/usr/include/root/TMVA/SimulatedAnnealing.h is in libroot-tmva-dev 5.34.30-0ubuntu8.
This file is owned by root:root, with mode 0o644.
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// Author: Andreas Hoecker, Joerg Stelzer, Helge Voss, Krzysztof Danielowski, Kamil Kraszewski, Maciej Kruk
/**********************************************************************************
* Project: TMVA - a Root-integrated toolkit for multivariate data analysis *
* Package: TMVA *
* Class : SimulatedAnnealing *
* Web : http://tmva.sourceforge.net *
* *
* Description: *
* Implementation of simulated annealing fitting procedure *
* *
* Authors (alphabetical): *
* Krzysztof Danielowski <danielow@cern.ch> - IFJ & AGH, Poland *
* Kamil Kraszewski <kalq@cern.ch> - IFJ & UJ, Poland *
* Maciej Kruk <mkruk@cern.ch> - IFJ & AGH, Poland *
* *
* Copyright (c) 2008: *
* IFJ-Krakow, Poland *
* CERN, Switzerland *
* MPI-K Heidelberg, Germany *
* *
* Redistribution and use in source and binary forms, with or without *
* modification, are permitted according to the terms listed in LICENSE *
* (http://tmva.sourceforge.net/LICENSE) *
**********************************************************************************/
#ifndef ROOT_TMVA_SimulatedAnnealing
#define ROOT_TMVA_SimulatedAnnealing
//////////////////////////////////////////////////////////////////////////
// //
// SimulatedAnnealing //
// //
// Base implementation of simulated annealing fitting procedure //
// //
//////////////////////////////////////////////////////////////////////////
#include <vector>
#include <list>
#ifndef ROOT_TMVA_Types
#include "TMVA/Types.h"
#endif
class TRandom;
namespace TMVA {
class IFitterTarget;
class Interval;
class MsgLogger;
class SimulatedAnnealing {
public:
SimulatedAnnealing( IFitterTarget& target, const std::vector<TMVA::Interval*>& ranges );
virtual ~SimulatedAnnealing();
// returns FCN value at minimum
Double_t Minimize( std::vector<Double_t>& parameters );
// accessors
void SetMaxCalls ( Int_t mc ) { fMaxCalls = mc; }
void SetInitTemp ( Double_t it ) { fInitialTemperature = it; }
void SetMinTemp ( Double_t min ) { fMinTemperature = min; }
void SetAccuracy ( Double_t eps ) { fEps = eps; }
void SetTemperatureScale ( Double_t scale ) { fTemperatureScale = scale; }
void SetAdaptiveSpeed ( Double_t speed ) { fAdaptiveSpeed = speed; }
void SetOptions( Int_t maxCalls, Double_t initialTemperature, Double_t minTemperature, Double_t eps,
TString kernelTemperatureS, Double_t temperatureScale, Double_t adaptiveSpeed,
Double_t temperatureAdaptiveStep, Bool_t useDefaultScale, Bool_t useDefaultTemperature );
private:
enum EKernelTemperature {
kSqrt = 0,
kIncreasingAdaptive,
kDecreasingAdaptive,
kLog,
kHomo,
kSin,
kGeo
} fKernelTemperature;
void FillWithRandomValues( std::vector<Double_t>& parameters );
void ReWriteParameters( std::vector<Double_t>& from, std::vector<Double_t>& to );
void GenerateNewTemperature(Double_t& currentTemperature, Int_t Iter );
void GenerateNeighbour( std::vector<Double_t>& parameters, std::vector<Double_t>& oldParameters, Double_t currentTemperature );
Bool_t ShouldGoIn( Double_t currentFit, Double_t localFit, Double_t currentTemperature );
void SetDefaultScale();
Double_t GenerateMaxTemperature( std::vector<Double_t>& parameters );
std::vector<Double_t> GenerateNeighbour( std::vector<Double_t>& parameters, Double_t currentTemperature );
IFitterTarget& fFitterTarget; // the fitter target
TRandom* fRandom; // random generator
const std::vector<TMVA::Interval*>& fRanges; // parameter ranges
// fitter setup
Int_t fMaxCalls; // maximum number of minimisation calls
Double_t fInitialTemperature; // initial temperature
Double_t fMinTemperature; // mimimum temperature
Double_t fEps; // epsilon
Double_t fTemperatureScale; // how fast temperature change
Double_t fAdaptiveSpeed; // how fast temperature change in adaptive (in adaptive two variables describe
// the change of temperature, but fAdaptiveSpeed should be 1.0 and its not
// recomended to change it)
Double_t fTemperatureAdaptiveStep;// used to calculate InitialTemperature if fUseDefaultTemperature
Bool_t fUseDefaultScale; // if TRUE, SA calculates its own TemperatureScale
Bool_t fUseDefaultTemperature; // if TRUE, SA calculates its own InitialTemperature (MinTemperautre)
mutable MsgLogger* fLogger; // message logger
MsgLogger& Log() const { return *fLogger; }
Double_t fProgress;
ClassDef(SimulatedAnnealing,0) // Base class for Simulated Annealing fitting
};
} // namespace TMVA
#endif
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