Uploaded image for project: 'Commons Math'
  1. Commons Math
  2. MATH-867

CMAESOptimizer with bounds fits finely near lower bound and coarsely near upper bound.

    XMLWordPrintableJSON

    Details

    • Type: Bug
    • Status: Closed
    • Priority: Major
    • Resolution: Fixed
    • Affects Version/s: None
    • Fix Version/s: 3.1
    • Labels:
      None

      Description

      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.

        Attachments

        1. MATH867_patch
          8 kB
          Frank Hess
        2. Math867Test.java
          2 kB
          Frank Hess

          Activity

            People

            • Assignee:
              Unassigned
              Reporter:
              fhess Frank Hess
            • Votes:
              0 Vote for this issue
              Watchers:
              3 Start watching this issue

              Dates

              • Created:
                Updated:
                Resolved: