SimulatedAnealingMinimizer (Elasticsearch: Core 2.3.5.1 API)

java.lang.Object
- org.elasticsearch.search.aggregations.pipeline.movavg.SimulatedAnealingMinimizer

```
public class SimulatedAnealingMinimizer
extends Object
```
A cost minimizer which will fit a MovAvgModel to the data. This optimizer uses naive simulated annealing. Random solutions in the problem space are generated, compared against the last period of data, and the least absolute deviation is recorded as a cost. If the new cost is better than the old cost, the new coefficients are chosen. If the new solution is worse, there is a temperature-dependent probability it will be randomly selected anyway. This allows the algo to sample the problem space widely. As iterations progress, the temperature decreases and the algorithm rejects poor solutions more regularly, theoretically honing in on a global minimum.

コンストラクタ
コンストラクタと説明
`SimulatedAnealingMinimizer()`

すべてのメソッド staticメソッド concreteメソッド
修飾子とタイプ	メソッドと説明
`static MovAvgModel`	`minimize(MovAvgModel model, com.google.common.collect.EvictingQueue<Double> train, double[] test)` Runs the simulated annealing algorithm and produces a model with new coefficients that, theoretically fit the data better and generalizes to future forecasts without overfitting.

クラス SimulatedAnealingMinimizer