Example usage for org.apache.commons.math3.optimization.direct CMAESOptimizer DEFAULT_MAXITERATIONS

Introduction

In this page you can find the example usage for org.apache.commons.math3.optimization.direct CMAESOptimizer DEFAULT_MAXITERATIONS.

Prototype

int DEFAULT_MAXITERATIONS

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Document

Default value for #maxIterations : .

Usage

From source file:edu.stevens.cpe.reservior.readout.CMAES.java

public double[] train(int numberWeightsToTrain) {
    this.epoch = 0;

    //Number of weights to evolve
    final double[] start = new double[numberWeightsToTrain];
    Arrays.fill(start, startValue);
    final double[] lower = new double[numberWeightsToTrain];
    Arrays.fill(lower, lowerBound);
    final double[] upper = new double[numberWeightsToTrain];
    Arrays.fill(upper, upperBound);

    //Set to 1/3 the initial search volume
    final double[] sigma = new double[numberWeightsToTrain];
    Arrays.fill(sigma, insigma);//from  w w  w  . j  av  a2  s .c  o m

    int lambda = 4 + (int) (3. * Math.log(numberWeightsToTrain));
    int maxEvals = CMAESOptimizer.DEFAULT_MAXITERATIONS;
    double stopValue = .01;
    boolean isActive = true; //Chooses the covariance matrix update method.
    int diagonalOnly = 0;
    int checkFeasable = 0;
    final CMAESOptimizer optimizer = new CMAESOptimizer(lambda, sigma, CMAESOptimizer.DEFAULT_MAXITERATIONS,
            stopValue, isActive, diagonalOnly, checkFeasable, new MersenneTwister(), false);

    final PointValuePair result = optimizer.optimize(maxEvals, fitnessFuntion, GoalType.MINIMIZE, start, lower,
            upper);
    logger.info(Arrays.toString(result.getPoint()));
    logger.info("Best weights: " + Arrays.toString(bestWeights));

    updateReadoutWeights(result.getPoint());
    logger.info("done training.");
    return bestWeights;
}

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