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https://issues.apache.org/jira/browse/MATH-867?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13465693#comment-13465693
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Nikolaus Hansen commented on MATH-867:
--------------------------------------
{quote}
But when set to "false", the result is:
sol=[0.997107074864516, 0.9942080214735094, 0.9884131718553784,
0.9768835748661846, 0.954143705394098, 0.910067297297918, 0.8275510138614142,
0.6833931486612853, 0.4636505565068948, 0.20554769008446425, 0.0,
0.009899135523990096, 0.0]
Is this expected?
{quote}
No! The code must pass this test with high probability.
> 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: MATH867_patch, 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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