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Date: Fri, 19 Oct 2012 13:02:15 +0000 (UTC)
From: "Gilles (JIRA)" <jira@apache.org>
To: issues@commons.apache.org
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Subject: [jira] [Updated] (MATH-868) Default sigma for CMAESOptimizer is
 wrong when using bounds
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     [ https://issues.apache.org/jira/browse/MATH-868?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Gilles updated MATH-868:
------------------------

    Fix Version/s: 4.0
    
> 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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