Class NormalizingFlowModel

java.lang.Object

com.knezevic.edaf.v3.models.continuous.NormalizingFlowModel

All Implemented Interfaces:

Model<RealVector>

public final class NormalizingFlowModel
extends Object
implements Model<RealVector>

Lightweight flow-based density model for continuous EDAs.

Sampling transformation:

   z ~ N(0, I)
   u_i = z_i + alpha_i * tanh(z_i)
   x = mu + L u
 

where L is the Cholesky factor of a smoothed covariance estimate and alpha_i is adapted from whitened-sample skewness.

Constructor Summary

Constructors

Constructor	Description
NormalizingFlowModel(double jitter, double learningRate, double maxSkew)

Method Summary

Modifier and Type	Method	Description
double[][]	covariance()
ModelDiagnostics	diagnostics()	Exposes diagnostics (entropy, covariance condition number, etc.).
void	fit(List<Individual<RealVector>> selected, Representation<RealVector> representation, RngStream rng)	Fits model parameters from selected individuals.
double[]	mean()
String	name()	Model identifier used in configuration and listing commands.
void	restore(double[] mean, double[][] covariance, double[] skew)	Restores flow model state from checkpoint payload.
List<RealVector>	sample(int count, Representation<RealVector> representation, Problem<RealVector> problem, ConstraintHandling<RealVector> constraintHandling, RngStream rng)	Samples new genotypes from model.
double[]	skew()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface com.knezevic.edaf.v3.core.api.Model

update

Constructor Details

NormalizingFlowModel

public NormalizingFlowModel(double jitter,
 double learningRate,
 double maxSkew)

Method Details

name

public String name()

Description copied from interface: Model

Model identifier used in configuration and listing commands.

Specified by:

name in interface Model<RealVector>

fit

public void fit(List<Individual<RealVector>> selected,
 Representation<RealVector> representation,
 RngStream rng)

Description copied from interface: Model

Fits model parameters from selected individuals.

Specified by:

fit in interface Model<RealVector>

sample

public List<RealVector> sample(int count,
 Representation<RealVector> representation,
 Problem<RealVector> problem,
 ConstraintHandling<RealVector> constraintHandling,
 RngStream rng)

Description copied from interface: Model

Samples new genotypes from model.

Specified by:

sample in interface Model<RealVector>

diagnostics

public ModelDiagnostics diagnostics()

Description copied from interface: Model

Exposes diagnostics (entropy, covariance condition number, etc.).

Specified by:

diagnostics in interface Model<RealVector>

mean

public double[] mean()

covariance

public double[][] covariance()

skew

public double[] skew()

restore

public void restore(double[] mean,
 double[][] covariance,
 double[] skew)

Restores flow model state from checkpoint payload.