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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Resolved] (MATH-868) Default sigma for CMAESOptimizer is wrong when using bounds
Date Tue, 07 Jun 2016 20:50:21 GMT

     [ https://issues.apache.org/jira/browse/MATH-868?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Gilles resolved MATH-868.
-------------------------
       Resolution: Done
    Fix Version/s:     (was: 4.0)

There is no code marked with "XXX" anymore.
Thus, I guess that the issue should have been closed earlier.

> 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
>
> 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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