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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 12:30:08 GMT

    [ https://issues.apache.org/jira/browse/MATH-867?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13466199#comment-13466199
] 

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

I second to make encode/decode the identity to address the bug. I don't even see a different
way to address it. Then, inputSigma/sigmaArray/insigma should become independent of the boundary
values (which seems consistent with the doc, as long as encode/decode remains the identity).


my previous snippet must read 
{code}
guess[i] - sigmaArray[i]/2. > fitfun.encode(boundaries[0])[i]
{code}
because we have
{code}
final double[] guess = fitfun.encode(getStartPoint());
{code}
i.e. guess is an encoded initial guess. 
                
> 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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