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Posted to commits@commons.apache.org by er...@apache.org on 2012/09/21 17:32:18 UTC
svn commit: r1388552 - in /commons/proper/math/trunk/src:
main/java/org/apache/commons/math3/optimization/direct/CMAESOptimizer.java
test/java/org/apache/commons/math3/optimization/direct/CMAESOptimizerTest.java
Author: erans
Date: Fri Sep 21 15:32:18 2012
New Revision: 1388552
URL: http://svn.apache.org/viewvc?rev=1388552&view=rev
Log:
MATH-865
Early detection that overflow will occur in the variables normalization
procedure ("encode" method). Warning mentioned in the documentation.
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/CMAESOptimizer.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/direct/CMAESOptimizerTest.java
Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/CMAESOptimizer.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/CMAESOptimizer.java?rev=1388552&r1=1388551&r2=1388552&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/CMAESOptimizer.java (original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/CMAESOptimizer.java Fri Sep 21 15:32:18 2012
@@ -24,8 +24,8 @@ import java.util.List;
import org.apache.commons.math3.analysis.MultivariateFunction;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.MathUnsupportedOperationException;
-import org.apache.commons.math3.exception.MathIllegalStateException;
import org.apache.commons.math3.exception.NotPositiveException;
+import org.apache.commons.math3.exception.NumberIsTooLargeException;
import org.apache.commons.math3.exception.OutOfRangeException;
import org.apache.commons.math3.exception.TooManyEvaluationsException;
import org.apache.commons.math3.exception.util.LocalizedFormats;
@@ -78,6 +78,12 @@ import org.apache.commons.math3.util.Mat
* <li><a href="http://en.wikipedia.org/wiki/CMA-ES">Wikipedia</a></li>
* </ul>
*
+ * When simple constraints (boundaries) are used, care must be taken that the
+ * difference between the upper and lower bounds does not overflow; should it
+ * be the case, a {@link NumberIsTooLargeException} will be thrown by the
+ * {@link BaseAbstractMultivariateSimpleBoundsOptimizer#optimize(int,
+ * MultivariateFunction,GoalType,double[],double[],double[]) optimize} method.
+ *
* @version $Id$
* @since 3.0
*/
@@ -529,6 +535,21 @@ public class CMAESOptimizer
boundaries = new double[2][];
boundaries[0] = lB;
boundaries[1] = uB;
+
+ // Abort early if the normalization will overflow (cf. "encode" method).
+ for (int i = 0; i < lB.length; i++) {
+ if (Double.isInfinite(boundaries[1][i] - boundaries[0][i])) {
+ final double max = Double.MAX_VALUE + boundaries[0][i];
+ final NumberIsTooLargeException e
+ = new NumberIsTooLargeException(boundaries[1][i],
+ max,
+ true);
+ e.getContext().addMessage(LocalizedFormats.OVERFLOW);
+ e.getContext().addMessage(LocalizedFormats.INDEX, i);
+
+ throw e;
+ }
+ }
}
} else {
// Convert API to internal handling of boundaries.
Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/direct/CMAESOptimizerTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/direct/CMAESOptimizerTest.java?rev=1388552&r1=1388551&r2=1388552&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/direct/CMAESOptimizerTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/direct/CMAESOptimizerTest.java Fri Sep 21 15:32:18 2012
@@ -26,11 +26,13 @@ import org.apache.commons.math3.exceptio
import org.apache.commons.math3.exception.NumberIsTooSmallException;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.MathUnsupportedOperationException;
+import org.apache.commons.math3.exception.MathIllegalStateException;
import org.apache.commons.math3.exception.NotPositiveException;
import org.apache.commons.math3.exception.OutOfRangeException;
import org.apache.commons.math3.optimization.GoalType;
import org.apache.commons.math3.optimization.PointValuePair;
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.runner.RunWith;
@@ -376,7 +378,6 @@ public class CMAESOptimizerTest {
public void testMath864() {
final CMAESOptimizer optimizer = new CMAESOptimizer();
final MultivariateFunction fitnessFunction = new MultivariateFunction() {
- @Override
public double value(double[] parameters) {
final double target = 1;
final double error = target - parameters[0];
@@ -394,6 +395,35 @@ public class CMAESOptimizerTest {
}
/**
+ * Cf. MATH-865
+ */
+ @Test(expected=NumberIsTooLargeException.class)
+ public void testBoundaryRangeTooLarge() {
+ final CMAESOptimizer optimizer = new CMAESOptimizer();
+ final MultivariateFunction fitnessFunction = new MultivariateFunction() {
+ public double value(double[] parameters) {
+ if (Double.isNaN(parameters[0])) {
+ throw new MathIllegalStateException();
+ }
+ final double target = 1;
+ final double error = target - parameters[0];
+ return error * error;
+ }
+ };
+
+ final double[] start = { 0 };
+
+ // The difference between upper and lower bounds is used to used
+ // normalize the variables: In case of overflow, NaN is produced.
+ final double max = Double.MAX_VALUE / 2;
+ final double tooLarge = FastMath.nextUp(max);
+ final double[] lower = { -tooLarge };
+ final double[] upper = { tooLarge };
+ final double[] result = optimizer.optimize(10000, fitnessFunction, GoalType.MINIMIZE,
+ start, lower, upper).getPoint();
+ }
+
+ /**
* @param func Function to optimize.
* @param startPoint Starting point.
* @param inSigma Individual input sigma.