Class XNesModel

java.lang.Object

com.knezevic.edaf.v3.models.continuous.XNesModel

All Implemented Interfaces:

Model<RealVector>

public final class XNesModel
extends Object
implements Model<RealVector>

Exponential NES (xNES) full-covariance model.

xNES performs natural-gradient updates in a Gaussian search distribution:

   x = μ + A z,   z ~ N(0, I),   Σ = A Aᵀ
 

using rank-based utilities to estimate gradients for both location and covariance geometry. This implementation applies the equivalent covariance step in matrix space and then re-factorizes with Cholesky decomposition.

Constructor Summary

Constructors

Constructor	Description
XNesModel(double etaMean, double etaCovariance, double jitter)

Method Summary

Modifier and Type	Method	Description
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.
String	name()	Model identifier used in configuration and listing commands.
List<RealVector>	sample(int count, Representation<RealVector> representation, Problem<RealVector> problem, ConstraintHandling<RealVector> constraintHandling, RngStream rng)	Samples new genotypes from model.

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

XNesModel

public XNesModel(double etaMean,
 double etaCovariance,
 double jitter)

Parameters:

etaMean - learning rate for mean update

etaCovariance - learning rate for covariance update

jitter - minimum diagonal regularization

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>