RandomWalk (bristlecone)

RandomWalk Module

Namespace: Bristlecone.Optimisation
Assembly: Bristlecone.dll
Parent Module: MonteCarlo

Functions and values

Function or value	Description
`proposeJump sample domain (cov, scale) theta` Full Usage: `proposeJump sample domain (cov, scale) theta` Parameters: sample : `Matrix<float<MeasureProduct<MeasureProduct<optim-space, optim-space>, MeasureOne>>> -> unit -> Vector<float<MeasureProduct<optim-space, MeasureOne>>>` domain : `Domain` cov : `Matrix<float<MeasureProduct<MeasureProduct<optim-space, optim-space>, MeasureOne>>>` scale : `float` theta : `Point` Returns: `float<MeasureProduct<optim-space, MeasureOne>>[]`	Covariance is the raw empirical covariance of the chain. sample : `Matrix<float<MeasureProduct<MeasureProduct<optim-space, optim-space>, MeasureOne>>> -> unit -> Vector<float<MeasureProduct<optim-space, MeasureOne>>>` domain : `Domain` cov : `Matrix<float<MeasureProduct<MeasureProduct<optim-space, optim-space>, MeasureOne>>>` scale : `float` theta : `Point` Returns: `float<MeasureProduct<optim-space, MeasureOne>>[]`
`randomWalk tuningSteps random writeOut n domain startPoint f` Full Usage: `randomWalk tuningSteps random writeOut n domain startPoint f` Parameters: tuningSteps : `TuneStep seq` random : `Random` writeOut : `WriteOut` n : `EndCondition` domain : `Domain` startPoint : `Point option` f : `Objective` Returns: `Solution list`	tuningSteps : `TuneStep seq` random : `Random` writeOut : `WriteOut` n : `EndCondition` domain : `Domain` startPoint : `Point option` f : `Objective` Returns: `Solution list`
`randomWalk' initialCovariance initialScale theta tuningSteps random writeOut endCondition domain f` Full Usage: `randomWalk' initialCovariance initialScale theta tuningSteps random writeOut endCondition domain f` Parameters: initialCovariance : `Matrix<float<MeasureProduct<MeasureProduct<optim-space, optim-space>, MeasureOne>>>` initialScale : `float` theta : `Point` tuningSteps : `TuneStep seq` random : `Random` writeOut : `LogEvent -> unit` endCondition : `EndCondition` domain : `Domain` f : `Objective` Returns: `Solution list * (Matrix<float<MeasureProduct<MeasureProduct<optim-space, optim-space>, MeasureOne>>> * float)`	initialCovariance : `Matrix<float<MeasureProduct<MeasureProduct<optim-space, optim-space>, MeasureOne>>>` initialScale : `float` theta : `Point` tuningSteps : `TuneStep seq` random : `Random` writeOut : `LogEvent -> unit` endCondition : `EndCondition` domain : `Domain` f : `Objective` Returns: `Solution list * (Matrix<float<MeasureProduct<MeasureProduct<optim-space, optim-space>, MeasureOne>>> * float)`