[shark] 14/58: Added description on Cross Entropy Method class

[Ghislain Vaillant]

This is an automated email from the git hooks/post-receive script.

ghisvail-guest pushed a commit to branch master
in repository shark.

commit 12e582ad6f6406d2c5fd2c6d96be77dfe2f24564
Author: Jens Holm <jensgholm15 at gmail.com>
Date:   Tue Feb 2 10:37:33 2016 +0100

    Added description on Cross Entropy Method class
---
 .../Algorithms/DirectSearch/CrossEntropyMethod.h   | 22 ++++++++++++++++++++++
 1 file changed, 22 insertions(+)

diff --git a/include/shark/Algorithms/DirectSearch/CrossEntropyMethod.h b/include/shark/Algorithms/DirectSearch/CrossEntropyMethod.h
index f351da6..3b5ba9f 100644
--- a/include/shark/Algorithms/DirectSearch/CrossEntropyMethod.h
+++ b/include/shark/Algorithms/DirectSearch/CrossEntropyMethod.h
@@ -45,6 +45,28 @@
 
 namespace shark {
 
+	/**
+	* \brief Implements the Cross Entropy Method.
+	*
+	*  This class implements the noisy cross entropy method 
+	*  as descibed in the following article.
+	*
+	*  Christophe Thiery, Bruno Scherrer. Improvements on Learning Tetris with Cross Entropy.
+	*  International Computer Games Association Journal, ICGA, 2009, 32. <inria-00418930>
+	*
+	*  The algorithm aims to minimize an objective function through stocastic search.
+	*  It works iteratively until a certain stopping criteria is met. At each 
+	*  iteration, it samples a number of vectors from a Gaussian distribution
+	*  and evaluates each of these against the supplied objective function.
+	*  Based on the return value from the objective function a subset if the 
+	*  the best ranked vectors are chosen to update the search parameters 
+	*  of the next generation. 
+	*
+	*  The mean of the Gaussian distribution is set to the centroid of best ranked 
+	*  vectors, and the variance is set to the variance of the best ranked 
+	*  vectors in each individual dimension.
+	*  
+	*/
 	class CrossEntropyMethod : public AbstractSingleObjectiveOptimizer<RealVector >
 	{
 	public:

-- 
Alioth's /usr/local/bin/git-commit-notice on /srv/git.debian.org/git/debian-science/packages/shark.git