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- All Known Implementing Classes:
StochasticLevenbergMarquardt
,StochasticLevenbergMarquardtAD
,StochasticPathwiseLevenbergMarquardt
,StochasticPathwiseLevenbergMarquardtAD
public interface StochasticOptimizer
- Version:
- 1.0
- Author:
- Christian Fries
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Nested Class Summary
Nested Classes Modifier and Type Interface Description static interface
StochasticOptimizer.ObjectiveFunction
The interface describing the objective function of aStochasticOptimizer
.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description RandomVariable[]
getBestFitParameters()
Get the best fit parameter vector.int
getIterations()
Get the number of iterations.double
getRootMeanSquaredError()
void
run()
Runs the optimization.
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Method Detail
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getBestFitParameters
RandomVariable[] getBestFitParameters()
Get the best fit parameter vector.- Returns:
- The best fit parameter.
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getRootMeanSquaredError
double getRootMeanSquaredError()
- Returns:
- the the root mean square error achieved with the the best fit parameter
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getIterations
int getIterations()
Get the number of iterations.- Returns:
- The number of iterations required
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run
void run() throws SolverException
Runs the optimization.- Throws:
SolverException
- Thrown if the valuation fails, specific cause may be available via thecause()
method.
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