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https://issues.apache.org/jira/browse/MATH-867?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13466319#comment-13466319
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Nikolaus Hansen commented on MATH-867:
--------------------------------------
{quote}
I would like to, but as I said, the identity transformation makes one of the
tests fail.
It must be because something else in the code assumes that the parameters have
been restricted into the [0, 1] interval, which is not true anymore.
{quote}
The reason is IMHO line 589, which does need to be changed according to the
change in encode/decode.
{quote}
I wonder whether the various matrices (around lines 380) are computed based on
this assumption...
{quote}
I would not worry much, I am pretty sure they are not.
> 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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