[
https://issues.apache.org/jira/browse/MATH-867?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13466297#comment-13466297
]
Nikolaus Hansen commented on MATH-867:
--------------------------------------
{quote}
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).
{quote}
if the test does not pass with initial point at 0.1, something is wrong (and it
doesn't look like a good idea to change the test to make the code pass).
I found at least one problem:
{code}
private double[] repair(final double[] x) {
double[] repaired = new double[x.length];
for (int i = 0; i < x.length; i++) {
if (x[i] < 0) {
repaired[i] = 0;
} else if (x[i] > 1.0) {
repaired[i] = 1.0;
} else {
repaired[i] = x[i];
}
}
return repaired;
}
{code}
must read
{code}
private double[] repair(final double[] x) {
double[] repaired = new double[x.length];
if (boundaries == null) {
for (int i = 0; i < x.length; i++) {
repaired[i] = x[i];
}
} else {
final double[] bLoEnc = encode(boundaries[0]);
final double[] bHiEnc = encode(boundaries[1]);
for (int i = 0; i < x.length; i++) {
if (x[i] < bLoEnc[i]) {
repaired[i] = bLoEnc[i];
} else if (x[i] > bHiEnc[i]) {
repaired[i] = bHiEnc[i];
}
}
}
return repaired;
}
{code}
I am not sure whether or not this is the reason why the test fails.
> 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
