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From Bruce A Johnson <>
Subject Re: [math] CMA-ES input sigma
Date Mon, 07 Nov 2011 13:02:32 GMT
I had exactly this problem (where it wasn't obvious that the sigma parameter needed to be normalized
to [0-1]), a few days ago.  I think your second solution is the more user friendly.


On Nov 7, 2011, at 7:58 AM, Luc Maisonobe wrote:

> 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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