Novacta.Analytics Documentation
Novacta.
This namespace provides types to support advanced computing scenarios in which algorithms must be specialized by the user.
Classes
| Basis | Represents a basis for finite dimensional real vector spaces. |
| CategoricalEntailmentEnsembleOptimizationContext | Represents a Cross-Entropy context supporting the optimization of objective functions whose arguments are collections of CategoricalEntailment instances. |
| Cloud | Represents a collection of weighted multi-dimensional points, whose coordinates are taken with respect to a given basis. |
| CombinationOptimizationContext | 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. |
| ContinuousOptimizationContext | Represents a Cross-Entropy context in which a continuous function is minimized or maximized. |
| CrossEntropyContext | A Cross-Entropy context. This object is used to implement the varying steps of a CrossEntropyProgram. |
| CrossEntropyProgram | Provides the abstract base class for algorithms implementing the Cross-Entropy method. |
| CrossEntropyResults | Represents the results of the execution of a CrossEntropyProgram. |
| PartitionOptimizationContext | Represents a Cross-Entropy context supporting the optimization of objective functions whose arguments are specific partitions of a given finite set of items. |
| RareEventProbabilityEstimationContext | Represents a Cross-Entropy context in which the estimation of a rare event probability is obtained by exploiting a RareEventProbabilityEstimator instance. |
| RareEventProbabilityEstimationResults | Represents the results of the execution of a Cross-Entropy program represented by a RareEventProbabilityEstimator instance. |
| RareEventProbabilityEstimator | Represents a Cross-Entropy program designed to provide the estimation of rare event probabilities. |
| SingularValueDecomposition | Provides methods to compute the Singular Value Decomposition of a matrix. |
| SpectralDecomposition | Provides methods to compute the Spectral Decomposition of symmetric real or Hermitian complex matrices. |
| SystemPerformanceOptimizationContext | Represents a Cross-Entropy context in which the optimization of the performance of a system is obtained by exploiting a SystemPerformanceOptimizer instance. |
| SystemPerformanceOptimizationResults | Represents the results of the execution of a Cross-Entropy program represented by a SystemPerformanceOptimizer instance. |
| SystemPerformanceOptimizer | Represents a Cross-Entropy program designed to provide the optimization of a system's performance. |
Enumerations
| EliteSampleDefinition | 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. |
| OptimizationGoal | Contains constants specifying if an objective function must be minimized or maximized. |
| RareEventPerformanceBoundedness | 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)