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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 Sat, 29 Sep 2012 21:02:08 GMT

    [ https://issues.apache.org/jira/browse/MATH-867?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13466310#comment-13466310
] 

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

Thanks for looking into this. Unfortunately, a copy/paste of your version of "repair" (which
I totally agree with) makes the tests fail again!

And we can also worry that the tests pass with the wrong version...

bq. if the test does not pass with initial point at 0.1, something is wrong (and it doesn't
look like a good idea to change the test to make the code pass).

I certainly agree. But since there was something wrong before in the code, one could also
imagine that it was because of the problem that it passed before...

                
> 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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