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MATH-867 

Modified "encode" and "decode" methods. Unit test "testFitAccuracyDependsOnBoundary"
now passes and is thus enabled. Unit test "testConstrainedRosen" had to be modified
in order to not fail with the new code (starting point is set closer to the solution).


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1391840 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Gilles Sadowski 2012-09-29 16:58:18 +00:00
parent 678377a1e8
commit 329cf9e8e6
2 changed files with 14 additions and 10 deletions
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16
src/main/java/org/apache/commons/math3/optimization/direct/CMAESOptimizer.java
View File

@ -585,8 +585,8 @@ public class CMAESOptimizer
// initialize sigma
double[][] sigmaArray = new double[guess.length][1];
for (int i = 0; i < guess.length; i++) {
final double range = (boundaries == null) ? 1.0 : boundaries[1][i] - boundaries[0][i];
sigmaArray[i][0] = ((inputSigma == null) ? 0.3 : inputSigma[i]) / range;
final double range = (boundaries == null) ? 1.0 : boundaries[1][i] - boundaries[0][i];
sigmaArray[i][0] = ((inputSigma == null) ? 0.3 : inputSigma[i]) / range;
}
RealMatrix insigma = new Array2DRowRealMatrix(sigmaArray, false);
sigma = max(insigma); // overall standard deviation
@ -929,7 +929,7 @@ public class CMAESOptimizer
double[] res = new double[x.length];
for (int i = 0; i < x.length; i++) {
double diff = boundaries[1][i] - boundaries[0][i];
res[i] = (x[i] - boundaries[0][i]) / diff;
res[i] = x[i] / diff;
}
return res;
}
@ -955,7 +955,7 @@ public class CMAESOptimizer
double[] res = new double[x.length];
for (int i = 0; i < x.length; i++) {
double diff = boundaries[1][i] - boundaries[0][i];
res[i] = diff * x[i] + boundaries[0][i];
res[i] = diff * x[i];
}
return res;
}
@ -986,11 +986,15 @@ public class CMAESOptimizer
if (boundaries == null) {
return true;
}
final double[] bLoEnc = encode(boundaries[0]);
final double[] bHiEnc = encode(boundaries[1]);
for (int i = 0; i < x.length; i++) {
if (x[i] < 0) {
if (x[i] < bLoEnc[i]) {
return false;
}
if (x[i] > 1.0) {
if (x[i] > bHiEnc[i]) {
return false;
}
}

8
src/test/java/org/apache/commons/math3/optimization/direct/CMAESOptimizerTest.java
View File

@ -350,8 +350,8 @@ public class CMAESOptimizerTest {
@Test
public void testConstrainedRosen() {
double[] startPoint = point(DIM, 0.1);
double[] insigma = point(DIM, 1);
double[] startPoint = point(DIM, 0.7);
double[] insigma = point(DIM, 0.1);
double[][] boundaries = boundaries(DIM, -1, 2);
PointValuePair expected =
new PointValuePair(point(DIM,1.0),0.0);
@ -427,7 +427,7 @@ public class CMAESOptimizerTest {
/**
* Cf. MATH-867
*/
@Ignore@Test
@Test
public void testFitAccuracyDependsOnBoundary() {
final CMAESOptimizer optimizer = new CMAESOptimizer();
final MultivariateFunction fitnessFunction = new MultivariateFunction() {
@ -439,7 +439,7 @@ public class CMAESOptimizerTest {
};
final double[] start = { 1 };
// No bounds.
PointValuePair result = optimizer.optimize(100000, fitnessFunction, GoalType.MINIMIZE,
start);