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Nikolaus Hansen commented on MATH-867: -------------------------------------- regarding the documentation of inputSigma: I don't see in what sense the doc says that it depends on the bounds. The doc says how it should be set (but this is a bit blurry, to the extend of how "initial search volume" and "initial search region" are interpreted) > 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 > Attachments: MATH867_patch, Math867Test.java > > > 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