Click or drag to resize

Novacta.Analytics.Advanced Namespace

This namespace provides types to support advanced computing scenarios in which algorithms must be specialized by the user.
Classes
  ClassDescription
Public classBasis
Represents a basis for finite dimensional real vector spaces.
Public classCategoricalEntailmentEnsembleOptimizationContext
Represents a Cross-Entropy context supporting the optimization of objective functions whose arguments are collections of CategoricalEntailment instances.
Public classCloud
Represents a collection of weighted multi-dimensional points, whose coordinates are taken with respect to a given basis.
Public classCode exampleCombinationOptimizationContext
Represents a Cross-Entropy context supporting the optimization of objective functions whose arguments are the combinations having the specified size available from a given set of items.
Public classCode exampleContinuousOptimizationContext
Represents a Cross-Entropy context in which a continuous function is minimized or maximized.
Public classCrossEntropyContext
A Cross-Entropy context. This object is used to implement the varying steps of a CrossEntropyProgram.
Public classCrossEntropyProgram
Provides the abstract base class for algorithms implementing the Cross-Entropy method.
Public classCrossEntropyResults
Represents the results of the execution of a CrossEntropyProgram.
Public classCode examplePartitionOptimizationContext
Represents a Cross-Entropy context supporting the optimization of objective functions whose arguments are specific partitions of a given finite set of items.
Public classCode exampleRareEventProbabilityEstimationContext
Represents a Cross-Entropy context in which the estimation of a rare event probability is obtained by exploiting a RareEventProbabilityEstimator instance.
Public classRareEventProbabilityEstimationResults
Represents the results of the execution of a Cross-Entropy program represented by a RareEventProbabilityEstimator instance.
Public classRareEventProbabilityEstimator
Represents a Cross-Entropy program designed to provide the estimation of rare event probabilities.
Public classCode exampleSingularValueDecomposition
Provides methods to compute the Singular Value Decomposition of a matrix.
Public classSpectralDecomposition
Provides methods to compute the Spectral Decomposition of symmetric real or Hermitian complex matrices.
Public classCode exampleSystemPerformanceOptimizationContext
Represents a Cross-Entropy context in which the optimization of the performance of a system is obtained by exploiting a SystemPerformanceOptimizer instance.
Public classSystemPerformanceOptimizationResults
Represents the results of the execution of a Cross-Entropy program represented by a SystemPerformanceOptimizer instance.
Public classSystemPerformanceOptimizer
Represents a Cross-Entropy program designed to provide the optimization of a system's performance.
Enumerations
  EnumerationDescription
Public enumerationEliteSampleDefinition
Contains constants for controlling if the elite sample points of a Cross-Entropy context must be defined as those corresponding to the lowest or highest performances of the system under study.
Public enumerationOptimizationGoal
Contains constants specifying if an objective function must be minimized or maximized.
Public enumerationRareEventPerformanceBoundedness
Contains constants for controlling if the rare event whose probability must be evaluated by a Cross-Entropy estimator includes states of the system under study whose performances are upper or lower bounded.
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)