diviner
Class RiskPerfTradeDiviner

java.lang.Object
  function.BasicScalarFunction
      function.VariableDomainScalarFunction
          diviner.BasicBoundConstrainedDiviner
              diviner.ImprovementDiviner
                  diviner.RiskPerfTradeDiviner

All Implemented Interfaces:

BoundConstrainedDiviner, Computable, ScalarFunction, VariableBounds, VariableInputDimension

public class RiskPerfTradeDiviner
extends ImprovementDiviner

BoundConstrainedDiviner that returns mean - k*stdDev. This can be thought of as a statistical lower bound. Note the sign of k: a positive value indicates that values returned will be lower than the mean. Note: since the variable targetObjective is being misused this way, the variable improvement is not usable. This implementation also treats its ApproxModel as if it were a Gaussian Process regression.

Author:

dgorur

Field Summary

Fields inherited from class diviner.ImprovementDiviner

improvement, postMean, postStdDev, scaledImprovement

Fields inherited from class function.BasicScalarFunction

DEFAULT_BOUNDS, DEFAULT_DIM, VALUE_OUTSIDE_BOUNDS

Constructor Summary

RiskPerfTradeDiviner()

Method Summary

double	getK() Returns the tradeoff factor between mean predictions and uncertainty.
double	quickCompute(double[] x) Compute method without dimension checking.
void	setK(double k) Sets the tradeoff factor between mean and standard deviation.

Methods inherited from class diviner.ImprovementDiviner

evaluatePosterior, getTargetObjective, setTargetObjective

Methods inherited from class diviner.BasicBoundConstrainedDiviner

getObjectiveModel, init, setObjectiveModel

Methods inherited from class function.VariableDomainScalarFunction

getBounds, getInputDimension, setBounds, setInputDimension

Methods inherited from class function.BasicScalarFunction

checkDimensions, compute, compute, compute, compute, compute, compute, getOutputDimension, isWithinBounds, makeBounds, quickCompute

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface function.VariableBounds

setBounds

Methods inherited from interface function.ScalarFunction

compute, compute, compute, compute, quickCompute

Methods inherited from interface function.Computable

compute, compute, getBounds, getInputDimension, getOutputDimension, isWithinBounds

Constructor Detail

RiskPerfTradeDiviner

public RiskPerfTradeDiviner()

Method Detail

getK

public double getK()

Returns the tradeoff factor between mean predictions and uncertainty.

Returns:

the k.

setK

public void setK(double k)

Sets the tradeoff factor between mean and standard deviation.

Parameters:

k - the given k.

quickCompute

public double quickCompute(double[] x)

Description copied from class: BasicScalarFunction

Compute method without dimension checking. All subclasses must implement this method: it is the core method that defines the function.

Specified by:

quickCompute in interface ScalarFunction

Specified by:

quickCompute in class BasicScalarFunction

Parameters:

x - the given input.

Returns:

the output corresponding to the given input.