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https://issues.apache.org/jira/browse/MATH-867?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13466269#comment-13466269
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Gilles commented on MATH-867:
-----------------------------
Revision 1391840 contains modified "encode" and "decode" functions. Both unit
tests now pass (for "testConstrainedRosen" I had to move the initial guess
closer to the solution).
No change was required for "inputSigma"; I still do not understand why it works
as is (cf. lines 588, 589). And I have no idea how to improve the
documentation...
bq. yes. Otherwise it will sample and evaluation points outside the boundaries.
No, because the modified objective function wouldn't have boundaries.
bq. probably not the same, but possibly reasonably well, unless the boundary is
mapped to (or close to) inf, which is likely to lead to unexpected results, if
the optimum is on (or close to) the boundary.
In such a case, I imagine that a "penalty" adapter would work better than a
"mapping" adapter. Both are available.
bq. The methods developed for CMA-ES should work much better in this case.
Hence, unless someone wants to try it out, we'll of course trust you :) and
leave the internal boundary handling in place.
> 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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