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CrossEntropyContextUpdateParameter Method

Updates the sampling parameter attending the generation of the sample in the next iteration of a CrossEntropyProgram executing in this context.

Namespace:  Novacta.Analytics.Advanced
Assembly:  Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.0.0
Syntax
protected abstract DoubleMatrix UpdateParameter(
	LinkedList<DoubleMatrix> parameters,
	DoubleMatrix eliteSample
)

Parameters

parameters
Type: System.Collections.GenericLinkedListDoubleMatrix
The sampling parameters applied by the program in previous iterations.
eliteSample
Type: Novacta.AnalyticsDoubleMatrix
The elite sample drawn in the current iteration.

Return Value

Type: DoubleMatrix
The sampling parameter attending the generation of the sample in the next iteration.
Remarks

Method UpdateParameter is expected to update the parameter of the random mechanism attending the generation of the sample in the next iteration of the program.

See Also