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143 commits

Author SHA1 Message Date
Johann Dreo
8a81bd2191 update the build system: only basic build works 2012-10-06 01:08:59 +02:00
Johann Dreo
7e4bc9f01c bugfix: remove typename in some typedef in EDO tests under Eigen3 2012-10-02 17:26:50 +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
5a8ec3c3bb more tests on variance computation 2012-09-24 14:33:09 +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
6b95172600 CMA-ES is non-monotonic, thus keep the best individual found so far with a stat; clean the code 2012-09-06 16:06:16 +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
16f2fd696d update news an version for head 2012-07-27 09:23:14 +02:00
Johann Dreo
cac8acf0c3 build with eigen by default 2012-07-24 11:47:46 +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
2d7afdcb7e edo/install.cmake-dist updated 2012-07-23 16:52:47 +02:00
Pierre Savéant
72a045a60b conflict resolved 2012-07-23 16:21:52 +02:00
Johann Dreo
16b27b4626 conflict resolved 2012-07-23 16:05:10 +02:00
Johann Dreo
9bd53e3057 edo/CMakeLists.txt updated 2012-07-23 15:05:56 +02:00
Pierre Savéant
13f4301ea2 use Eigen Library 2012-07-23 14:31:48 +02:00
Johann Dreo
6ec19ebd51 explicit template definition for multinormal estimator 2012-07-20 10:33:48 +02:00
Johann Dreo
decca0007a main doc page for EDO 2012-07-20 09:20:49 +02:00
Johann Dreo
c874147128 make doc on members 2012-07-19 21:48:40 +02:00
Johann Dreo
73e62bf08a tutorial diagrams for EDO 2012-07-19 21:45:44 +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
Johann Dreo
6b48ec2108 Merge branch 'master' into cmaes 2012-07-17 17:40:13 +02:00
Johann Dreo
1f4a421dbd simpler cmaes demo, without hazardous file dumping 2012-07-17 17:03:40 +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
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