pulsatrix::CMAES Class Reference

RNG-driven ask-tell wrapper: caches the z-samples an Ask() call draws so a matching Tell() call can reuse them without the caller needing to track them. More...

#include <cma_es.hpp>

Public Member Functions
	CMAES (std::vector< double > initial_mean, double initial_sigma, size_t lambda, double step_size_learning_rate=0.3, double scale_learning_rate=0.3)
template<typename RNG >
std::vector< std::vector< double > >	Ask (RNG &rng)
	Draws lambda fresh offspring from the current state, caching the standard- normal samples used for the next Tell() call.
void	Tell (const std::vector< std::vector< double > > &offspring, const std::vector< double > &fitness)
	Updates the internal state from the most recent Ask() call's offspring and their fitness values (maximization convention).
const std::vector< double > &	mean () const
double	sigma () const
const std::vector< double > &	variances () const

Detailed Description

RNG-driven ask-tell wrapper: caches the z-samples an Ask() call draws so a matching Tell() call can reuse them without the caller needing to track them.

Constructor & Destructor Documentation

CMAES()

pulsatrix::CMAES::CMAES ( std::vector< double >  initial_mean, double  initial_sigma, size_t  lambda, double  step_size_learning_rate = 0.3, double  scale_learning_rate = 0.3  )

inline

Exceptions

std::invalid_argument

if initial_mean is empty, initial_sigma <= 0, or lambda < 2.

Member Function Documentation

Ask()

template<typename RNG >

std::vector< std::vector< double > > pulsatrix::CMAES::Ask ( RNG &  rng )

inline

Draws lambda fresh offspring from the current state, caching the standard- normal samples used for the next Tell() call.

mean()

const std::vector< double > & pulsatrix::CMAES::mean ( ) const

inline

sigma()

double pulsatrix::CMAES::sigma ( ) const

inline

Tell()

void pulsatrix::CMAES::Tell ( const std::vector< std::vector< double > > &  offspring, const std::vector< double > &  fitness  )

inline

Updates the internal state from the most recent Ask() call's offspring and their fitness values (maximization convention).

Exceptions

std::invalid_argument

if Ask() was never called, or offspring/fitness don't match the cached sample count – see TellGivenSamples.

variances()

const std::vector< double > & pulsatrix::CMAES::variances ( ) const

inline

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The documentation for this class was generated from the following file:

• include/pulsatrix/cma_es.hpp