Opened 2 years ago

Closed 2 years ago

#2487 closed defect (done)

Long running CMA-ES could lead to Nan values

Reported by: mkommend Owned by: mkommend
Priority: medium Milestone: HeuristicLab 3.3.13
Component: Algorithms.CMAEvolutionStrategy Version: 3.3.12
Keywords: Cc:

Description

This happens because of very small sigmas of the virtual population that lead to numerical instabilities regarding the axis ratio. There is already a check in the CMAUpdater, which guards against degenerate states that has to be extended.

Change History (4)

comment:1 Changed 2 years ago by mkommend

  • Status changed from new to accepted

r12987: Extended check for degenerate states in CMAUpdater.

comment:2 Changed 2 years ago by mkommend

  • Owner changed from mkommend to abeham
  • Status changed from accepted to reviewing

comment:3 Changed 2 years ago by abeham

  • Owner changed from abeham to mkommend
  • Status changed from reviewing to readytorelease

Change is okay, observing a zero-valued eigenvalue can be seen as degenerate case.

comment:4 Changed 2 years ago by mkommend

  • Resolution set to done
  • Status changed from readytorelease to closed

r13175: Merged r12987 into stable.

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