Frank Hess created MATH-868:
-------------------------------
Summary: Default sigma for CMAESOptimizer is wrong when using
bounds
Key: MATH-868
URL: https://issues.apache.org/jira/browse/MATH-868
Project: Commons Math
Issue Type: Bug
Reporter: Frank Hess
The documentation suggests setting inputSigma to 1/3 the range you are fitting
over. However, in CMAESOptimizer.initializeCMA() if boundaries are specified
the sigmaArray is by default assigned a value of 0.3 divided by the range. If
the user had specified the inputSigma to be 0.3 of the range (as suggested by
the docs) then sigmaArray would have been assigned the value of 0.3. Thus, it
looks like the 0.3 should not be divided by the range, only a user-specified
inputSigma should get divided by the range.
--
This message is automatically generated by JIRA.
If you think it was sent incorrectly, please contact your JIRA administrators
For more information on JIRA, see: http://www.atlassian.com/software/jira
