Commit graph

108 commits

Author SHA1 Message Date
Johann Dreo
272342bc16 Abstract base class for wrapping an estimator and a sampler as an eoTransform 2013-06-13 14:44:02 +02:00
Johann Dreo
74a92bfd6b Include edoTrasform in <edo> 2013-04-29 16:05:28 +02:00
Johann Dreo
3067f3f8e4 Refactor edoBinomialMulti to allow more complex data structures
Refactor distribution, sampler and estimator related to the multi-binomial distribution.
This introduce tomic methods which may be overloaded for data structures more complex than eoReal of vector of bool (the
default implentation).
2013-04-18 10:11:32 +02:00
b06250dc39 Add multi-Binomial distrib operators in EDO
So as to model vector<vector<bool>> individuals with 2D binomial distributions (as Eigen matrix).
2013-03-07 20:33:09 +01:00
fb4ffd2954 more generic edo*Binomial* code 2013-03-07 20:32:21 +01:00
40a519f6d7 Add Binomial operators to EDO 2013-03-07 10:29:40 +01:00
canape
a3c6c8c16e regression: local/local 2013-01-02 11:47:17 +01:00
Johann Dreo
0829afceb9 fix build system: make eo/edo examples works 2012-10-07 18:38:41 +02:00
Johann Dreo
8a81bd2191 update the build system: only basic build works 2012-10-06 01:08:59 +02:00
Johann Dreo
6eff32254e bugfix: test if the empty index dispatcher warning log should be displayed 2012-10-02 17:22:19 +02:00
Johann Dreo
7e5c61cc43 Merge /home/nojhan/code/eodev 2012-09-18 16:57:16 +02:00
Johann Dreo
2c2e9d0ca3 better variance computation, use Knuth online robust algorithm, add a test for variance computation 2012-09-18 16:56:38 +02:00
Johann Dreo
e331e74e46 Set the mean of adaptive normal distrib with an EOT
edoNormalAdaptive is using Eigen3 vectors internally, but the user is most
probably using his own EO type. This patch adds a way to change the mean with
an EOT instead of an Eigen3 vector.
2012-09-06 12:09:12 +02:00
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