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From "Frank Hess (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-867) CMAESOptimizer with bounds fits finely near lower bound and coarsely near upper bound.
Date Fri, 21 Sep 2012 22:54:08 GMT
Frank Hess created MATH-867:
-------------------------------

             Summary: 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


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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