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https://issues.apache.org/jira/browse/MATH-868?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13461128#comment-13461128
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Gilles commented on MATH-868:
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IIUC, the "inputSigma" should never be divided by the "range" but rather should
be enforced to lie in the (0, 1) interval (and the documentation should suggest
that "0.3" is a good default, and the value that is used when the user did not
pass an "inputSigma" argument).
What do you think?
> 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.
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