachineLearning.EvolutionaryAlgorithmsBaseOptimizer
FinMath.MachineLearning.EvolutionaryAlgorithmsCMSA
Namespace: FinMath.MachineLearning.EvolutionaryAlgorithms
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public class CMSA : BaseOptimizer
The CMSA type exposes the following members.
ConstructorsProperties| Name | Description | |
|---|---|---|
 | InitialCovarianceMatrix |
Data covariance matrix estimation.
|
| InitialSigma |
Coordinate wise standard deviation (step size).
|
| Lambda |
Population size, offspring number. At least two, generally > 4.
|
| MinimizationSteps |
Overall minimization steps number.
(Inherited from BaseOptimizer.) |
| Mu |
Number of parents/points for recombination.
|
| Parallelize |
Use multiple threads to find objective function minimum.
|
| RestartCount |
The minimization process restarts number.
(Inherited from BaseOptimizer.) |
| SolutionPoint |
The best found solution point.
(Inherited from BaseOptimizer.) |
| SolutionStep |
The step number where the best solution found.
(Inherited from BaseOptimizer.) |
| SolutionValue |
The best found objective function value.
(Inherited from BaseOptimizer.) |
| TerminationDelegate |
The user's stop criterion function.
(Inherited from BaseOptimizer.) |
| TerminationIterations |
The maximum optimization iterations number.
(Inherited from BaseOptimizer.) |
| TerminationObjectiveChange |
Objective function change stop criterion. Null means no objective change termination conditions.
(Inherited from BaseOptimizer.) |
| TerminationTimeout |
The algorithm timeout: the execution will be interrupted on the next step after the timeout expiration.
(Inherited from BaseOptimizer.) |
Methods| Name | Description | |
|---|---|---|
 | Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| Optimize |
Minimization method.
(Overrides BaseOptimizerOptimize(BaseOptimizerObjectiveDelegateType, Vector).) |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also