[
https://issues.apache.org/jira/browse/MATH-867?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13466239#comment-13466239
]
Nikolaus Hansen commented on MATH-867:
--------------------------------------
{quote}
Since in some previous comments, you indicated that boundaries do not
necessarily need to be taken into account inside the CMAES algorithm, a
possibility is to review the entire code, and remove all code related to
boundaries.
{quote}
I believe that this must be a misunderstanding. We do not need the
transformation into [0,1] (or any other transformation for that matter) to take
into account boundaries. But we need to possibly take into account the
boundaries within CMAES, if the returned solution is supposed to be in the
bounds.
> 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.
--
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
