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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 edited comment on MATH-1536 at 5/28/21, 12:58 PM:
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>> false claim [...]
>
> yes [...]
Then, would you please file a specific JIRA report?
>> 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.
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.
was (Author: erans):
{quote}{quote}false claim [...]
{quote}
yes [...]
{quote}
Then, would you please file a specific JIRA report?
{quote}{quote}One cannot rely on the NormalizedRandomGenerator interface.
{quote}
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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