Class CMAESOptimizer.Sigma
- java.lang.Object
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- org.apache.commons.math3.optim.nonlinear.scalar.noderiv.CMAESOptimizer.Sigma
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- All Implemented Interfaces:
OptimizationData
- Enclosing class:
- CMAESOptimizer
public static class CMAESOptimizer.Sigma extends java.lang.Object implements OptimizationData
Input sigma values. They define the initial coordinate-wise standard deviations for sampling new search points around the initial guess. It is suggested to set them to the estimated distance from the initial to the desired optimum. Small values induce the search to be more local (and very small values are more likely to find a local optimum close to the initial guess). Too small values might however lead to early termination.
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Constructor Summary
Constructors Constructor Description Sigma(double[] s)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double[]
getSigma()
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Constructor Detail
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Sigma
public Sigma(double[] s) throws NotPositiveException
- Parameters:
s
- Sigma values.- Throws:
NotPositiveException
- if any of the array entries is smaller than zero.
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