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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-867) CMAESOptimizer with bounds fits finely near lower bound and coarsely near upper bound.
Date Fri, 28 Sep 2012 14:17:08 GMT

    [ https://issues.apache.org/jira/browse/MATH-867?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13465630#comment-13465630
] 

Gilles commented on MATH-867:
-----------------------------

In revision 1391477, I've added a unit test ("testFitAccuracyDependsOnBoundary") based on
your attached file. But it is disabled since it fails with the current implementation (as
this was the reason for this report).

I changed "isFeasible()" but it was not enough to make the "testConstrainedRosen" pass; modifying
"sigmaArray" as per your last comment entails that the above unit test fails again, though
it passed with all but the "sigmaArray" changes. :(

Could you please provide a patch against the latest revision, once you are sure that all unit
test pass (also removing the "@Ignore" annotation on "testFitAccuracyDependsOnBoundary")?
Thanks.

                
> CMAESOptimizer with bounds fits finely near lower bound and coarsely near upper bound.

> ---------------------------------------------------------------------------------------
>
>                 Key: MATH-867
>                 URL: https://issues.apache.org/jira/browse/MATH-867
>             Project: Commons Math
>          Issue Type: Bug
>            Reporter: Frank Hess
>         Attachments: Math867Test.java
>
>
> When fitting with bounds, the CMAESOptimizer fits finely near the lower bound and coarsely
near the upper bound.  This is because it internally maps the fitted parameter range into
the interval [0,1].  The unit of least precision (ulp) between floating point numbers is much
smaller near zero than near one.  Thus, fits have much better resolution near the lower bound
(which is mapped to zero) than the upper bound (which is mapped to one).  I will attach a
example program to demonstrate.

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