DirectSearchType Enumeration |
Type of direct search method.
Namespace: FinMath.MachineLearning.EvolutionaryAlgorithms
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public enum DirectSearchType
Members| Member name | Value | Description | |
|---|---|---|---|
| CrossEntropy | 100 | The cross-entropy loss function. | |
| CMSA | 101 | See the "Covariance Matrix Adaptation Revisited: The CMSA Evolution Strategy" paper. | |
| VDCMA | 102 | See the "Comparison-Based Natural Gradient Optimization in High Dimension" paper. | |
| SimplexDownhill | 103 | The Nelder-Mead Simplex Downhill Method (https://en.wikipedia.org/wiki/Nelder%E2%80%93Mead_method). |
See Also