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SYSTEM FOR SEARCHING FOR PARAMETER SET IN WHICH STATISTIC OF INDEX OF INTEREST OF STOCHASTIC SYSTEM IS MINIMIZED
SYSTEM FOR SEARCHING FOR PARAMETER SET IN WHICH STATISTIC OF INDEX OF INTEREST OF STOCHASTIC SYSTEM IS MINIMIZED
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机译:最小化随机系统利息指数统计的参数集搜索系统
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摘要
Provided is a system which: retains evaluation information which includes evaluated parameter sets and the evaluation value of the index of interest of each of the evaluated parameter sets; selects, with respect to the parameter sets of a first set of parameter sets, a first set of evaluated parameter sets and the corresponding evaluation values of the index of interest from the evaluation information; computes, on the basis of the distances between the respective evaluated parameter sets of the first set of evaluated parameter sets, first weights corresponding to the evaluation values of the index of interest of the parameter sets of the first set of evaluated parameter sets; and, on the basis of the selected evaluation values of the index of interest and the first weight, computes an estimated value of a statistic of the index of interest of the parameter sets of the first set of parameter sets.
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