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CategoricalEntailmentEnsembleOptimizationContext Constructor

Initializes a new instance of the CategoricalEntailmentEnsembleOptimizationContext class aimed to train an ensemble of categorical entailments by optimizing the specified objective function, with the given range of iterations, and probability smoothing coefficient.

Namespace:  Novacta.Analytics.Advanced
Assembly:  Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.0.0
Syntax
public CategoricalEntailmentEnsembleOptimizationContext(
	Func<DoubleMatrix, double> objectiveFunction,
	List<int> featureCategoryCounts,
	int numberOfResponseCategories,
	int numberOfCategoricalEntailments,
	bool allowEntailmentPartialTruthValues,
	double probabilitySmoothingCoefficient,
	OptimizationGoal optimizationGoal,
	int minimumNumberOfIterations,
	int maximumNumberOfIterations
)

Parameters

objectiveFunction
Type: SystemFuncDoubleMatrix, Double
The function to be optimized.
featureCategoryCounts
Type: System.Collections.GenericListInt32
A list whose length equals the number of features on which are based the premises of the categorical entailments to be searched. At a given position, the list stores the number of categories in the corresponding feature variable.
numberOfResponseCategories
Type: SystemInt32
The number of categories in the feature variable about which is defined the conclusions of the categorical entailments to be searched.
numberOfCategoricalEntailments
Type: SystemInt32
The number of categorical entailments to be selected.
allowEntailmentPartialTruthValues
Type: SystemBoolean
If set to true signals that the truth value of a sampled categorical entailment must be equal to the homogeneity of the probability distribution from which its conclusion has been drawn. Otherwise, the truth value is unity.
probabilitySmoothingCoefficient
Type: SystemDouble
A coefficient to define the smoothing scheme for the probabilities of the Cross-Entropy parameters exploited by this context.
optimizationGoal
Type: Novacta.Analytics.AdvancedOptimizationGoal
A constant to specify if the function must be minimized or maximized.
minimumNumberOfIterations
Type: SystemInt32
The minimum number of iterations required by this context.
maximumNumberOfIterations
Type: SystemInt32
The maximum number of iterations allowed by this context.
Exceptions
ExceptionCondition
ArgumentNullExceptionobjectiveFunction is null.
-or-
featureCategoryCounts is null.
ArgumentExceptionoptimizationGoal is not a field of OptimizationGoal.
-or-
minimumNumberOfIterations is greater than maximumNumberOfIterations.
ArgumentOutOfRangeExceptionprobabilitySmoothingCoefficient is not in the open interval between 0 and 1.
-or-
featureCategoryCounts is empty.
-or-
featureCategoryCounts has negative or zero entries.
-or-
numberOfCategoricalEntailments is not positive.
-or-
minimumNumberOfIterations is not positive.
-or-
maximumNumberOfIterations is not positive.
Remarks

It is assumed that the objectiveFunction will accept row vectors as valid representations of an argument.

As discussed by Rubinstein and Kroese, Remark 5.2, p. 189[1] , typical values for probabilitySmoothingCoefficient are between .7 and 1 (excluded).

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)
See Also