[jira] [Created] (MATH-702) CMA-ES optimizer input sigma should not be normalized by user

2011-11-07 Thread Luc Maisonobe (Created) (JIRA)
CMA-ES optimizer input sigma should not be normalized by user - Key: MATH-702 URL: https://issues.apache.org/jira/browse/MATH-702 Project: Commons Math Issue Type: Bug Affects

Re: [jira] [Created] (MATH-702) CMA-ES optimizer input sigma should not be normalized by user

2011-11-07 Thread Nikolaus Hansen
good point. However, if the encoding/decoding methods can be defined coordinate-wise differently or are even non-linear (I am not aware whether they can be or not), I am not sure you can come up with a sufficiently reasonable and comprehensible way to apply this transformation to sigma. sigma is