Skip to content
Projects
Groups
Snippets
Help
Loading...
Sign in
Toggle navigation
D
dlib
Project
Project
Details
Activity
Cycle Analytics
Repository
Repository
Files
Commits
Branches
Tags
Contributors
Graph
Compare
Charts
Issues
0
Issues
0
List
Board
Labels
Milestones
Merge Requests
0
Merge Requests
0
CI / CD
CI / CD
Pipelines
Jobs
Schedules
Charts
Wiki
Wiki
Snippets
Snippets
Members
Members
Collapse sidebar
Close sidebar
Activity
Graph
Charts
Create a new issue
Jobs
Commits
Issue Boards
Open sidebar
钟尚武
dlib
Commits
e7e5d238
Commit
e7e5d238
authored
Nov 23, 2017
by
Davis King
Browse files
Options
Browse Files
Download
Email Patches
Plain Diff
Fixed and clarified spec
parent
66a5a9c4
Show whitespace changes
Inline
Side-by-side
Showing
1 changed file
with
4 additions
and
3 deletions
+4
-3
upper_bound_function_abstract.h
dlib/global_optimization/upper_bound_function_abstract.h
+4
-3
No files found.
dlib/global_optimization/upper_bound_function_abstract.h
View file @
e7e5d238
...
...
@@ -46,11 +46,11 @@ namespace dlib
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
by considering only U(x) of the form:
U
(x) =
{
U
= [](matrix<double,0,1> x)
{
double min_ub = infinity;
for (size_t i = 0; i < POINTS.size(); ++i) {
function_evaluation p = POINTS[i]
double local_bound = p.y + sqrt(noise_terms[i] +
sqrt(trans(p.x-x)*M*(p.x-x)
))
double local_bound = p.y + sqrt(noise_terms[i] +
trans(p.x-x)*M*(p.x-x
))
min_ub = min(min_ub, local_bound)
}
}
...
...
@@ -64,7 +64,8 @@ namespace dlib
min_{M,noise_terms}: sum(squared(M)) + sum(squared(noise_terms/relative_noise_magnitude))
s.t. U(POINTS[i].x) >= POINTS[i].y, for all i
noise_terms[i] >= 0
diag(M) >= 0
min(M) >= 0
M is a diagonal matrix
Therefore, the quadratic program finds the U(x) that always upper bounds
F(x) on the supplied POINTS, but is otherwise as small as possible.
...
...
Write
Preview
Markdown
is supported
0%
Try again
or
attach a new file
Attach a file
Cancel
You are about to add
0
people
to the discussion. Proceed with caution.
Finish editing this message first!
Cancel
Please
register
or
sign in
to comment