GithubHelp home page GithubHelp logo

ojdo / gbnm Goto Github PK

View Code? Open in Web Editor NEW
8.0 4.0 3.0 617 KB

Globalized Nelder-Mead method, implemented for MATLAB (compatible with GNU Octave)

License: GNU General Public License v3.0

MATLAB 100.00%
nelder-mead simplex iterative-algorithms global-optimization octave matlab

gbnm's People

Contributors

ojdo avatar

Stargazers

 avatar  avatar  avatar  avatar  avatar  avatar  avatar

Watchers

 avatar  avatar  avatar  avatar

gbnm's Issues

a question about gbnm gauss function

hi
(for learning gbnm)
i have question about gauss function to the section 2.1(probabilistic restart ) equation 1 in the paper.
i read the code with the paper

function prob = gauss(x,points,xrange)
    glp = 0.01; % Gaussian length parameter 
                % (see [Luersen2004, 2.1 Probabilistic restart])
    [Ndim, Npts] = size(points);
    sigma = diag(glp*xrange.^2);
    sigmainv = diag(1./diag(sigma));
    prob = 0;
    for k=1:Npts
        mu = points(:,k);
        if mu == zeros(Ndim,1), break; end
        prob = prob + exp(-.5*(x-mu)'*sigmainv*(x-mu))/sqrt((2*pi)^Ndim*det(sigma));
    end
end

the probabilty is sum of normal multidimensional probability density function divide by number of points, but i confused that why prob variable doesn't divide by Npts?

thank you

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    ๐Ÿ–– Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. ๐Ÿ“Š๐Ÿ“ˆ๐ŸŽ‰

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google โค๏ธ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.