[
https://issues.apache.org/jira/browse/MATH-868?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13466829#comment-13466829
]
Frank Hess commented on MATH-868:
---------------------------------
After the MATH-867 fix, it defaults inputSigma to 0.3 regardless of boundaries.
This is effectively the same as the behavior I originally reported in this
bug. I'm okay with that though, as the simpler code no longer makes it look
like it is trying to do something fancier. I suggest the class be given a
public DEFAULT_INPUTSIGMA constant equal to 0.3 (like the class's other
DEFAULT_XXX constants) to make it explicit and documented what the default is.
> Default sigma for CMAESOptimizer is wrong when using bounds
> -----------------------------------------------------------
>
> Key: MATH-868
> URL: https://issues.apache.org/jira/browse/MATH-868
> Project: Commons Math
> Issue Type: Bug
> Reporter: Frank Hess
>
> The documentation suggests setting inputSigma to 1/3 the range you are
> fitting over. However, in CMAESOptimizer.initializeCMA() if boundaries are
> specified the sigmaArray is by default assigned a value of 0.3 divided by the
> range. If the user had specified the inputSigma to be 0.3 of the range (as
> suggested by the docs) then sigmaArray would have been assigned the value of
> 0.3. Thus, it looks like the 0.3 should not be divided by the range, only a
> user-specified inputSigma should get divided by the range.
--
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
