CMAEvolution Strategy Optimizer Constructor
Definition
Namespace: Numerics.NET.Optimization
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.1.0
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.1.0
Overload List
CMA | Constructs a new CMA-ES optimizer. |
CMA | Constructs a new CMA-ES optimizer. |
CMAEvolutionStrategyOptimizer
Constructs a new CMA-ES optimizer.
public CMAEvolutionStrategyOptimizer()
CMAEvolutionStrategyOptimizer(Func<Vector<Double>, Double>, Vector<Double>, Random, Double, Boolean, Boolean)
Constructs a new CMA-ES optimizer.
public CMAEvolutionStrategyOptimizer(
Func<Vector<double>, double> objectiveFunction,
Vector<double> initialGuess,
Random random = null,
double initialStepSize = 0.5,
bool useActiveCMA = false,
bool diagonalCovarianceMatrix = false
)
Parameters
- objectiveFunction Func<Vector<Double>, Double>
- The objective function to minimize.
- initialGuess Vector<Double>
- The initial point.
- random Random (Optional)
- The random number generator to use.
- initialStepSize Double (Optional)
- Initial step size.
- useActiveCMA Boolean (Optional)
- Indicates whether to use active CMA.
- diagonalCovarianceMatrix Boolean (Optional)
- Indicates whether to use a diagonal covariance matrix.