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https://issues.apache.org/jira/browse/MATH-1536?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17353310#comment-17353310
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Gilles Sadowski commented on MATH-1536:
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{quote}
bq. false claim [...]
yes [...]
{quote}
Then, would you please report it in JIRA?
{quote}
bq. One cannot rely on the NormalizedRandomGenerator interface.
No. But that is why the library should at least provide some implementations
that are correct for other functionality that relies on it. It has
GaussianRandomGenerator and UniformRandomGenerator.
{quote}
Maybe I'm missing something but I don't think that the library _should_ do that.
In a previous comment I suggested that we _document_ the requirements:
Functionality (in this instance: class {{CorrelatedRandomVectorGenerator}})
*assumes* that the input is normalized (for the intended behaviour).
Interface {{NormalizedRandomGenerator}} supplies a false sense of security. If
we want to ensure normalization, the input should be a
[distribution|http://commons.apache.org/proper/commons-statistics/commons-statistics-distribution/apidocs/org/apache/commons/statistics/distribution/ContinuousDistribution.html]
whose mean and variance can be checked.
> Sensitivity to RNG (unit tests)
> -------------------------------
>
> Key: MATH-1536
> URL: https://issues.apache.org/jira/browse/MATH-1536
> Project: Commons Math
> Issue Type: Task
> Reporter: Gilles Sadowski
> Priority: Major
> Labels: rng, unit-test
> Fix For: 4.0
>
>
> Several unit tests fail when upgrading to version 1.3 of "Commons RNG":
> {noformat}
> [ERROR] Failures:
> [ERROR] LogitTest.testDerivativesWithInverseFunction:195 maxOrder = 2
> expected:<0.0> but was:<1.0658141036401503E-14>
> [ERROR] EnumeratedIntegerDistributionTest.testMath1533:196
> [ERROR] EnumeratedIntegerDistributionTest.testSample:174 expected:<7.84>
> but was:<7.857073891264003>
> [ERROR] MiniBatchKMeansClustererTest.testCompareToKMeans:86 Different score
> ratio 46.645378%!, diff points ratio: 34.716981%
> [ERROR] CalinskiHarabaszTest.test_compare_to_skLearn:102
> expected:<597.7763150683217> but was:<559.2829020672648>
> [ERROR] MultiStartMultivariateOptimizerTest.testCircleFitting:76
> expected:<69.9597> but was:<69.96228624385736>
> [ERROR] MultiStartMultivariateOptimizerTest.testRosenbrock:114 numEval=873
> [ERROR] GaussianRandomGeneratorTest.testMeanAndStandardDeviation:37
> expected:<1.0> but was:<0.9715310171501561>
> [ERROR] NaturalRankingTest.testNaNsFixedTiesRandom:227 Array comparison
> failure
> {noformat}
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