AW: [math] CMA-ES input sigma

2011-11-07 Thread Dr. Dietmar Wolz
Will have a look when Gilles finished the change next week. Dietmar -Ursprüngliche Nachricht- Von: Gilles Sadowski [mailto:gil...@harfang.homelinux.org] Gesendet: Montag, 7. November 2011 15:22 An: dev@commons.apache.org Betreff: Re: [math] CMA-ES input sigma > [...] > > > > P.S. Pleas

AW: [math] BOBYQA

2011-07-14 Thread Dr. Dietmar Wolz
Here is the letter from the Autor which I received yesterday. There seems to be no problem regarding a signed agreement. I will send him our conversation, so you can get directly in contact. "Dear Dr Wolz, Many thanks for your e-mail. I was delighted to hear of your interest in BOBYQA and

AW: [math] [GUMP@vmgump]: Project commons-math (in module apache-commons) failed

2011-05-16 Thread Dr. Dietmar Wolz
> In fact, I've only ever seen "testMaximize" and (less often) "testRosen" > fail. So, for the time being, I'd add "@Retry" to those only. +1 for adding @Retry to the two tests occasionally failing - To unsubscribe, e-mail: de

AW: [math] [GUMP@vmgump]: Project commons-math (in module apache-commons) failed

2011-05-16 Thread Dr. Dietmar Wolz
Nikolaus Hansen, Luc and me discussed this issue in Toulouse. We have two options to handle this kind of failure in tests of stochastic optimization algorithms: 1) fixed random seed - but this reduces the value of the test 2) Using the RetryRunner - preferred solution @Retry(3) should be suffici

AW: [math] CMA-ES optimization algorithm

2010-11-26 Thread Dr. Dietmar Wolz
>However, can we slow down on the new features? (Am I saying this? ;-)) [We previously agreed that the main algorithm code should be put in place before >any other bells and whistles.] We didn't discuss when a possible enhancement of MultiStartMultivariateRealOptimizer will be implemented, just w

AW: [math] CMA-ES optimization algorithm

2010-11-26 Thread Dr. Dietmar Wolz
>Should we simply allow user to register an instance of some optimizer reconfigurator interface in the constructor ? Something like: > > public MultiStartDifferentiableMultivariateVectorialOptimizer( > DifferentiableMultivariateVectorialOptimizer optimizer, > int starts, >

RE: [math] CMA-ES optimization algorithm

2010-11-26 Thread Dr. Dietmar Wolz
There is another topic worth mentioning: Multi-start using MultiStartMultivariateRealOptimizer. In http://www.lri.fr/~hansen/cec2005.html an algo called G-CMA-ES performed very well: A CMA evolution strategy restarted with increasing population size. Is there a general need beside CMA-ES to modi

AW: [math] CMA-ES optimization algorithm

2010-11-22 Thread Dr. Dietmar Wolz
>There is something loosely similar to what you need in the ODE packages. >This kind of algorithms also need some information to be provided back to >users during the algorithm run. For ODE solvers, it is at the end of each >integration step. >We have set this with a StepHandler interface. If t

AW: [math] CMA-ES optimization algorithm

2010-11-19 Thread Dr. Dietmar Wolz
>I really don't think that a general progress listener framework implies this >clutter and for long running algorithms is a very nice thing. CM does not >actually have all that many long running algorithms. >On the other hand, the proposed interface is not a general progress listener >and is n

AW: [math] CMA-ES optimization algorithm

2010-11-18 Thread Dr. Dietmar Wolz
>The problem is that we would again be re-inventing some wheel which IMHO doesn't belong to a low-level math library such as CM. >A basic logging interface already exists: It's "slf4j". slf4j and the interface I had in mind are completely different things. slf4j is a generic logging interface mea