CMAESOptimizer deprecated - some questions

[Abigail Bader <ab...@gmail.com>]

I noticed that the class
org.apache.commons.math3.optimization.direct.CMAESOptimizer is deprecated
and due to be deleted in 4.0.  This is an algorithm that we rely on
heavily, so I was hoping to get some information.

The first question is, why was the class deprecated?  Does it have a
unrecoverable bug?  Does another library have a fantastic implementation of
it that users prefer?  Is there another optimizer that serves the same
purpose and simply performs better?

Second question is, are there any suggestions what to use instead?  The
CMA-ES alg seems to work well for our purposes, which is -- noisy,
many-variable functions that take many evaluations to optimize.

Thanks very much.

Re: CMAESOptimizer deprecated - some questions

[Gilles <gi...@harfang.homelinux.org>]

On Tue, 26 Mar 2013 09:20:21 -0600, Abigail Bader wrote:
> I noticed that the class
> org.apache.commons.math3.optimization.direct.CMAESOptimizer is 
> deprecated
> and due to be deleted in 4.0.  This is an algorithm that we rely on
> heavily, so I was hoping to get some information.
>
> The first question is, why was the class deprecated?  Does it have a
> unrecoverable bug?  Does another library have a fantastic 
> implementation of
> it that users prefer?  Is there another optimizer that serves the 
> same
> purpose and simply performs better?
>
> Second question is, are there any suggestions what to use instead?  
> The
> CMA-ES alg seems to work well for our purposes, which is -- noisy,
> many-variable functions that take many evaluations to optimize.
>
> Thanks very much.

http://commons.apache.org/proper/commons-math/javadocs/api-3.1.1/org/apache/commons/math3/optimization/package-summary.html#package_description

HTH,
Gilles


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