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Posted to issues@commons.apache.org by "Daren Drummond (JIRA)" <ji...@apache.org> on 2009/10/19 23:20:59 UTC
[jira] Created: (MATH-303) CurveFitter.fit(ParametricRealFunction,
double[]) used with LevenbergMarquardtOptimizer throws
ArrayIndexOutOfBoundsException when double[] length > 1
(AbstractLeastSquaresOptimizer.java:187)
CurveFitter.fit(ParametricRealFunction, double[]) used with LevenbergMarquardtOptimizer throws ArrayIndexOutOfBoundsException when double[] length > 1 (AbstractLeastSquaresOptimizer.java:187)
-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Key: MATH-303
URL: https://issues.apache.org/jira/browse/MATH-303
Project: Commons Math
Issue Type: Bug
Affects Versions: 2.0
Environment: Java, Linux Ubuntu 9.04
Reporter: Daren Drummond
CurveFitter.fit(ParametricRealFunction, double[]) throws ArrayIndexOutOfBoundsException at AbstractLeastSquaresOptimizer.java:187 when used with the LevenbergMarquardtOptimizer and the length of the initial guess array is greater than 1. The code will run if the initialGuess array is of length 1, but then CurveFitter.fit() just returns the same value as the initialGuess array (I'll file this as a separate issue). Here is my example code:
LevenbergMarquardtOptimizer optimizer = new LevenbergMarquardtOptimizer();
CurveFitter fitter = new CurveFitter(optimizer);
fitter.addObservedPoint(2.805d, 0.6934785852953367d);
fitter.addObservedPoint(2.74333333333333d, 0.6306772025518496d);
fitter.addObservedPoint(1.655d, 0.9474675497289684);
fitter.addObservedPoint(1.725d, 0.9013594835804194d);
SimpleInverseFunction sif = new SimpleInverseFunction(); // Class provided below
double[] initialguess = new double[2];
initialguess[0] = 1.0d;
initialguess[1] = .5d;
double[] bestCoefficients = fitter.fit(sif, initialguess); // <---- throws exception here
/**
* This is my implementation of ParametricRealFunction
* Implements y = ax^-1 + b for use with an Apache CurveFitter implementation
*/
private class SimpleInverseFunction implements ParametricRealFunction
{
public double value(double x, double[] doubles) throws FunctionEvaluationException
{
//y = ax^-1 + b
//"double[] must include at least 1 but not more than 2 coefficients."
if(doubles == null || doubles.length ==0 || doubles.length > 2) throw new FunctionEvaluationException(doubles);
double a = doubles[0];
double b = 0;
if(doubles.length >= 2) b = doubles[1];
return a * Math.pow(x, -1d) + b;
}
public double[] gradient(double x, double[] doubles) throws FunctionEvaluationException
{
//derivative: -ax^-2
//"double[] must include at least 1 but not more than 2 coefficients."
if(doubles == null || doubles.length ==0 || doubles.length > 2) throw new FunctionEvaluationException(doubles);
double a = doubles[0];
double b = 0;
if(doubles.length >= 2) b = doubles[1];
double derivative = -a * Math.pow(x, -2d);
double[]gradientVector = new double[1];
gradientVector[0] = derivative;
return gradientVector;
}
}
This is the resulting stack trace:
java.lang.ArrayIndexOutOfBoundsException: 1
at org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer.updateJacobian(AbstractLeastSquaresOptimizer.java:187)
at org.apache.commons.math.optimization.general.LevenbergMarquardtOptimizer.doOptimize(LevenbergMarquardtOptimizer.java:241)
at org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer.optimize(AbstractLeastSquaresOptimizer.java:346)
at org.apache.commons.math.optimization.fitting.CurveFitter.fit(CurveFitter.java:134)
at com.yieldsoftware.analyticstest.tasks.ppcbidder.CurveFittingTest.testFitnessRankCurveIntercept(CurveFittingTest.java:181)
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[jira] Updated: (MATH-303) CurveFitter.fit(ParametricRealFunction,
double[]) used with LevenbergMarquardtOptimizer throws
ArrayIndexOutOfBoundsException when double[] length > 1
(AbstractLeastSquaresOptimizer.java:187)
Posted by "Daren Drummond (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-303?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Daren Drummond updated MATH-303:
--------------------------------
Description:
CurveFitter.fit(ParametricRealFunction, double[]) throws ArrayIndexOutOfBoundsException at AbstractLeastSquaresOptimizer.java:187 when used with the LevenbergMarquardtOptimizer and the length of the initial guess array is greater than 1. The code will run if the initialGuess array is of length 1, but then CurveFitter.fit() just returns the same value as the initialGuess array (I'll file this as a separate issue). Here is my example code:
{code:title=CurveFitter with LevenbergMarquardtOptimizer and SimpleInverseFunction|borderStyle=solid}
LevenbergMarquardtOptimizer optimizer = new LevenbergMarquardtOptimizer();
CurveFitter fitter = new CurveFitter(optimizer);
fitter.addObservedPoint(2.805d, 0.6934785852953367d);
fitter.addObservedPoint(2.74333333333333d, 0.6306772025518496d);
fitter.addObservedPoint(1.655d, 0.9474675497289684);
fitter.addObservedPoint(1.725d, 0.9013594835804194d);
SimpleInverseFunction sif = new SimpleInverseFunction(); // Class provided below
double[] initialguess = new double[2];
initialguess[0] = 1.0d;
initialguess[1] = .5d;
double[] bestCoefficients = fitter.fit(sif, initialguess); // <---- throws exception here
/**
* This is my implementation of ParametricRealFunction
* Implements y = ax^-1 + b for use with an Apache CurveFitter implementation
*/
private class SimpleInverseFunction implements ParametricRealFunction
{
public double value(double x, double[] doubles) throws FunctionEvaluationException
{
//y = ax^-1 + b
//"double[] must include at least 1 but not more than 2 coefficients."
if(doubles == null || doubles.length ==0 || doubles.length > 2) throw new FunctionEvaluationException(doubles);
double a = doubles[0];
double b = 0;
if(doubles.length >= 2) b = doubles[1];
return a * Math.pow(x, -1d) + b;
}
public double[] gradient(double x, double[] doubles) throws FunctionEvaluationException
{
//derivative: -ax^-2
//"double[] must include at least 1 but not more than 2 coefficients."
if(doubles == null || doubles.length ==0 || doubles.length > 2) throw new FunctionEvaluationException(doubles);
double a = doubles[0];
double b = 0;
if(doubles.length >= 2) b = doubles[1];
double derivative = -a * Math.pow(x, -2d);
double[]gradientVector = new double[1];
gradientVector[0] = derivative;
return gradientVector;
}
}
{code}
This is the resulting stack trace:
java.lang.ArrayIndexOutOfBoundsException: 1
at org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer.updateJacobian(AbstractLeastSquaresOptimizer.java:187)
at org.apache.commons.math.optimization.general.LevenbergMarquardtOptimizer.doOptimize(LevenbergMarquardtOptimizer.java:241)
at org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer.optimize(AbstractLeastSquaresOptimizer.java:346)
at org.apache.commons.math.optimization.fitting.CurveFitter.fit(CurveFitter.java:134)
at com.yieldsoftware.analyticstest.tasks.ppcbidder.CurveFittingTest.testFitnessRankCurveIntercept(CurveFittingTest.java:181)
was:
CurveFitter.fit(ParametricRealFunction, double[]) throws ArrayIndexOutOfBoundsException at AbstractLeastSquaresOptimizer.java:187 when used with the LevenbergMarquardtOptimizer and the length of the initial guess array is greater than 1. The code will run if the initialGuess array is of length 1, but then CurveFitter.fit() just returns the same value as the initialGuess array (I'll file this as a separate issue). Here is my example code:
LevenbergMarquardtOptimizer optimizer = new LevenbergMarquardtOptimizer();
CurveFitter fitter = new CurveFitter(optimizer);
fitter.addObservedPoint(2.805d, 0.6934785852953367d);
fitter.addObservedPoint(2.74333333333333d, 0.6306772025518496d);
fitter.addObservedPoint(1.655d, 0.9474675497289684);
fitter.addObservedPoint(1.725d, 0.9013594835804194d);
SimpleInverseFunction sif = new SimpleInverseFunction(); // Class provided below
double[] initialguess = new double[2];
initialguess[0] = 1.0d;
initialguess[1] = .5d;
double[] bestCoefficients = fitter.fit(sif, initialguess); // <---- throws exception here
/**
* This is my implementation of ParametricRealFunction
* Implements y = ax^-1 + b for use with an Apache CurveFitter implementation
*/
private class SimpleInverseFunction implements ParametricRealFunction
{
public double value(double x, double[] doubles) throws FunctionEvaluationException
{
//y = ax^-1 + b
//"double[] must include at least 1 but not more than 2 coefficients."
if(doubles == null || doubles.length ==0 || doubles.length > 2) throw new FunctionEvaluationException(doubles);
double a = doubles[0];
double b = 0;
if(doubles.length >= 2) b = doubles[1];
return a * Math.pow(x, -1d) + b;
}
public double[] gradient(double x, double[] doubles) throws FunctionEvaluationException
{
//derivative: -ax^-2
//"double[] must include at least 1 but not more than 2 coefficients."
if(doubles == null || doubles.length ==0 || doubles.length > 2) throw new FunctionEvaluationException(doubles);
double a = doubles[0];
double b = 0;
if(doubles.length >= 2) b = doubles[1];
double derivative = -a * Math.pow(x, -2d);
double[]gradientVector = new double[1];
gradientVector[0] = derivative;
return gradientVector;
}
}
This is the resulting stack trace:
java.lang.ArrayIndexOutOfBoundsException: 1
at org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer.updateJacobian(AbstractLeastSquaresOptimizer.java:187)
at org.apache.commons.math.optimization.general.LevenbergMarquardtOptimizer.doOptimize(LevenbergMarquardtOptimizer.java:241)
at org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer.optimize(AbstractLeastSquaresOptimizer.java:346)
at org.apache.commons.math.optimization.fitting.CurveFitter.fit(CurveFitter.java:134)
at com.yieldsoftware.analyticstest.tasks.ppcbidder.CurveFittingTest.testFitnessRankCurveIntercept(CurveFittingTest.java:181)
Environment: Java, Linux Ubuntu 9.04 (64 bit) (was: Java, Linux Ubuntu 9.04)
> CurveFitter.fit(ParametricRealFunction, double[]) used with LevenbergMarquardtOptimizer throws ArrayIndexOutOfBoundsException when double[] length > 1 (AbstractLeastSquaresOptimizer.java:187)
> -----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
>
> Key: MATH-303
> URL: https://issues.apache.org/jira/browse/MATH-303
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.0
> Environment: Java, Linux Ubuntu 9.04 (64 bit)
> Reporter: Daren Drummond
>
> CurveFitter.fit(ParametricRealFunction, double[]) throws ArrayIndexOutOfBoundsException at AbstractLeastSquaresOptimizer.java:187 when used with the LevenbergMarquardtOptimizer and the length of the initial guess array is greater than 1. The code will run if the initialGuess array is of length 1, but then CurveFitter.fit() just returns the same value as the initialGuess array (I'll file this as a separate issue). Here is my example code:
> {code:title=CurveFitter with LevenbergMarquardtOptimizer and SimpleInverseFunction|borderStyle=solid}
> LevenbergMarquardtOptimizer optimizer = new LevenbergMarquardtOptimizer();
> CurveFitter fitter = new CurveFitter(optimizer);
> fitter.addObservedPoint(2.805d, 0.6934785852953367d);
> fitter.addObservedPoint(2.74333333333333d, 0.6306772025518496d);
> fitter.addObservedPoint(1.655d, 0.9474675497289684);
> fitter.addObservedPoint(1.725d, 0.9013594835804194d);
> SimpleInverseFunction sif = new SimpleInverseFunction(); // Class provided below
> double[] initialguess = new double[2];
> initialguess[0] = 1.0d;
> initialguess[1] = .5d;
> double[] bestCoefficients = fitter.fit(sif, initialguess); // <---- throws exception here
> /**
> * This is my implementation of ParametricRealFunction
> * Implements y = ax^-1 + b for use with an Apache CurveFitter implementation
> */
> private class SimpleInverseFunction implements ParametricRealFunction
> {
> public double value(double x, double[] doubles) throws FunctionEvaluationException
> {
> //y = ax^-1 + b
> //"double[] must include at least 1 but not more than 2 coefficients."
> if(doubles == null || doubles.length ==0 || doubles.length > 2) throw new FunctionEvaluationException(doubles);
> double a = doubles[0];
> double b = 0;
> if(doubles.length >= 2) b = doubles[1];
> return a * Math.pow(x, -1d) + b;
> }
> public double[] gradient(double x, double[] doubles) throws FunctionEvaluationException
> {
> //derivative: -ax^-2
> //"double[] must include at least 1 but not more than 2 coefficients."
> if(doubles == null || doubles.length ==0 || doubles.length > 2) throw new FunctionEvaluationException(doubles);
> double a = doubles[0];
> double b = 0;
> if(doubles.length >= 2) b = doubles[1];
> double derivative = -a * Math.pow(x, -2d);
> double[]gradientVector = new double[1];
> gradientVector[0] = derivative;
> return gradientVector;
> }
> }
> {code}
> This is the resulting stack trace:
> java.lang.ArrayIndexOutOfBoundsException: 1
> at org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer.updateJacobian(AbstractLeastSquaresOptimizer.java:187)
> at org.apache.commons.math.optimization.general.LevenbergMarquardtOptimizer.doOptimize(LevenbergMarquardtOptimizer.java:241)
> at org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer.optimize(AbstractLeastSquaresOptimizer.java:346)
> at org.apache.commons.math.optimization.fitting.CurveFitter.fit(CurveFitter.java:134)
> at com.yieldsoftware.analyticstest.tasks.ppcbidder.CurveFittingTest.testFitnessRankCurveIntercept(CurveFittingTest.java:181)
--
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[jira] Resolved: (MATH-303) CurveFitter.fit(ParametricRealFunction,
double[]) used with LevenbergMarquardtOptimizer throws
ArrayIndexOutOfBoundsException when double[] length > 1
(AbstractLeastSquaresOptimizer.java:187)
Posted by "Luc Maisonobe (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-303?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Luc Maisonobe resolved MATH-303.
--------------------------------
Resolution: Invalid
The problem is not in the solver but in the implementation of the gradient method in your SimpleInverseFunction class. The length of the returned array must match the length of the second argument to the method (which is called parameters in the interface and doubles in your class). In your implementation, the array always has length 1 since it is created by statement:
{code}
double[]gradientVector = new double[1];
{code}
Also note that the value of the gradient is wrong. The gradient vector is computed with respect to the parameters (which is the reason why lengths must match), not with respect to the independent variable x. So for a function with two parameters p[0] / x + p[1], the gradient is { 1/x, 1 } and not { -p[0]/x^2, 0 }.
> CurveFitter.fit(ParametricRealFunction, double[]) used with LevenbergMarquardtOptimizer throws ArrayIndexOutOfBoundsException when double[] length > 1 (AbstractLeastSquaresOptimizer.java:187)
> -----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
>
> Key: MATH-303
> URL: https://issues.apache.org/jira/browse/MATH-303
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.0
> Environment: Java, Linux Ubuntu 9.04 (64 bit)
> Reporter: Daren Drummond
>
> CurveFitter.fit(ParametricRealFunction, double[]) throws ArrayIndexOutOfBoundsException at AbstractLeastSquaresOptimizer.java:187 when used with the LevenbergMarquardtOptimizer and the length of the initial guess array is greater than 1. The code will run if the initialGuess array is of length 1, but then CurveFitter.fit() just returns the same value as the initialGuess array (I'll file this as a separate issue). Here is my example code:
> {code:title=CurveFitter with LevenbergMarquardtOptimizer and SimpleInverseFunction|borderStyle=solid}
> LevenbergMarquardtOptimizer optimizer = new LevenbergMarquardtOptimizer();
> CurveFitter fitter = new CurveFitter(optimizer);
> fitter.addObservedPoint(2.805d, 0.6934785852953367d);
> fitter.addObservedPoint(2.74333333333333d, 0.6306772025518496d);
> fitter.addObservedPoint(1.655d, 0.9474675497289684);
> fitter.addObservedPoint(1.725d, 0.9013594835804194d);
> SimpleInverseFunction sif = new SimpleInverseFunction(); // Class provided below
> double[] initialguess = new double[2];
> initialguess[0] = 1.0d;
> initialguess[1] = .5d;
> double[] bestCoefficients = fitter.fit(sif, initialguess); // <---- throws exception here
> /**
> * This is my implementation of ParametricRealFunction
> * Implements y = ax^-1 + b for use with an Apache CurveFitter implementation
> */
> private class SimpleInverseFunction implements ParametricRealFunction
> {
> public double value(double x, double[] doubles) throws FunctionEvaluationException
> {
> //y = ax^-1 + b
> //"double[] must include at least 1 but not more than 2 coefficients."
> if(doubles == null || doubles.length ==0 || doubles.length > 2) throw new FunctionEvaluationException(doubles);
> double a = doubles[0];
> double b = 0;
> if(doubles.length >= 2) b = doubles[1];
> return a * Math.pow(x, -1d) + b;
> }
> public double[] gradient(double x, double[] doubles) throws FunctionEvaluationException
> {
> //derivative: -ax^-2
> //"double[] must include at least 1 but not more than 2 coefficients."
> if(doubles == null || doubles.length ==0 || doubles.length > 2) throw new FunctionEvaluationException(doubles);
> double a = doubles[0];
> double b = 0;
> if(doubles.length >= 2) b = doubles[1];
> double derivative = -a * Math.pow(x, -2d);
> double[]gradientVector = new double[1];
> gradientVector[0] = derivative;
> return gradientVector;
> }
> }
> {code}
> This is the resulting stack trace:
> java.lang.ArrayIndexOutOfBoundsException: 1
> at org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer.updateJacobian(AbstractLeastSquaresOptimizer.java:187)
> at org.apache.commons.math.optimization.general.LevenbergMarquardtOptimizer.doOptimize(LevenbergMarquardtOptimizer.java:241)
> at org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer.optimize(AbstractLeastSquaresOptimizer.java:346)
> at org.apache.commons.math.optimization.fitting.CurveFitter.fit(CurveFitter.java:134)
> at com.yieldsoftware.analyticstest.tasks.ppcbidder.CurveFittingTest.testFitnessRankCurveIntercept(CurveFittingTest.java:181)
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[jira] Closed: (MATH-303) CurveFitter.fit(ParametricRealFunction,
double[]) used with LevenbergMarquardtOptimizer throws
ArrayIndexOutOfBoundsException when double[] length > 1
(AbstractLeastSquaresOptimizer.java:187)
Posted by "Phil Steitz (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-303?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Phil Steitz closed MATH-303.
----------------------------
> CurveFitter.fit(ParametricRealFunction, double[]) used with LevenbergMarquardtOptimizer throws ArrayIndexOutOfBoundsException when double[] length > 1 (AbstractLeastSquaresOptimizer.java:187)
> -----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
>
> Key: MATH-303
> URL: https://issues.apache.org/jira/browse/MATH-303
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.0
> Environment: Java, Linux Ubuntu 9.04 (64 bit)
> Reporter: Daren Drummond
> Fix For: 2.1
>
>
> CurveFitter.fit(ParametricRealFunction, double[]) throws ArrayIndexOutOfBoundsException at AbstractLeastSquaresOptimizer.java:187 when used with the LevenbergMarquardtOptimizer and the length of the initial guess array is greater than 1. The code will run if the initialGuess array is of length 1, but then CurveFitter.fit() just returns the same value as the initialGuess array (I'll file this as a separate issue). Here is my example code:
> {code:title=CurveFitter with LevenbergMarquardtOptimizer and SimpleInverseFunction|borderStyle=solid}
> LevenbergMarquardtOptimizer optimizer = new LevenbergMarquardtOptimizer();
> CurveFitter fitter = new CurveFitter(optimizer);
> fitter.addObservedPoint(2.805d, 0.6934785852953367d);
> fitter.addObservedPoint(2.74333333333333d, 0.6306772025518496d);
> fitter.addObservedPoint(1.655d, 0.9474675497289684);
> fitter.addObservedPoint(1.725d, 0.9013594835804194d);
> SimpleInverseFunction sif = new SimpleInverseFunction(); // Class provided below
> double[] initialguess = new double[2];
> initialguess[0] = 1.0d;
> initialguess[1] = .5d;
> double[] bestCoefficients = fitter.fit(sif, initialguess); // <---- throws exception here
> /**
> * This is my implementation of ParametricRealFunction
> * Implements y = ax^-1 + b for use with an Apache CurveFitter implementation
> */
> private class SimpleInverseFunction implements ParametricRealFunction
> {
> public double value(double x, double[] doubles) throws FunctionEvaluationException
> {
> //y = ax^-1 + b
> //"double[] must include at least 1 but not more than 2 coefficients."
> if(doubles == null || doubles.length ==0 || doubles.length > 2) throw new FunctionEvaluationException(doubles);
> double a = doubles[0];
> double b = 0;
> if(doubles.length >= 2) b = doubles[1];
> return a * Math.pow(x, -1d) + b;
> }
> public double[] gradient(double x, double[] doubles) throws FunctionEvaluationException
> {
> //derivative: -ax^-2
> //"double[] must include at least 1 but not more than 2 coefficients."
> if(doubles == null || doubles.length ==0 || doubles.length > 2) throw new FunctionEvaluationException(doubles);
> double a = doubles[0];
> double b = 0;
> if(doubles.length >= 2) b = doubles[1];
> double derivative = -a * Math.pow(x, -2d);
> double[]gradientVector = new double[1];
> gradientVector[0] = derivative;
> return gradientVector;
> }
> }
> {code}
> This is the resulting stack trace:
> java.lang.ArrayIndexOutOfBoundsException: 1
> at org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer.updateJacobian(AbstractLeastSquaresOptimizer.java:187)
> at org.apache.commons.math.optimization.general.LevenbergMarquardtOptimizer.doOptimize(LevenbergMarquardtOptimizer.java:241)
> at org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer.optimize(AbstractLeastSquaresOptimizer.java:346)
> at org.apache.commons.math.optimization.fitting.CurveFitter.fit(CurveFitter.java:134)
> at com.yieldsoftware.analyticstest.tasks.ppcbidder.CurveFittingTest.testFitnessRankCurveIntercept(CurveFittingTest.java:181)
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[jira] Updated: (MATH-303) CurveFitter.fit(ParametricRealFunction,
double[]) used with LevenbergMarquardtOptimizer throws
ArrayIndexOutOfBoundsException when double[] length > 1
(AbstractLeastSquaresOptimizer.java:187)
Posted by "Phil Steitz (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-303?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Phil Steitz updated MATH-303:
-----------------------------
Fix Version/s: 2.1
> CurveFitter.fit(ParametricRealFunction, double[]) used with LevenbergMarquardtOptimizer throws ArrayIndexOutOfBoundsException when double[] length > 1 (AbstractLeastSquaresOptimizer.java:187)
> -----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
>
> Key: MATH-303
> URL: https://issues.apache.org/jira/browse/MATH-303
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.0
> Environment: Java, Linux Ubuntu 9.04 (64 bit)
> Reporter: Daren Drummond
> Fix For: 2.1
>
>
> CurveFitter.fit(ParametricRealFunction, double[]) throws ArrayIndexOutOfBoundsException at AbstractLeastSquaresOptimizer.java:187 when used with the LevenbergMarquardtOptimizer and the length of the initial guess array is greater than 1. The code will run if the initialGuess array is of length 1, but then CurveFitter.fit() just returns the same value as the initialGuess array (I'll file this as a separate issue). Here is my example code:
> {code:title=CurveFitter with LevenbergMarquardtOptimizer and SimpleInverseFunction|borderStyle=solid}
> LevenbergMarquardtOptimizer optimizer = new LevenbergMarquardtOptimizer();
> CurveFitter fitter = new CurveFitter(optimizer);
> fitter.addObservedPoint(2.805d, 0.6934785852953367d);
> fitter.addObservedPoint(2.74333333333333d, 0.6306772025518496d);
> fitter.addObservedPoint(1.655d, 0.9474675497289684);
> fitter.addObservedPoint(1.725d, 0.9013594835804194d);
> SimpleInverseFunction sif = new SimpleInverseFunction(); // Class provided below
> double[] initialguess = new double[2];
> initialguess[0] = 1.0d;
> initialguess[1] = .5d;
> double[] bestCoefficients = fitter.fit(sif, initialguess); // <---- throws exception here
> /**
> * This is my implementation of ParametricRealFunction
> * Implements y = ax^-1 + b for use with an Apache CurveFitter implementation
> */
> private class SimpleInverseFunction implements ParametricRealFunction
> {
> public double value(double x, double[] doubles) throws FunctionEvaluationException
> {
> //y = ax^-1 + b
> //"double[] must include at least 1 but not more than 2 coefficients."
> if(doubles == null || doubles.length ==0 || doubles.length > 2) throw new FunctionEvaluationException(doubles);
> double a = doubles[0];
> double b = 0;
> if(doubles.length >= 2) b = doubles[1];
> return a * Math.pow(x, -1d) + b;
> }
> public double[] gradient(double x, double[] doubles) throws FunctionEvaluationException
> {
> //derivative: -ax^-2
> //"double[] must include at least 1 but not more than 2 coefficients."
> if(doubles == null || doubles.length ==0 || doubles.length > 2) throw new FunctionEvaluationException(doubles);
> double a = doubles[0];
> double b = 0;
> if(doubles.length >= 2) b = doubles[1];
> double derivative = -a * Math.pow(x, -2d);
> double[]gradientVector = new double[1];
> gradientVector[0] = derivative;
> return gradientVector;
> }
> }
> {code}
> This is the resulting stack trace:
> java.lang.ArrayIndexOutOfBoundsException: 1
> at org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer.updateJacobian(AbstractLeastSquaresOptimizer.java:187)
> at org.apache.commons.math.optimization.general.LevenbergMarquardtOptimizer.doOptimize(LevenbergMarquardtOptimizer.java:241)
> at org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer.optimize(AbstractLeastSquaresOptimizer.java:346)
> at org.apache.commons.math.optimization.fitting.CurveFitter.fit(CurveFitter.java:134)
> at com.yieldsoftware.analyticstest.tasks.ppcbidder.CurveFittingTest.testFitnessRankCurveIntercept(CurveFittingTest.java:181)
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