[
https://issues.apache.org/jira/browse/MATH-868?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Gilles resolved MATH-868.
-------------------------
Resolution: Done
Fix Version/s: (was: 4.0)
There is no code marked with "XXX" anymore.
Thus, I guess that the issue should have been closed earlier.
> 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 was sent by Atlassian JIRA
(v6.3.4#6332)
