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From "Frank Hess (JIRA)" <>
Subject [jira] [Commented] (MATH-868) Default sigma for CMAESOptimizer is wrong when using bounds
Date Mon, 01 Oct 2012 14:20:07 GMT


Frank Hess commented on MATH-868:

After the MATH-867 fix, it defaults inputSigma to 0.3 regardless of boundaries.  This is effectively
the same as the behavior I originally reported in this bug.  I'm okay with that though, as
the simpler code no longer makes it look like it is trying to do something fancier.  I suggest
the class be given a public DEFAULT_INPUTSIGMA constant equal to 0.3 (like the class's other
DEFAULT_XXX constants) to make it explicit and documented what the default is.

> Default sigma for CMAESOptimizer is wrong when using bounds
> -----------------------------------------------------------
>                 Key: MATH-868
>                 URL:
>             Project: Commons Math
>          Issue Type: Bug
>            Reporter: Frank Hess
> 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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