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Posted to user@commons.apache.org by "Glautier S.P." <S....@soton.ac.uk> on 2013/02/27 13:23:44 UTC
[math]
Dear list, I'd be grateful for any help on the following:
I am using the CMAESOptimizer in the java commons.math3 library to generate a best fit for a model of learning to some experimental data. When I take the best parameters generated by the optimisation and plug them into the model, the fit between the model and the data doesn't match that which I expect on the basis of the optimisation output. In the cases I have checked the optimiser output best fit (the value part of the PointValuePair that comes at the end of the optimisation) is slightly larger than the value I get when I run the model using the parameters from the optimiser output (the point part of the PointValuePair that comes at the end of the optimisation).
I have spent quite a long time checking my code and I can't find what the problem is but it occurred to me that there might be something about the optimisation output that I haven't understood properly. Am I correct to assuming that the parameters produced at the end of the optimisation are those that produced the associated best fit value?
Thanks, Steve.
__
Dr. Steven Glautier,
School of Psychology,
Southampton University,
Southampton, SO17 1BJ, UK.
(+44) 023-8059-2589
Home page: http://www.southampton.ac.uk/psychology/about/staff/spg.page
Research participation online: http://www.virtualpsyclab.net/
RE: [math]
Posted by "Glautier S.P." <S....@soton.ac.uk>.
Thanks Gilles, I'm using 3.0, will try again with latest.
I'm minimising and if updating doesn't fix it I'll send some more information.
Steve.
>-----Original Message-----
>From: Gilles [mailto:gilles@harfang.homelinux.org]
>Sent: 27 February 2013 13:06
>To: user@commons.apache.org
>Subject: Re: [math]
>
>Hello.
>
>On Wed, 27 Feb 2013 12:23:44 +0000, Glautier S.P. wrote:
>> Dear list, I'd be grateful for any help on the following:
>>
>> I am using the CMAESOptimizer in the java commons.math3 library to
>> generate a best fit for a model of learning to some experimental data.
>> When I take the best parameters generated by the optimisation and plug
>> them into the model, the fit between the model and the data doesn't
>> match that which I expect on the basis of the optimisation output. In
>> the cases I have checked the optimiser output best fit (the value part
>> of the PointValuePair that comes at the end of the optimisation) is
>> slightly larger than the value I get when I run the model using the
>> parameters from the optimiser output (the point part of the
>> PointValuePair that comes at the end of the optimisation).
>>
>> I have spent quite a long time checking my code and I can't find what
>> the problem is but it occurred to me that there might be something
>> about the optimisation output that I haven't understood properly. Am I
>> correct to assuming that the parameters produced at the end of the
>> optimisation are those that produced the associated best fit value?
>
>Yes, that should be so.
>
>Which version of Commons Math are you using?
>
>[To figure out what could have happened, it would be easier to have the actual numbers for the parameters and associated cost and the function to be optimized (minimized or maximized?).]
>
>
>Best regards,
>Gilles
Re: [math]
Posted by Gilles <gi...@harfang.homelinux.org>.
Hello.
On Wed, 27 Feb 2013 12:23:44 +0000, Glautier S.P. wrote:
> Dear list, I'd be grateful for any help on the following:
>
> I am using the CMAESOptimizer in the java commons.math3 library to
> generate a best fit for a model of learning to some experimental
> data.
> When I take the best parameters generated by the optimisation and
> plug
> them into the model, the fit between the model and the data doesn't
> match that which I expect on the basis of the optimisation output. In
> the cases I have checked the optimiser output best fit (the value
> part
> of the PointValuePair that comes at the end of the optimisation) is
> slightly larger than the value I get when I run the model using the
> parameters from the optimiser output (the point part of the
> PointValuePair that comes at the end of the optimisation).
>
> I have spent quite a long time checking my code and I can't find what
> the problem is but it occurred to me that there might be something
> about the optimisation output that I haven't understood properly. Am
> I
> correct to assuming that the parameters produced at the end of the
> optimisation are those that produced the associated best fit value?
Yes, that should be so.
Which version of Commons Math are you using?
[To figure out what could have happened, it would be easier to have the
actual numbers for the parameters and associated cost and the function
to be optimized (minimized or maximized?).]
Best regards,
Gilles
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