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| <h1 title="Package" class="title">Package org.apache.mahout.ep</h1> |
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| <div class="block">Provides basic evolutionary optimization using <a href="http://arxiv.org/abs/0803.3838">recorded-step</a> |
| mutation.</div> |
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| <td class="colFirst"><a href="../../../../org/apache/mahout/ep/EvolutionaryProcess.Function.html" title="interface in org.apache.mahout.ep">EvolutionaryProcess.Function</a><T></td> |
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| <td class="colFirst"><a href="../../../../org/apache/mahout/ep/Payload.html" title="interface in org.apache.mahout.ep">Payload</a><T></td> |
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| <div class="block">Payloads for evolutionary state must be copyable and updatable.</div> |
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| <td class="colFirst"><a href="../../../../org/apache/mahout/ep/EvolutionaryProcess.html" title="class in org.apache.mahout.ep">EvolutionaryProcess</a><T extends <a href="../../../../org/apache/mahout/ep/Payload.html" title="interface in org.apache.mahout.ep">Payload</a><U>,U></td> |
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| <div class="block">Allows evolutionary optimization where the state function can't be easily |
| packaged for the optimizer to execute.</div> |
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| <td class="colFirst"><a href="../../../../org/apache/mahout/ep/Mapping.html" title="class in org.apache.mahout.ep">Mapping</a></td> |
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| <div class="block">Provides coordinate tranformations so that evolution can proceed on the entire space of |
| reals but have the output limited and squished in convenient (and safe) ways.</div> |
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| <td class="colFirst"><a href="../../../../org/apache/mahout/ep/Mapping.Exponential.html" title="class in org.apache.mahout.ep">Mapping.Exponential</a></td> |
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| <td class="colFirst"><a href="../../../../org/apache/mahout/ep/Mapping.SoftLimit.html" title="class in org.apache.mahout.ep">Mapping.SoftLimit</a></td> |
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| <td class="colFirst"><a href="../../../../org/apache/mahout/ep/State.html" title="class in org.apache.mahout.ep">State</a><T extends <a href="../../../../org/apache/mahout/ep/Payload.html" title="interface in org.apache.mahout.ep">Payload</a><U>,U></td> |
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| <div class="block">Records evolutionary state and provides a mutation operation for recorded-step meta-mutation.</div> |
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| <h2 title="Package org.apache.mahout.ep Description">Package org.apache.mahout.ep Description</h2> |
| <div class="block"><p>Provides basic evolutionary optimization using <a href="http://arxiv.org/abs/0803.3838">recorded-step</a> |
| mutation.</p> |
| |
| <p>With this style of optimization, we can optimize a function <code>f: R^n -> R</code> by stochastic |
| hill-climbing with some of the benefits of conjugate gradient style history encoded in the mutation function. |
| This mutation function will adapt to allow weakly directed search rather than using the somewhat more |
| conventional symmetric Gaussian.</p> |
| |
| <p>With recorded-step mutation, the meta-mutation parameters are all auto-encoded in the current state of each point. |
| This avoids the classic problem of having more mutation rate parameters than are in the original state and then |
| requiring even more parameters to describe the meta-mutation rate. Instead, we store the previous point and one |
| omni-directional mutation component. Mutation is performed by first mutating along the line formed by the previous |
| and current points and then adding a scaled symmetric Gaussian. The magnitude of the omni-directional mutation is |
| then mutated using itself as a scale.</p> |
| |
| <p>Because it is convenient to not restrict the parameter space, this package also provides convenient parameter |
| mapping methods. These mapping methods map the set of reals to a finite open interval (a,b) in such a way that |
| <code>lim_{x->-\inf} f(x) = a</code> and <code>lim_{x->\inf} f(x) = b</code>. The linear mapping is defined so that |
| <code>f(0) = (a+b)/2</code> and the exponential mapping requires that a and b are both positive and has |
| <code>f(0) = sqrt(ab)</code>. The linear mapping is useful for values that must stay roughly within a range but |
| which are roughly uniform within the center of that range. The exponential |
| mapping is useful for values that must stay within a range but whose distribution is roughly exponential near |
| geometric mean of the end-points. An identity mapping is also supplied.</p></div> |
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