CurveFitter.fit(ParametricRealFunction, double[]) used with
LevenbergMarquardtOptimizer throws ArrayIndexOutOfBoundsException when double[]
length > 1 (AbstractLeastSquaresOptimizer.java:187)
-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Key: MATH-303
URL: https://issues.apache.org/jira/browse/MATH-303
Project: Commons Math
Issue Type: Bug
Affects Versions: 2.0
Environment: Java, Linux Ubuntu 9.04
Reporter: Daren Drummond
CurveFitter.fit(ParametricRealFunction, double[]) throws
ArrayIndexOutOfBoundsException at AbstractLeastSquaresOptimizer.java:187 when
used with the LevenbergMarquardtOptimizer and the length of the initial guess
array is greater than 1. The code will run if the initialGuess array is of
length 1, but then CurveFitter.fit() just returns the same value as the
initialGuess array (I'll file this as a separate issue). Here is my example
code:
LevenbergMarquardtOptimizer optimizer = new LevenbergMarquardtOptimizer();
CurveFitter fitter = new CurveFitter(optimizer);
fitter.addObservedPoint(2.805d, 0.6934785852953367d);
fitter.addObservedPoint(2.74333333333333d, 0.6306772025518496d);
fitter.addObservedPoint(1.655d, 0.9474675497289684);
fitter.addObservedPoint(1.725d, 0.9013594835804194d);
SimpleInverseFunction sif = new SimpleInverseFunction(); // Class provided
below
double[] initialguess = new double[2];
initialguess[0] = 1.0d;
initialguess[1] = .5d;
double[] bestCoefficients = fitter.fit(sif, initialguess); // <---- throws
exception here
/**
* This is my implementation of ParametricRealFunction
* Implements y = ax^-1 + b for use with an Apache CurveFitter
implementation
*/
private class SimpleInverseFunction implements ParametricRealFunction
{
public double value(double x, double[] doubles) throws
FunctionEvaluationException
{
//y = ax^-1 + b
//"double[] must include at least 1 but not more than 2
coefficients."
if(doubles == null || doubles.length ==0 || doubles.length > 2)
throw new FunctionEvaluationException(doubles);
double a = doubles[0];
double b = 0;
if(doubles.length >= 2) b = doubles[1];
return a * Math.pow(x, -1d) + b;
}
public double[] gradient(double x, double[] doubles) throws
FunctionEvaluationException
{
//derivative: -ax^-2
//"double[] must include at least 1 but not more than 2
coefficients."
if(doubles == null || doubles.length ==0 || doubles.length > 2)
throw new FunctionEvaluationException(doubles);
double a = doubles[0];
double b = 0;
if(doubles.length >= 2) b = doubles[1];
double derivative = -a * Math.pow(x, -2d);
double[]gradientVector = new double[1];
gradientVector[0] = derivative;
return gradientVector;
}
}
This is the resulting stack trace:
java.lang.ArrayIndexOutOfBoundsException: 1
at
org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer.updateJacobian(AbstractLeastSquaresOptimizer.java:187)
at
org.apache.commons.math.optimization.general.LevenbergMarquardtOptimizer.doOptimize(LevenbergMarquardtOptimizer.java:241)
at
org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer.optimize(AbstractLeastSquaresOptimizer.java:346)
at
org.apache.commons.math.optimization.fitting.CurveFitter.fit(CurveFitter.java:134)
at
com.yieldsoftware.analyticstest.tasks.ppcbidder.CurveFittingTest.testFitnessRankCurveIntercept(CurveFittingTest.java:181)
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