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钟尚武
dlib
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a6c6427e
Commit
a6c6427e
authored
Dec 15, 2017
by
Davis King
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clarified spec
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76dc546b
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upper_bound_function_abstract.h
dlib/global_optimization/upper_bound_function_abstract.h
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dlib/global_optimization/upper_bound_function_abstract.h
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a6c6427e
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@@ -35,13 +35,14 @@ namespace dlib
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@@ -35,13 +35,14 @@ namespace dlib
{
{
/*!
/*!
WHAT THIS OBJECT REPRESENTS
WHAT THIS OBJECT REPRESENTS
This object represents a non-parametric function that can be used to define
This object represents a piecewise linear non-parametric function that can
an upper bound on some more complex and unknown function. To describe this
be used to define an upper bound on some more complex and unknown function.
precisely, lets assume there is a function F(x) which you are capable of
To describe this precisely, lets assume there is a function F(x) which you
sampling from but otherwise know nothing about, and that you would like to
are capable of sampling from but otherwise know nothing about, and that you
find an upper bounding function U(x) such that U(x) >= F(x) for any x. It
would like to find an upper bounding function U(x) such that U(x) >= F(x)
would also be good if U(x)-F(x) was minimal. I.e. we would like U(x) to be
for any x. It would also be good if U(x)-F(x) was minimal. I.e. we would
a tight upper bound, not something vacuous like U(x) = infinity.
like U(x) to be a tight upper bound, not something vacuous like U(x) =
infinity.
The upper_bound_function class is a tool for creating this kind of upper
The upper_bound_function class is a tool for creating this kind of upper
bounding function from a set of function_evaluations of F(x). We do this
bounding function from a set of function_evaluations of F(x). We do this
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