Package ca.spatial.patchworks

Class ConvergenceSpec

java.lang.Object
ca.spatial.patchworks.ConvergenceSpec
public class ConvergenceSpec extends Object
This class describes convergence sub-target criteria and performance measurements.

  • Constructor Summary

    Constructors
    Constructor
    Description
    ConvergenceSpec​(String pattern, double percent, double multiplier, int sampleSize)
    Define a sub-target convergence criteria.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    getCurrentObjective()
    Get the current value of the objective function for this sub-target.
    String
    getPattern()
    Return the pattern that is used to identify the targets that this pattern applies to.
    double
    getPercent()
    Returns the sub-target objective function convergence criteria.
    double
    getPreviousObjective()
    Get the previous iteration value of the objective function for this sub-target.
    void
    setMultiplier​(double factor)
    Set the convergence factor on the stagnation test.

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • ConvergenceSpec

      public ConvergenceSpec​(String pattern, double percent, double multiplier, int sampleSize)
      Define a sub-target convergence criteria.
      Parameters:
      pattern - Specify a pattern that will be used to identify the accounts that are part of this sub-creteria. The pattern can use either globbing or regex syntax (see Report.patternToRegex(java.lang.String, boolean)).
      percent - The percent change in the objective function required before returing from the wait state. If this value is zero or less then the function will return after the number of iterations had completed. If the value is greater than zero, then compare the change in the objective function value that has occurred since the last test. If the percent change is positve and less than the value, then return. Otherwise wait for another count attempts and test again.
      multiplier - A value that will be used for testing if the sub-criteria has stagnated (see setMultiplier(double) for details).
      sampleSize - The number of samples used to calculate trends. The scenario monitor will have to observe this many samples before the stagnation detection can begin. A value of 20 woud be reasonable.

  • Method Details

    • getPattern

      public String getPattern()
      Return the pattern that is used to identify the targets that this pattern applies to.

    • getPercent

      public double getPercent()
      Returns the sub-target objective function convergence criteria. The criteria is met when the periodic change in objective function value for the targets that match this pattern is les than this value.

    • getCurrentObjective

      public double getCurrentObjective()
      Get the current value of the objective function for this sub-target.

    • getPreviousObjective

      public double getPreviousObjective()
      Get the previous iteration value of the objective function for this sub-target.

    • setMultiplier

      public void setMultiplier​(double factor)
      Set the convergence factor on the stagnation test. Stagnation can happen when the objective is very close to the target, and small changes to the solution can cause the objective value to fluctuate by small amounts up and down. The degree of fluctuation is greatly amplified since it is expressed as a percent. The percent change will indicate that progress is being made, but in fact not much is happening. This test will fail it the criteria is moving in a consistent direction. The method is to see if the objective mean of recent trials is within some multiple of the standard deviation around the mean of previous trials. The multiplier set here specifies how close the means need to be. Setting a value is 0 will disable this stagnation test.