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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-868) Default sigma for CMAESOptimizer is wrong when using bounds
Date Fri, 19 Oct 2012 14:26:12 GMT

    [ https://issues.apache.org/jira/browse/MATH-868?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13480048#comment-13480048
] 

Gilles commented on MATH-868:
-----------------------------

Code and unit tests updated in revision 1400108.

Further changes postponed until preparation of 4.0 (see code marked with "XXX").

                
> Default sigma for CMAESOptimizer is wrong when using bounds
> -----------------------------------------------------------
>
>                 Key: MATH-868
>                 URL: https://issues.apache.org/jira/browse/MATH-868
>             Project: Commons Math
>          Issue Type: Bug
>            Reporter: Frank Hess
>             Fix For: 4.0
>
>
> The documentation suggests setting inputSigma to 1/3 the range you are fitting over.
 However, in CMAESOptimizer.initializeCMA() if boundaries are specified the sigmaArray is
by default assigned a value of 0.3 divided by the range.  If the user had specified the inputSigma
to be 0.3 of the range (as suggested by the docs) then sigmaArray would have been assigned
the value of 0.3.  Thus, it looks like the 0.3 should not be divided by the range, only a
user-specified inputSigma should get divided by the range.

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