CMA Class Reference

Implements the most recent version of the non-elitist CMA-ES. More...

#include <CMA.h>

List of all members.

Public Types

enum RecombType { equal, linear, superlinear }

enum UpdateType { rankone, rankmu }

Public Member Functions

CMA ()

virtual ~CMA ()

void init (unsigned dimension, std::vector< double > var, double _sigma, Population &p, RecombType recomb=superlinear, UpdateType cupdate=rankmu)

void init (unsigned dimension, double _sigma, Population &p, RecombType recomb=superlinear, UpdateType cupdate=rankmu)

void cog (ChromosomeT< double > &a, Population &p, unsigned c=0) const

calculate weighted mean for intermediate recombination

void create (Individual &o)

mutation after global intermediate recombination

void updateStrategyParameters (Population &p, double lowerBound=.0)

do the update of the covariance matrix and the global step size

double getSigma () const

get global setp size $\sigma$

void setSigma (double x)

set global setp size $\sigma$

void setChi_n (double x)

set different approximation for expectation of $\chi_n$ distribution

double getCondition () const

get condition number of covariance matrix

const Array< double > & getC () const

get covariance matrix

const Array< double > & getLambda () const

get eigenvalues of covariance matrix

Static Public Member Functions

static unsigned suggestLambda (unsigned dimension)

static unsigned suggestMu (unsigned lambda, RecombType recomb=superlinear)

Protected Attributes

unsigned n

double sigma

double chi_n

double cc

double cs

double csu

double ccu

double ccov

double d

double mueff

double mucov

ChromosomeT< double > x

ChromosomeT< double > xPrime

ChromosomeT< double > meanz

Array< double > z

Array< double > pc

Array< double > ps

Array< double > C

Array< double > Z

Array< double > lambda

Array< double > B

Array< double > w

Array< double > theVector

Detailed Description

Implements the most recent version of the non-elitist CMA-ES.

Definition at line 59 of file CMA.h.

Member Enumeration Documentation

enum CMA::RecombType

Enumerator:

equal
linear
superlinear

Definition at line 68 of file CMA.h.

enum CMA::UpdateType

Enumerator:

rankone
rankmu

Definition at line 69 of file CMA.h.

Constructor & Destructor Documentation

CMA::CMA ( ) [inline]

Definition at line 62 of file CMA.h.

virtual CMA::~CMA ( ) [inline, virtual]

Definition at line 65 of file CMA.h.

Member Function Documentation

void CMA::cog	(	ChromosomeT< double > &	a,
		Population &	p,
		unsigned	c = `0`
	)			const

calculate weighted mean for intermediate recombination

Definition at line 160 of file CMA.cpp.

References n, Population::size(), and w.

Referenced by init(), and updateStrategyParameters().

void CMA::create ( Individual & o )

mutation after global intermediate recombination

Definition at line 173 of file CMA.cpp.

References B, lambda, n, sigma, x, and z.

Referenced by CMASearch::run().

const Array< double > & CMA::getC ( ) const

get covariance matrix

Definition at line 272 of file CMA.cpp.

References C.

double CMA::getCondition ( ) const

get condition number of covariance matrix

Definition at line 265 of file CMA.cpp.

References lambda, and n.

const Array< double > & CMA::getLambda ( ) const

get eigenvalues of covariance matrix

Definition at line 279 of file CMA.cpp.

References lambda.

double CMA::getSigma ( ) const

get global setp size $\sigma$

Definition at line 244 of file CMA.cpp.

References sigma.

void CMA::init	(	unsigned	dimension,
		double	_sigma,
		Population &	p,
		RecombType	recomb = `superlinear`,
		UpdateType	cupdate = `rankmu`
	)

Definition at line 149 of file CMA.cpp.

References init().

void CMA::init	(	unsigned	dimension,
		std::vector< double >	var,
		double	_sigma,
		Population &	p,
		RecombType	recomb = `superlinear`,
		UpdateType	cupdate = `rankmu`
	)

Definition at line 70 of file CMA.cpp.

References B, C, cc, ccov, ccu, chi_n, cog(), cs, csu, d, equal, lambda, linear, meanz, mucov, mueff, n, pc, ps, rankone, ChromosomeT_base< T >::resize(), sigma, Population::size(), superlinear, theVector, w, x, xPrime, Z, and z.

Referenced by CMASearch::init(), and init().

void CMA::setChi_n ( double x )

set different approximation for expectation of $\chi_n$ distribution

Definition at line 258 of file CMA.cpp.

References chi_n.

void CMA::setSigma ( double x )

set global setp size $\sigma$

Definition at line 251 of file CMA.cpp.

References sigma.

unsigned CMA::suggestLambda ( unsigned dimension ) [static]

Definition at line 56 of file CMA.cpp.

References lambda.

Referenced by CMASearch::init().

unsigned CMA::suggestMu	(	unsigned	lambda,
		RecombType	recomb = `superlinear`
	)			`[static]`

Definition at line 65 of file CMA.cpp.

References equal.

Referenced by CMASearch::init().

void CMA::updateStrategyParameters	(	Population &	p,
		double	lowerBound = `.0`
	)

do the update of the covariance matrix and the global step size

Definition at line 194 of file CMA.cpp.

References B, C, cc, ccov, ccu, chi_n, cog(), cs, csu, d, lambda, meanz, mucov, mueff, n, pc, ps, sigma, Population::size(), theVector, w, x, xPrime, and Z.

Referenced by CMASearch::run().

Member Data Documentation

Array<double> CMA::B [protected]

Definition at line 125 of file CMA.h.

Referenced by create(), init(), and updateStrategyParameters().

Array<double> CMA::C [protected]

Definition at line 122 of file CMA.h.

Referenced by getC(), init(), and updateStrategyParameters().

double CMA::cc [protected]

Definition at line 106 of file CMA.h.

Referenced by init(), and updateStrategyParameters().

double CMA::ccov [protected]

Definition at line 110 of file CMA.h.

Referenced by init(), and updateStrategyParameters().

double CMA::ccu [protected]

Definition at line 109 of file CMA.h.

Referenced by init(), and updateStrategyParameters().

double CMA::chi_n [protected]

Definition at line 105 of file CMA.h.

Referenced by init(), setChi_n(), and updateStrategyParameters().

double CMA::cs [protected]

Definition at line 107 of file CMA.h.

Referenced by init(), and updateStrategyParameters().

double CMA::csu [protected]

Definition at line 108 of file CMA.h.

Referenced by init(), and updateStrategyParameters().

double CMA::d [protected]

Definition at line 111 of file CMA.h.

Referenced by init(), and updateStrategyParameters().

Array<double> CMA::lambda [protected]

Definition at line 124 of file CMA.h.

Referenced by create(), getCondition(), getLambda(), init(), suggestLambda(), and updateStrategyParameters().

ChromosomeT<double> CMA::meanz [protected]

Definition at line 117 of file CMA.h.

Referenced by init(), and updateStrategyParameters().

double CMA::mucov [protected]

Definition at line 113 of file CMA.h.

Referenced by init(), and updateStrategyParameters().

double CMA::mueff [protected]

Definition at line 112 of file CMA.h.

Referenced by init(), and updateStrategyParameters().

unsigned CMA::n [protected]

Definition at line 103 of file CMA.h.

Referenced by cog(), create(), getCondition(), init(), and updateStrategyParameters().

Array<double> CMA::pc [protected]

Definition at line 120 of file CMA.h.

Referenced by init(), and updateStrategyParameters().

Array<double> CMA::ps [protected]

Definition at line 121 of file CMA.h.

Referenced by init(), and updateStrategyParameters().

double CMA::sigma [protected]

Definition at line 104 of file CMA.h.

Referenced by create(), getSigma(), init(), setSigma(), and updateStrategyParameters().

Array<double> CMA::theVector [protected]

Definition at line 127 of file CMA.h.

Referenced by init(), and updateStrategyParameters().

Array<double> CMA::w [protected]

Definition at line 126 of file CMA.h.

Referenced by cog(), init(), and updateStrategyParameters().

ChromosomeT<double> CMA::x [protected]

Definition at line 115 of file CMA.h.

Referenced by create(), init(), and updateStrategyParameters().

ChromosomeT<double> CMA::xPrime [protected]

Definition at line 116 of file CMA.h.

Referenced by init(), and updateStrategyParameters().

Array<double> CMA::Z [protected]

Definition at line 123 of file CMA.h.

Referenced by init(), and updateStrategyParameters().

Array<double> CMA::z [protected]

Definition at line 119 of file CMA.h.

Referenced by create(), and init().

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


Public Types
enum	RecombType { equal, linear, superlinear }
enum	UpdateType { rankone, rankmu }
Public Member Functions
	CMA ()
virtual	~CMA ()
void	init (unsigned dimension, std::vector< double > var, double _sigma, Population &p, RecombType recomb=superlinear, UpdateType cupdate=rankmu)
void	init (unsigned dimension, double _sigma, Population &p, RecombType recomb=superlinear, UpdateType cupdate=rankmu)
void	cog (ChromosomeT< double > &a, Population &p, unsigned c=0) const
	calculate weighted mean for intermediate recombination
void	create (Individual &o)
	mutation after global intermediate recombination
void	updateStrategyParameters (Population &p, double lowerBound=.0)
	do the update of the covariance matrix and the global step size
double	getSigma () const
	get global setp size $\sigma$
void	setSigma (double x)
	set global setp size $\sigma$
void	setChi_n (double x)
	set different approximation for expectation of $\chi_n$ distribution
double	getCondition () const
	get condition number of covariance matrix
const Array< double > &	getC () const
	get covariance matrix
const Array< double > &	getLambda () const
	get eigenvalues of covariance matrix
Static Public Member Functions
static unsigned	suggestLambda (unsigned dimension)
static unsigned	suggestMu (unsigned lambda, RecombType recomb=superlinear)
Protected Attributes
unsigned	n
double	sigma
double	chi_n
double	cc
double	cs
double	csu
double	ccu
double	ccov
double	d
double	mueff
double	mucov
ChromosomeT< double >	x
ChromosomeT< double >	xPrime
ChromosomeT< double >	meanz
Array< double >	z
Array< double >	pc
Array< double >	ps
Array< double >	C
Array< double >	Z
Array< double >	lambda
Array< double >	B
Array< double >	w
Array< double >	theVector