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
Other
321 stars 78 forks source link

in dimension above 38 or so, gradient injection on sep-CMA triggers stagnation criteria #96

Closed beniz closed 9 years ago

beniz commented 9 years ago

Here is how to reproduce:

./test_functions -fname fsphere -alg sepacmaes -ftarget 1e-8 -dim 10
./test_functions -fname fsphere -alg sepacmaes -ftarget 1e-8 -dim 100 -with_gradient

this yields something similar to:

INFO - stopping criteria stagnation => oldmedianfvalue=512.312040743035 / newmedianfvalue=583.127653408428
./test_functions -fname fsphere -alg sepacmaes -ftarget 1e-8 -dim 100 -with_gradient -no_stagnation

The fix is obvious while the underlying reason of the problem is less clear. This probably needs to be investigated.

beniz commented 9 years ago

Related to #97, closing.