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Filzbach Module

An adaptation of the Filzbach method (originally by Drew Purves)

Types

Type Description

FilzbachSettings<'a>

Functions and values

Function or value Description

filzbach settings

Full Usage: filzbach settings

Parameters:
Returns: Optimiser<float>

A Monte Carlo Markov Chain sampler based on the 'Filzbach' algorithm from Microsoft Research Cambridge.

settings : FilzbachSettings<float>
Returns: Optimiser<float>

filzbach' settings theta random writeOut sampleEnd domain f

Full Usage: filzbach' settings theta random writeOut sampleEnd domain f

Parameters:
Returns: Solution<float> list
settings : FilzbachSettings<float>
theta : float[]
random : Random
writeOut : LogEvent -> unit
sampleEnd : EndCondition<float>
domain : Domain
f : Objective<float>
Returns: Solution<float> list

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