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From Luc Maisonobe <Luc.Maison...@free.fr>
Subject [math] CMA-ES input sigma
Date Mon, 07 Nov 2011 12:58:51 GMT
Hello,

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.

Luc


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