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MATH-867 

Unit test showing the problem. It is disabled (with the "@Ignore" annotation)
because it fails with the current code.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1391477 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Gilles Sadowski 2012-09-28 14:06:19 +00:00
parent 6129654bc2
commit 678377a1e8
1 changed files with 56 additions and 11 deletions
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67
src/test/java/org/apache/commons/math3/optimization/direct/CMAESOptimizerTest.java
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@ -35,6 +35,7 @@ import org.apache.commons.math3.random.MersenneTwister;
import org.apache.commons.math3.util.FastMath;
import org.junit.Assert;
import org.junit.Test;
import org.junit.Ignore;
import org.junit.runner.RunWith;
/**
@ -349,9 +350,9 @@ public class CMAESOptimizerTest {
@Test
public void testConstrainedRosen() {
double[] startPoint = point(DIM,0.1);
double[] insigma = point(DIM,0.1);
double[][] boundaries = boundaries(DIM,-1,2);
double[] startPoint = point(DIM, 0.1);
double[] insigma = point(DIM, 1);
double[][] boundaries = boundaries(DIM, -1, 2);
PointValuePair expected =
new PointValuePair(point(DIM,1.0),0.0);
doTest(new Rosen(), startPoint, insigma, boundaries,
@ -387,7 +388,7 @@ public class CMAESOptimizerTest {
final double[] start = { 0 };
final double[] lower = { -1e6 };
final double[] upper = { 0.5 };
final double[] upper = { 1.5 };
final double[] result = optimizer.optimize(10000, fitnessFunction, GoalType.MINIMIZE,
start, lower, upper).getPoint();
Assert.assertTrue("Out of bounds (" + result[0] + " > " + upper[0] + ")",
@ -423,6 +424,51 @@ public class CMAESOptimizerTest {
start, lower, upper).getPoint();
}
/**
* Cf. MATH-867
*/
@Ignore@Test
public void testFitAccuracyDependsOnBoundary() {
final CMAESOptimizer optimizer = new CMAESOptimizer();
final MultivariateFunction fitnessFunction = new MultivariateFunction() {
public double value(double[] parameters) {
final double target = 11.1;
final double error = target - parameters[0];
return error * error;
}
};
final double[] start = { 1 };
// No bounds.
PointValuePair result = optimizer.optimize(100000, fitnessFunction, GoalType.MINIMIZE,
start);
final double resNoBound = result.getPoint()[0];
// Optimum is near the lower bound.
final double[] lower = { -20 };
final double[] upper = { 5e16 };
result = optimizer.optimize(100000, fitnessFunction, GoalType.MINIMIZE,
start, lower, upper);
final double resNearLo = result.getPoint()[0];
// Optimum is near the upper bound.
lower[0] = -5e16;
upper[0] = 20;
result = optimizer.optimize(100000, fitnessFunction, GoalType.MINIMIZE,
start, lower, upper);
final double resNearHi = result.getPoint()[0];
// System.out.println("resNoBound=" + resNoBound +
// " resNearLo=" + resNearLo +
// " resNearHi=" + resNearHi);
// The two values currently differ by a substantial amount, indicating that
// the bounds definition can prevent reaching the optimum.
Assert.assertEquals(resNoBound, resNearLo, 1e-3);
Assert.assertEquals(resNoBound, resNearHi, 1e-3);
}
/**
* @param func Function to optimize.
* @param startPoint Starting point.
@ -453,17 +499,16 @@ public class CMAESOptimizerTest {
PointValuePair expected) {
int dim = startPoint.length;
// test diagonalOnly = 0 - slow but normally fewer feval#
CMAESOptimizer optim = new CMAESOptimizer( lambda, inSigma, 30000,
stopValue, isActive, diagonalOnly,
0, new MersenneTwister(), false);
CMAESOptimizer optim = new CMAESOptimizer(lambda, inSigma, 30000,
stopValue, isActive, diagonalOnly,
0, new MersenneTwister(), false);
final double[] lB = boundaries == null ? null : boundaries[0];
final double[] uB = boundaries == null ? null : boundaries[1];
PointValuePair result = optim.optimize(maxEvaluations, func, goal, startPoint, lB, uB);
Assert.assertEquals(expected.getValue(),
result.getValue(), fTol);
// System.out.println("sol=" + Arrays.toString(result.getPoint()));
Assert.assertEquals(expected.getValue(), result.getValue(), fTol);
for (int i = 0; i < dim; i++) {
Assert.assertEquals(expected.getPoint()[i],
result.getPoint()[i], pointTol);
Assert.assertEquals(expected.getPoint()[i], result.getPoint()[i], pointTol);
}
}