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From Gilles <>
Subject Re: [math]
Date Wed, 27 Feb 2013 13:05:50 GMT

On Wed, 27 Feb 2013 12:23:44 +0000, Glautier S.P. wrote:
> Dear list, I'd be grateful for any help on the following:
> I am using the CMAESOptimizer in the java commons.math3 library to
> generate a best fit for a model of learning to some experimental 
> data.
> When I take the best parameters generated by the optimisation and 
> plug
> them into the model, the fit between the model and the data doesn't
> match that which I expect on the basis of the optimisation output. In
> the cases I have checked the optimiser output best fit (the value 
> part
> of the PointValuePair that comes at the end of the optimisation) is
> slightly larger than the value I get when I run the model using the
> parameters from the optimiser output (the point part of the
> PointValuePair that comes at the end of the optimisation).
> I have spent quite a long time checking my code and I can't find what
> the problem is but it occurred to me that there might be something
> about the optimisation output that I haven't understood properly. Am 
> I
> correct to assuming that the parameters produced at the end of the
> optimisation are those that produced the associated best fit value?

Yes, that should be so.

Which version of Commons Math are you using?

[To figure out what could have happened, it would be easier to have the
actual numbers for the parameters and associated cost and the function
to be optimized (minimized or maximized?).]

Best regards,

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