SystemPerformanceOptimizationContextSmoothParameter Method

protected virtual void SmoothParameter(
	LinkedList<DoubleMatrix> parameters
)

Protected Overridable Sub SmoothParameter ( 
	parameters As LinkedList(Of DoubleMatrix)
)

protected:
virtual void SmoothParameter(
	LinkedList<DoubleMatrix^>^ parameters
)

abstract SmoothParameter : 
        parameters : LinkedList<DoubleMatrix> -> unit 
override SmoothParameter : 
        parameters : LinkedList<DoubleMatrix> -> unit 

Parameters

parameters

Type: System.Collections.GenericLinkedListDoubleMatrix
The sampling parameters applied in previous iterations by a SystemPerformanceOptimizer executing in this context.

Especially when a sampling parameter consists of probabilities, a SystemPerformanceOptimizer could converge to a wrong solution if such parameter is updated without applying a smoothing scheme, so preventing the probabilities to reach or values too quickly, in the early iterations of the program.

Let the reference parameter exploited in the last iteration, and let the previous one. By default, this method applies the following smoothing scheme:



where .

Method SmoothParameter is called by OnExecutedIteration(Int32, DoubleMatrix, LinkedListDouble, LinkedListDoubleMatrix).

In the following example, a new context class is derived from SystemPerformanceOptimizationContext that needs to override method SmoothParameter(LinkedListDoubleMatrix).

class DerivedContext : SystemPerformanceOptimizationContext
{
    public override void SmoothParameter(
        LinkedList<DoubleMatrix> parameters)
    {
        Console.WriteLine("In SmoothParameter.");

        double alpha = .7;

        if (parameters.Count > 1)
        {
            DoubleMatrix currentParameter = parameters.Last.Value;
            DoubleMatrix previousParameter = parameters.Last.Previous.Value;

            parameters.RemoveLast();
            parameters.AddLast(
                alpha * currentParameter + (1.0 - alpha) * previousParameter);
        }
    }

    // Additional code here. 
}

Reference