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Posted to issues@commons.apache.org by "Gilles (JIRA)" <ji...@apache.org> on 2012/08/12 23:10:38 UTC
[jira] [Created] (MATH-844) "HarmonicFitter.ParameterGuesser"
sometimes fails to return sensible values
Gilles created MATH-844:
---------------------------
Summary: "HarmonicFitter.ParameterGuesser" sometimes fails to return sensible values
Key: MATH-844
URL: https://issues.apache.org/jira/browse/MATH-844
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.0
Reporter: Gilles
Priority: Minor
Fix For: 3.1
The inner class "ParameterGuesser" in "HarmonicFitter" (package "o.a.c.m.optimization.fitting") fails to compute a usable guess for the "amplitude" parameter.
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[jira] [Resolved] (MATH-844) "HarmonicFitter.ParameterGuesser"
sometimes fails to return sensible values
Posted by "Gilles (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-844?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Gilles resolved MATH-844.
-------------------------
Resolution: Fixed
As of revision 1374046, the code will generate an exception.
> "HarmonicFitter.ParameterGuesser" sometimes fails to return sensible values
> ---------------------------------------------------------------------------
>
> Key: MATH-844
> URL: https://issues.apache.org/jira/browse/MATH-844
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Reporter: Gilles
> Priority: Minor
> Fix For: 3.1
>
> Attachments: MATH-844.test.patch
>
>
> The inner class "ParameterGuesser" in "HarmonicFitter" (package "o.a.c.m.optimization.fitting") fails to compute a usable guess for the "amplitude" parameter.
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[jira] [Commented] (MATH-844) "HarmonicFitter.ParameterGuesser"
sometimes fails to return sensible values
Posted by "Luc Maisonobe (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-844?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13434999#comment-13434999 ]
Luc Maisonobe commented on MATH-844:
------------------------------------
In this case, the guesser fails because the function in really far from an harmonic function. It is a triangular periodic function with amplitude +/-3 and period 12, and all sample points are taken as integer abscissa, so values all belong to the integer subset {-3, -2, -1, 0, 1, 2, 3}.
This is an (interesting) ill-conditioned case. As small integers are represented exactly even as primitive doubles, all computations are exact and one of the intermediate parameters (c2 in the source code) is a perfect 0 (there are no approximation here, the result is exact), and we divide by c2.
I would suggest to raise an exception here, and to store this as a junit test for failure mode.
> "HarmonicFitter.ParameterGuesser" sometimes fails to return sensible values
> ---------------------------------------------------------------------------
>
> Key: MATH-844
> URL: https://issues.apache.org/jira/browse/MATH-844
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Reporter: Gilles
> Priority: Minor
> Fix For: 3.1
>
> Attachments: MATH-844.test.patch
>
>
> The inner class "ParameterGuesser" in "HarmonicFitter" (package "o.a.c.m.optimization.fitting") fails to compute a usable guess for the "amplitude" parameter.
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[jira] [Commented] (MATH-844) "HarmonicFitter.ParameterGuesser"
sometimes fails to return sensible values
Posted by "Gilles (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-844?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13434614#comment-13434614 ]
Gilles commented on MATH-844:
-----------------------------
I propose to check whether the values are sensible, and when they are not, either
# throw an appropriate exception (i.e. signal that the guesser fails), or
# return arbitrary values that would allow the optimizer to proceed.
Any preference?
> "HarmonicFitter.ParameterGuesser" sometimes fails to return sensible values
> ---------------------------------------------------------------------------
>
> Key: MATH-844
> URL: https://issues.apache.org/jira/browse/MATH-844
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Reporter: Gilles
> Priority: Minor
> Fix For: 3.1
>
> Attachments: MATH-844.test.patch
>
>
> The inner class "ParameterGuesser" in "HarmonicFitter" (package "o.a.c.m.optimization.fitting") fails to compute a usable guess for the "amplitude" parameter.
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