sampler.py 文件源码

def norm(self, x):
        """compute the Mahalanobis norm that is induced by the
        statistical model / sample distribution, specifically by
        covariance matrix ``C``. The expected Mahalanobis norm is
        about ``sqrt(dimension)``.

        Example
        -------
        >>> import cma, numpy as np
        >>> sm = cma.sampler.GaussFullSampler(np.ones(10))
        >>> x = np.random.randn(10)
        >>> d = sm.norm(x)

        `d` is the norm "in" the true sample distribution,
        sampled points have a typical distance of ``sqrt(2*sm.dim)``,
        where ``sm.dim`` is the dimension, and an expected distance of
        close to ``dim**0.5`` to the sample mean zero. In the example,
        `d` is the Euclidean distance, because C = I.
        """
        return sum((np.dot(self.B.T, x) / self.D)**2)**0.5