Normal

@Serializable

@SerialName(value = "normal")

data class Normal(val meanSmoother: Double = 0.85, val sdSmoother: Double = 0.85, val coefficientOfVariationThreshold: Double = 0.03) : CESamplerSpec(source)

Multivariate-normal cross-entropy sampler; mirrors ksl.simopt.solvers.algorithms.CENormalSampler.

Constructors

constructor(meanSmoother: Double = 0.85, sdSmoother: Double = 0.85, coefficientOfVariationThreshold: Double = 0.03)

convergence threshold on the coefficient of variation of the sampling distribution

exponential-smoothing weight applied to the mean estimate

exponential-smoothing weight applied to the standard-deviation estimate