CMA-ES / pycma

Python implementation of CMA-ES

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Adjust upper initial coordinate wise stds **depending on bounds**

nikohansen opened this issue · comments

By default, standard deviations should not exceed 20-50% of the width of the bounded domain. As this is tedious to setup when different bounded domain widths are given (option 'CMA_stds' or better 'maxstd' must be set according to the domain widths), this should happen by default automatically.

As the 'scaling_of_variables' mechanism is deprecated, this is best handled like for 'CMA_stds' via setting sigma_vec.scaling accordingly. It seem logical that the default mechanism is only activated when the 'CMA_stds' and 'maxstd' option is not given.

Fixed with 33c0573 and 70fa665 which makes the percentage an option 'maxstd_boundrange': 1/3 with 33% as default.