Hello.
On Wed, 27 Feb 2013 12:23:44 +0000, Glautier S.P. wrote:
Dear list, I'd be grateful for any help on the following:
I am using the CMAESOptimizer in the java commons.math3 library to
generate a best fit for a model of learning to some experimental
data.
When I take the best parameters generated by the optimisation and
plug
them into the model, the fit between the model and the data doesn't
match that which I expect on the basis of the optimisation output. In
the cases I have checked the optimiser output best fit (the value
part
of the PointValuePair that comes at the end of the optimisation) is
slightly larger than the value I get when I run the model using the
parameters from the optimiser output (the point part of the
PointValuePair that comes at the end of the optimisation).
I have spent quite a long time checking my code and I can't find what
the problem is but it occurred to me that there might be something
about the optimisation output that I haven't understood properly. Am
I
correct to assuming that the parameters produced at the end of the
optimisation are those that produced the associated best fit value?
Yes, that should be so.
Which version of Commons Math are you using?
[To figure out what could have happened, it would be easier to have the
actual numbers for the parameters and associated cost and the function
to be optimized (minimized or maximized?).]
Best regards,
Gilles
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