Closed nhansendev closed 1 year ago
Thank you for the suggestion! Yes, CR-FM-NES uses even number for lambda because it uses antithetic variates method, which reduces the variance of estimating natural gradient. I accept the suggestion and will fix this later.
Fixed. Thanks @Obliman!
I've noticed that if "lamb" is defined as an odd number it will result in a ValueError as it tries to split data unevenly (except for "3", which mysteriously works just fine).
My suggestion is to add this line to the CRFMNES init: