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PartitionOptimizationContextSmoothParameter Method

Provides the smoothing of the updated sampling parameter of a SystemPerformanceOptimizer executing in this context.

Namespace:  Novacta.Analytics.Advanced
Assembly:  Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.0.0
Syntax
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protected override void SmoothParameter(
	LinkedList<DoubleMatrix> parameters
)

Parameters

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

In a PartitionOptimizationContext, the sampling parameter is smoothed applying the following formula (See Rubinstein and Kroese, Remark 5.2, p. 189[1] ):

LaTeX equation

where LaTeX equation.

The applied value of LaTeX equation is set at instantiation and can be returned by property ProbabilitySmoothingCoefficient.

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