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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 Wed, 26 Sep 2012 08:46:08 GMT

    [ https://issues.apache.org/jira/browse/MATH-867?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13463628#comment-13463628
] 

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

bq. That they are mixed in the code/interface I would indeed consider as a bug.

Is this "bug" in the original code?

bq. Generally, the boundary handling can be done without any variable transformation [...]

But isn't this variable transformation part of the original code? At least, that's how it
looked like from my perspective since [~docdwo] contributed the port while in contact with
you.
Do you mean that the "encode" and "decode" steps can be simply dropped from the code without
any ill side-effects?

Another issue (MATH-868) also seems related to the default transformation.


                
> 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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