CrossEntropyProgramEvaluatePerformances Method

protected DoubleMatrix EvaluatePerformances(
	CrossEntropyContext context,
	DoubleMatrix sample
)

Protected Function EvaluatePerformances ( 
	context As CrossEntropyContext,
	sample As DoubleMatrix
) As DoubleMatrix

protected:
DoubleMatrix^ EvaluatePerformances(
	CrossEntropyContext^ context, 
	DoubleMatrix^ sample
)

member EvaluatePerformances : 
        context : CrossEntropyContext * 
        sample : DoubleMatrix -> DoubleMatrix 

Parameters

context  CrossEntropyContext

The context in which the method must be executed.

sample  DoubleMatrix

The sample drawn in the current iteration.

Return Value

Method EvaluatePerformances(CrossEntropyContext, DoubleMatrix) takes the matrix returned by Sample as its second parameter, the sample matrix, while its first parameter is the context which defines the performance of a specified state, referred to as the performance function.

Since the sampled points are represented as the rows of the sample matrix, it is expected that the performance function will accept such rows as valid representations of a system's state.

The performances of the points are returned as a column vector.

Reference