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https://issues.apache.org/jira/browse/MATH-867?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13465630#comment-13465630
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Gilles commented on MATH-867:
-----------------------------
In revision 1391477, I've added a unit test
("testFitAccuracyDependsOnBoundary") based on your attached file. But it is
disabled since it fails with the current implementation (as this was the reason
for this report).
I changed "isFeasible()" but it was not enough to make the
"testConstrainedRosen" pass; modifying "sigmaArray" as per your last comment
entails that the above unit test fails again, though it passed with all but the
"sigmaArray" changes. :(
Could you please provide a patch against the latest revision, once you are sure
that all unit test pass (also removing the "@Ignore" annotation on
"testFitAccuracyDependsOnBoundary")? Thanks.
> CMAESOptimizer with bounds fits finely near lower bound and coarsely near
> upper bound.
> ---------------------------------------------------------------------------------------
>
> Key: MATH-867
> URL: https://issues.apache.org/jira/browse/MATH-867
> Project: Commons Math
> Issue Type: Bug
> Reporter: Frank Hess
> Attachments: Math867Test.java
>
>
> When fitting with bounds, the CMAESOptimizer fits finely near the lower bound
> and coarsely near the upper bound. This is because it internally maps the
> fitted parameter range into the interval [0,1]. The unit of least precision
> (ulp) between floating point numbers is much smaller near zero than near one.
> Thus, fits have much better resolution near the lower bound (which is mapped
> to zero) than the upper bound (which is mapped to one). I will attach a
> example program to demonstrate.
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