Novacta.Analytics Documentation
Continuous
Provides the smoothing of the updated sampling parameter
of a SystemPerformanceOptimizer
executing in this context.
Definition
Namespace: Novacta.Analytics.Advanced
Assembly: Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.1.0+428f3840cfab98dda567bb0ed350b302533e273a
Assembly: Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.1.0+428f3840cfab98dda567bb0ed350b302533e273a
C#
protected override void SmoothParameter(
LinkedList<DoubleMatrix> parameters
)VB
Protected Overrides Sub SmoothParameter (
parameters As LinkedList(Of DoubleMatrix)
)C++
protected:
virtual void SmoothParameter(
LinkedList<DoubleMatrix^>^ parameters
) overrideF#
abstract SmoothParameter :
parameters : LinkedList<DoubleMatrix> -> unit
override SmoothParameter :
parameters : LinkedList<DoubleMatrix> -> unit Parameters
- parameters LinkedListDoubleMatrix
- The sampling parameters applied in previous iterations by a SystemPerformanceOptimizer executing in this context.
Remarks
In a ContinuousOptimizationContext,
the sampling parameter
is smoothed applying the following formulas
(See Rubinstein and Kroese,
Remark 5.2, p. 189[1]):
where 
,
and
with 
and 
a positive integer.
Bibliography
[1] Rubinstein, R.Y. and Kroese, D.P., The Cross-Entropy Method, A unified Approach to Combinatorial Optimization, Monte-Carlo Simulation, and Machine Learning, Springer, New York. (2004)