Frank Hess created MATH-867:
-------------------------------

             Summary: CMAESOptimizer with bounds fits finely near lower bound 
and coarsely near upper bound. 
                 Key: MATH-867
                 URL: https://issues.apache.org/jira/browse/MATH-867
             Project: Commons Math
          Issue Type: Bug
            Reporter: Frank Hess


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.

--
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

Reply via email to