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Author SHA1 Message Date
Johann Dreo
8120116c1b Factorize algorithms code in a hierarchy of classes 
CMAES-like algorithm (edoAlgoAdaptive) main loop work on an extern distribution passed as a reference, which is updated at each iteration
EDA-like algorithm (edoAlgoStateless) work on an intern distribution, that is replaced at each iteration

edoAlgoStateless inherits from edoAlgoAdaptive, and embed a default member on which the work is done.
 2012-07-18 10:41:17 +02:00
Johann Dreo
ae1d88f530 remove FIXMEs and write more comments 2012-07-17 18:35:46 +02:00
Johann Dreo
5e31fa3020 factorize edoEDA into edoAdaptiveAlgo, use it for both EDA and CMAES applications 2012-07-17 18:24:04 +02:00
Johann Dreo
1317f3b25a bugfix: bad assert api to eigen 2012-07-17 18:23:22 +02:00
Johann Dreo
0f73b7633a empty constructors for distributions, that defaults to 1 dimension 2012-07-17 18:12:30 +02:00
Johann Dreo
948903ac18 bugfix: missing files for cmaes, renamed edoCMAES to AdaptiveAlgo for further refactorization 2012-07-17 18:11:16 +02:00
Johann Dreo
251c5b94e6 bugfix include missing header 2012-07-17 17:54:25 +02:00
Johann Dreo
6b48ec2108 Merge branch 'master' into cmaes 2012-07-17 17:40:13 +02:00
Johann Dreo
782914395b small typo 2012-07-17 17:36:22 +02:00
Johann Dreo
25f0ab782b move rank mu selection in its own file 2012-07-17 17:36:11 +02:00
Johann Dreo
1f4a421dbd simpler cmaes demo, without hazardous file dumping 2012-07-17 17:03:40 +02:00
Caner Candan
bd243c9455 Merge branch 'master' of ssh://eodev.git.sourceforge.net/gitroot/eodev/eodev 2012-07-17 11:43:58 +02:00
Caner Candan
3cdde2498c * eoEvalUserTimeThrowException.h: gcc regression fixed 2012-07-17 11:42:49 +02:00
Johann Dreo
018107544b update the NEWS 2012-07-16 14:46:27 +02:00
Loïc Jean David Arjanen
6cb15cfecf bugfix: Windows compatibility of 'apply' and 'eoEvalUserTimeThrowException' 2012-07-16 14:21:06 +02:00
Johann Dreo
1735660ffe use rank mu selector ; bugfix estimator's linear algebra : mu is useless in estimator ; arx = pop^T ; store D as a diagonal ; cwise prod for covar recomposition ; more asserts 2012-07-13 14:58:27 +02:00
Johann Dreo
16f97144b3 adaptive operators that compiles (but still not work) 2012-07-12 11:27:41 +02:00
Johann Dreo
c3e4f13ffd template< class… to template< typename… 2012-07-12 11:27:10 +02:00
Johann Dreo
4b4e6d065c include adaptive operators ; deactivate EDASA 2012-07-12 11:26:21 +02:00
Johann Dreo
defa972e09 typedef EOT -> EOType 2012-07-12 11:25:34 +02:00
Johann Dreo
546f24295e use adaptive operators to implement CMA-ES 2012-07-12 11:25:07 +02:00
Johann Dreo
fc66eb4fd7 adaptive sampler for cmaes 2012-07-11 13:49:37 +02:00
Johann Dreo
877937f7fc adaptive distribution for cmaes 2012-07-11 13:49:23 +02:00
Johann Dreo
8f736191c0 correct relative include path for edoStatNormalMulti 2012-07-11 13:45:56 +02:00
Johann Dreo
6b5288f195 build with boost by default 2012-07-11 13:44:43 +02:00
Johann Dreo
7ac6662090 Merge branch 'cmaes' 2012-07-10 15:39:20 +02:00
Johann Dreo
394c9fc7cd oups, forgot to remove a stupid debug assertion 2012-07-10 15:38:55 +02:00
Johann Dreo
144eb30bf9 NEWS file for EDO 2012-07-10 15:36:02 +02:00
Johann Dreo
76228adc89 the readme talks about eda rather than eda_sa, less simple 2012-07-10 15:35:40 +02:00
Johann Dreo
4d6f59fae8 set EDO version number to 0.1 2012-07-10 15:25:14 +02:00
Johann Dreo
6cdf848f26 BUGFIX end solution initialization in the Normal Eigen sampler ; much more asserts 2012-07-10 15:19:55 +02:00
Johann Dreo
c663ad9230 move parser makers to show all help and use explicit dimension_size in bounder init app/eda 2012-07-10 15:18:31 +02:00
nojhan
012d81f7e0 clean old useless comments 2012-07-10 14:11:22 +02:00
nojhan
487a76c863 use types from the distribution 2012-07-10 14:09:57 +02:00
nojhan
b0cbdf41ba correct vector initialization within Eigen implemetation; delete useless asserts 2012-07-10 14:09:10 +02:00
nojhan
f405973736 use Eigen defaults column major store order 2012-07-10 14:07:34 +02:00
nojhan
2c0638aa8f correct template typedef for NormalMulti* classes 2012-07-10 12:04:25 +02:00
nojhan
c0be5c9700 no need of a eigen test 2012-07-10 12:02:40 +02:00
nojhan
f8bae61095 use row major everywhere with Eigen 2012-07-09 22:58:55 +02:00
nojhan
f0564c233e test support for Eigen implementations 2012-07-09 22:37:40 +02:00
nojhan
661ef08e44 working multi-normal sampler with eigen 
Diagonal matrix are intermediate type, implicit conversion to matrix is needed.
 2012-07-09 22:36:41 +02:00
nojhan
f3e1562a14 add the Eigen library implementations of normal distributions computations 2012-07-09 18:47:35 +02:00
nojhan
3eefe9cd25 deactivate eda_sa for the moment 2012-07-09 18:46:48 +02:00
nojhan
766ac33c5a conditional build scripts with boost xor eigen 2012-07-09 16:26:19 +02:00
nojhan
42be24628e Merge branch 'master' into cmaes 2012-07-09 11:32:13 +02:00
nojhan
2d19ff4e6d prepare CMA-ES from the EDA example 2012-07-09 11:31:34 +02:00
nojhan
da4a7489f3 bugfix build: build applications, correct prototype for EDA 2012-07-09 11:29:48 +02:00
nojhan
51632cf856 add an assert to check if parents size <= offspring size when using eoCommaReplacement 
This may be more explicit than the exception thrown in eoTruncate.
 2012-07-06 21:40:28 +02:00
nojhan
5827444774 Comment out deprecated stuff and fix corresponding tests 
This may break your code if you did not pay attention to warnings in the previous release, the old code is still here in
case you want to understand what's going on.
 2012-07-06 20:48:18 +02:00
Joost
b01c7ac0f0 include omp.h only if _OPENMP is defined 2012-07-06 20:33:58 +02:00