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From Gilles Sadowski <gil...@harfang.homelinux.org>
Subject Re: [math] CMA-ES input sigma
Date Mon, 07 Nov 2011 13:24:28 GMT
Hi Luc.

> I am trying to use CMA-ES optimizer with simple boundaries.
> It seems the inputSigma parameter should be normalized as it is checked
> against the [0; 1] range in the checkParameters private method and as
> its value defaults to 0.3 if not not set in the initializeCMA private
> method.
> 
> I would have expected this value to be in the same units as the user
> parameters and to be normalized as part of an internal processing step
> instead of relying to the user doing this. I think the method need
> normalized values internally, as per the encode/decode methods in the
> inner class FitnessFunction suggest.
> 
> What do you think about it ? Should we keep normalized inputSigma (end
> hence improve documentation so people know they have to normalize the
> value) or should we accept values in the same units as the other
> parameters and use "encode" to do the normalisation ?
> 
> As far as I am concerned, I would prefer the second solution, i.e. keep
> normalization an internal implementation detail.

I like implementation details.


Best regards,
Gilles

P.S. Please don't forget that the "CMAESOptimizer" is not yet upgraded to
     use the new "optimize" API (for simple bounds); I intended to change
     that by next week.

P.P.S. If, by any chance, you could use your current work in order to expand
       the code coverage of the unit tests for "BOBYQAOptimizer", that would
       be most useful! [And this optimizer's API is ready for use.]

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