Covariance Matrix Adaptation Evolutionary Strategy (CMAES) More...

#include <cmaes.h>

Inheritance diagram for pagmo::algorithm::cmaes:

Public Member Functions
	cmaes (int gen=500, double cc=-1, double cs=-1, double c1=-1, double cmu=-1, double sigma0=0.5, double ftol=1e-6, double xtol=1e-6, bool memory=true)
	Constructor. More...

base_ptr	clone () const
	Clone method.

void	evolve (population &) const
	Evolve implementation. More...

std::string	get_name () const
	Algorithm name.

void	set_gen (const int gen)
	Setter for m_gen.

int	get_gen () const
	Getter for m_gen.

void	set_cc (const double p)
	Setter for m_cc.

double	get_cc () const
	Getter for m_cc.

void	set_cs (const double p)
	Setter for m_cs.

double	get_cs () const
	Getter for m_cs.

void	set_c1 (const double p)
	Setter for m_c1.

double	get_c1 () const
	Getter for m_c1.

void	set_cmu (const double p)
	Setter for m_cmu.

double	get_cmu () const
	Getter for m_cmu.

void	set_sigma (const double p)
	Setter for m_sigma.

double	get_sigma () const
	Getter for m_sigma.

void	set_xtol (const double p)
	Setter for m_xtol.

double	get_xtol () const
	Getter for m_xtol.

void	set_ftol (const double p)
	Setter for m_ftol.

double	get_ftol () const
	Getter for m_ftol.

Public Member Functions inherited from pagmo::algorithm::base
	base ()
	Default constructor. More...

virtual	~base ()
	Trivial destructor. More...

std::string	human_readable () const
	Return human readable representation of the algorithm. More...

void	set_screen_output (const bool p)
	Setter-Getter for protected m_screen_output data. More...

bool	get_screen_output () const
	Gets screen output. More...

void	reset_rngs (const unsigned int) const
	Resets the seed of the internal rngs using a user-provided seed. More...

Protected Member Functions
std::string	human_readable_extra () const
	Extra human readable algorithm info. More...

Friends
class	boost::serialization::access

Additional Inherited Members
Protected Attributes inherited from pagmo::algorithm::base
bool	m_screen_output
	Indicates to the derived class whether to print stuff on screen.

rng_double	m_drng
	Random number generator for double-precision floating point values.

rng_uint32	m_urng
	Random number generator for unsigned integer values.

unsigned int	m_fevals
	A counter for the number of function evaluations.

Detailed Description

Covariance Matrix Adaptation Evolutionary Strategy (CMAES)

Definition at line 48 of file cmaes.h.

Constructor & Destructor Documentation

pagmo::algorithm::cmaes::cmaes	(	int	gen = `500`,
		double	cc = `-1`,
		double	cs = `-1`,
		double	c1 = `-1`,
		double	cmu = `-1`,
		double	sigma0 = `0.5`,
		double	ftol = `1e-6`,
		double	xtol = `1e-6`,
		bool	memory = `true`
	)

Constructor.

Allows to specify in detail all the parameters of the algorithm.

Parameters

[in]	gen	number of generations
[in]	cc	time constant for C cumulation (in [0,1]) if -1 automatic values are set
[in]	cs	time constant for sigma cumulation (in [0,1]) if -1 automatic values are set
[in]	c1	learning rate for rank-1 update (in [0,1]) if -1 automatic values are set
[in]	cmu	learning rate for rank-mu update (in [0,1]) if -1 automatic values are set
[in]	sigma0	starting step (std)
[in]	ftol	stopping criteria on the x tolerance
[in]	xtol	stopping criteria on the f tolerance
[in]	memory	when true the algorithm preserves its memory of the parameter adaptation (C, p etc ....) at each call

Exceptions

value_error if cc,cs,c1,cmu are not in [0,1] or not -1

Definition at line 62 of file cmaes.cpp.

Member Function Documentation

void pagmo::algorithm::cmaes::evolve ( population & pop ) const

virtual

Evolve implementation.

Run CMAES

Parameters

[in,out] pop input/output pagmo::population to be evolved.

Implements pagmo::algorithm::base.

Definition at line 123 of file cmaes.cpp.

std::string pagmo::algorithm::cmaes::human_readable_extra ( ) const

protectedvirtual

Extra human readable algorithm info.

Will return a formatted string displaying the parameters of the algorithm.

Reimplemented from pagmo::algorithm::base.

Definition at line 499 of file cmaes.cpp.

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

Public Member Functions

Protected Member Functions

Friends

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation