[
https://issues.apache.org/jira/browse/MATH-702?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13145744#comment-13145744
]
Luc Maisonobe commented on MATH-702:
------------------------------------
You are right.
for now, encoding/decoding is both liner only and hidden in a private inner
class (FitnessFunction), so users only see simple bounds and inside these
bounds the transform is linear.
For sure if we come up with a different mapping, we will need to come up with a
way to define also the mapping of covariance. One way would be to rely on the
Jacobian, but it would be strange to propose mapping function and requiring
them to be smooth while the goal function by itself could be highly non-smooth.
So for now, the simple linear mapping seems sufficient to me, and would need
improvement only if we change some internals of the class.
> CMA-ES optimizer input sigma should not be normalized by user
> -------------------------------------------------------------
>
> Key: MATH-702
> URL: https://issues.apache.org/jira/browse/MATH-702
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Reporter: Luc Maisonobe
> Priority: Minor
> Fix For: 3.0
>
>
> I am trying to use CMA-ES optimizer with simple boundaries.
> It seems the inputSigma parameter should be normalized as it is checked
> against the [0 - 1] range in the checkParameters private method and as its
> value defaults to 0.3 if not not set in the initializeCMA private method.
> I would have expected this value to be in the same units as the user
> parameters and to be normalized as part of an internal processing step
> instead of relying to the user doing this. I think the method need normalized
> values internally, as per the encode/decode methods in the inner class
> FitnessFunction suggest.
> The optimizer should accept values in the same units as the other parameters
> and use "encode" (or a similar function) to do the normalization. This way,
> normalization is considered an internal implementation detail.
--
This message is automatically generated by JIRA.
If you think it was sent incorrectly, please contact your JIRA administrators:
https://issues.apache.org/jira/secure/ContactAdministrators!default.jspa
For more information on JIRA, see: http://www.atlassian.com/software/jira
