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From "Nikolaus Hansen (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-867) CMAESOptimizer with bounds fits finely near lower bound and coarsely near upper bound.
Date Sat, 29 Sep 2012 21:22:07 GMT

    [ https://issues.apache.org/jira/browse/MATH-867?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13466319#comment-13466319
] 

Nikolaus Hansen commented on MATH-867:
--------------------------------------

{quote}
I would like to, but as I said, the identity transformation makes one of the tests fail.
It must be because something else in the code assumes that the parameters have been restricted
into the [0, 1] interval, which is not true anymore.
{quote}
The reason is IMHO line 589, which does need to be changed according to the change in encode/decode.


{quote}
I wonder whether the various matrices (around lines 380) are computed based on this assumption...
{quote}
I would not worry much, I am pretty sure they are not. 

                
> 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: MATH867_patch, 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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