CMA-ES / libcmaes

libcmaes is a multithreaded C++11 library with Python bindings for high performance blackbox stochastic optimization using the CMA-ES algorithm for Covariance Matrix Adaptation Evolution Strategy
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Possible typo in population size of first regime #229

Open vinaym815 opened 3 years ago

vinaym815 commented 3 years ago

https://github.com/CMA-ES/libcmaes/blob/bf994354c072e58f3125014a40029ee65cd7e00d/src/bipopcmastrategy.cc#L122

Should not the value sampled from uniform distribution be squared as suggested in: https://hal.inria.fr/inria-00382093/document https://hal.inria.fr/hal-00818596v1/document

Also it might be desirable to change the sigma expression to the one proposed in second paper. sigma expression of first publication: 133079718-ff95beca-f90b-42ad-a77b-df54d82b2c05

sigma expression of the second publication: sigma2

beniz commented 3 years ago

image

Hi @vinaym815 good catch, possibly, let's see whether @nikohansen can confirm ?

nikohansen commented 3 years ago

Yes, I agree with both, 2 -> default initial sigma and the uniform random number should be squared first.