The second one was observed during test on the CMAES algorithm where the solution was converging on a area and at a certain point got a switched and diverged a lot without success to reconverging on a area. We found out that it was due to the covaraince matrix where an utilisation of a eigen fonction wasn't working as it has to be with like it seems to be an "aliasing issue".
So in edo/src/edoEstimatorNormalAdaptive.h (line 236):
Matrix mD = eigensolver.eigenvalues().asDiagonal();
// from variance to standard deviations
// Correction
mD = mD.cwiseSqrt();
Thanks.
The fix being easy to do, don't you want to make a pull request, so as to be credited?
Or do you prefer me to do it on your behalf?
Or just do it myself and not crediting you?
Hello,
We found 2 errors in the source code.
The first one is due to an error in compilation on windows where sighandler is not defined. We need to add in eo/src/eoSIGContinue.h (line 36) :
The second one was observed during test on the CMAES algorithm where the solution was converging on a area and at a certain point got a switched and diverged a lot without success to reconverging on a area. We found out that it was due to the covaraince matrix where an utilisation of a eigen fonction wasn't working as it has to be with like it seems to be an "aliasing issue". So in edo/src/edoEstimatorNormalAdaptive.h (line 236):
Thanks
Best regards