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95 commits

Author SHA1 Message Date
Johann Dreo
2d1856938d Merge /home/nojhan/mnt/alevol/eo into pre-release-1.3.0 2012-07-24 11:07:29 +02:00
Johann Dreo
6ec19ebd51 explicit template definition for multinormal estimator 2012-07-20 10:33:48 +02:00
Johann Dreo
7fed1ebf51 massive documentation update 2012-07-19 17:23:41 +02:00
Pierre Savéant
864fa0cf33 add empty constructor for edoNormalMono 2012-07-18 17:28:25 +02:00
Pierre Savéant
1d41c79c1a manual merge from cmaes 2012-07-18 14:53:08 +02:00
Johann Dreo
b4da9edf40 do not use a temporary default distrib in stateless algorithm, instanciate within base class constructor 2012-07-18 14:01:49 +02:00
Johann Dreo
f5afa694bc basic comments for adaptive normal operators 2012-07-18 13:41:43 +02:00
Pierre Savéant
7a47fd55b9 remove mo package dependency 2012-07-18 11:50:29 +02:00
Johann Dreo
388358bc5c get rid of the useless temporary members and directly delete the adress of the referenced distrib 2012-07-18 11:43:59 +02:00
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
nojhan
09d08bf043 Merge branch 'master' of ssh://localhost:8479/gitroot/eodev/eodev 2012-07-13 15:35:02 +02:00
nojhan
4755ce0c47 do not include EDA SA 2012-07-13 15:34:45 +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
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
394c9fc7cd oups, forgot to remove a stupid debug assertion 2012-07-10 15:38:55 +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
nojhan
012d81f7e0 clean old useless comments 2012-07-10 14:11:22 +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
f8bae61095 use row major everywhere with Eigen 2012-07-09 22:58:55 +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
766ac33c5a conditional build scripts with boost xor eigen 2012-07-09 16:26:19 +02:00
Caner Candan
6051ccb274 edoNormalMulti.h: added missing license header 2012-06-14 01:50:16 +02:00
nojhan
426c3584be remove warning about unused variable 'size' in edoSampler 2012-02-10 10:01:15 +01:00
nojhan
10a5712594 replace the assert on empty index in the dispatcher by a warning 2012-01-12 17:47:55 +01:00
nojhan
d10325d1ad bypass repairer calls if the index list is empty in the dispatcher 2012-01-12 16:49:50 +01:00
nojhan
ebf33d8177 bugfixes concerning the mew api 2011-12-23 16:50:51 +01:00
nojhan
4805f72a80 use the new cholesky api in edoSamplerNormalMulti 2011-12-23 16:31:35 +01:00
nojhan
fdf3549b1c Merge branch 'master' of ssh://localhost:8479/gitroot/eodev/eodev 
Conflicts:
	edo/src/edoSamplerNormalMulti.h
 2011-12-23 16:06:52 +01:00
nojhan
c4d2f8eaf9 cholesky classes are now in separate files 2011-12-23 16:05:05 +01:00
nojhan
406f2abbc8 beautifying code for Cholesky classes 2011-12-14 15:53:57 +01:00
nojhan
3b66f04fd6 refactoring Cholesky decomposition in several classes 2011-12-14 15:49:27 +01:00
nojhan
164a81a10c output pretty formated matrix in debug mode in the multi-normal sampler 2011-11-17 13:41:32 +01:00
nojhan
e09bb5551b assert that the decimals parameters of the round repairer is <= 1.0 2011-11-17 13:40:26 +01:00
nojhan
9decda0c6a cholesky factorization with rounding to zero 2011-11-15 17:10:46 +01:00
nojhan
06100a6b57 test binary now computes average errors of the differents cholesky factorization methods over random covariance matrices 2011-11-13 21:40:39 +01:00
nojhan
fe2cebc0e8 BUGFIX: factorized matrix are not symetric, cholesky factorization should process different types for covariance and decomposition + better format output for cholesky test 2011-11-12 23:44:31 +01:00