{"action":"created","issue":{"url":"https://api.github.com/repos/beniz/libcmaes/issues/88","labels_url":"https://api.github.com/repos/beniz/libcmaes/issues/88/labels{/name}","comments_url":"https://api.github.com/repos/beniz/libcmaes/issues/88/comments","events_url":"https://api.github.com/repos/beniz/libcmaes/issues/88/events","html_url":"https://github.com/beniz/libcmaes/issues/88","id":52465103,"number":88,"title":"Two-points adaptation for CMA-ES","user":{"login":"beniz","id":3530657,"avatar_url":"https://avatars.githubusercontent.com/u/3530657?v=3","gravatar_id":"","url":"https://api.github.com/users/beniz","html_url":"https://github.com/beniz","followers_url":"https://api.github.com/users/beniz/followers","following_url":"https://api.github.com/users/beniz/following{/other_user}","gists_url":"https://api.github.com/users/beniz/gists{/gist_id}","starred_url":"https://api.github.com/users/beniz/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/beniz/subscriptions","organizations_url":"https://api.github.com/users/beniz/orgs","repos_url":"https://api.github.com/users/beniz/repos","events_url":"https://api.github.com/users/beniz/events{/privacy}","received_events_url":"https://api.github.com/users/beniz/received_events","type":"User","site_admin":false},"labels":[{"url":"https://api.github.com/repos/beniz/libcmaes/labels/enhancement","name":"enhancement","color":"84b6eb"},{"url":"https://api.github.com/repos/beniz/libcmaes/labels/optimization","name":"optimization","color":"bfe5bf"}],"state":"open","locked":false,"assignee":{"login":"beniz","id":3530657,"avatar_url":"https://avatars.githubusercontent.com/u/3530657?v=3","gravatar_id":"","url":"https://api.github.com/users/beniz","html_url":"https://github.com/beniz","followers_url":"https://api.github.com/users/beniz/followers","following_url":"https://api.github.com/users/beniz/following{/other_user}","gists_url":"https://api.github.com/users/beniz/gists{/gist_id}","starred_url":"https://api.github.com/users/beniz/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/beniz/subscriptions","organizations_url":"https://api.github.com/users/beniz/orgs","repos_url":"https://api.github.com/users/beniz/repos","events_url":"https://api.github.com/users/beniz/events{/privacy}","received_events_url":"https://api.github.com/users/beniz/received_events","type":"User","site_admin":false},"milestone":null,"comments":20,"created_at":"2014-12-19T09:52:56Z","updated_at":"2015-01-26T16:29:09Z","closed_at":null,"body":"See:\r\n* 'How to Assess Step-Size Adaptation Mechanisms in Randomised Search': https://hal.inria.fr/hal-00997294v3/document\r\n* CMA-ES with Two-Point Step-Size Adaptation: http://arxiv.org/abs/0805.0231"},"comment":{"url":"https://api.github.com/repos/beniz/libcmaes/issues/comments/71489024","html_url":"https://github.com/beniz/libcmaes/issues/88#issuecomment-71489024","issue_url":"https://api.github.com/repos/beniz/libcmaes/issues/88","id":71489024,"user":{"login":"nikohansen","id":7316439,"avatar_url":"https://avatars.githubusercontent.com/u/7316439?v=3","gravatar_id":"","url":"https://api.github.com/users/nikohansen","html_url":"https://github.com/nikohansen","followers_url":"https://api.github.com/users/nikohansen/followers","following_url":"https://api.github.com/users/nikohansen/following{/other_user}","gists_url":"https://api.github.com/users/nikohansen/gists{/gist_id}","starred_url":"https://api.github.com/users/nikohansen/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/nikohansen/subscriptions","organizations_url":"https://api.github.com/users/nikohansen/orgs","repos_url":"https://api.github.com/users/nikohansen/repos","events_url":"https://api.github.com/users/nikohansen/events{/privacy}","received_events_url":"https://api.github.com/users/nikohansen/received_events","type":"User","site_admin":false},"created_at":"2015-01-26T16:29:09Z","updated_at":"2015-01-26T16:29:09Z","body":"I just tried to replicate the suspicious entry with sep-active-CMA on felli with my Python implementation. I get roughly (from at least two runs each)\r\n\r\n    D    fevals_avg_gi fevals_avg_gi_tpa\r\n    40       9500        12000\r\n    100     27000        60000\r\n    200     58000        inf \r\n\r\nTwo observations: our implementations differ (this might be a small difference though, not necessarily a bug), and there is a relevant problem with TPA, which you observe already in smaller dimension than I do. \r\n\r\n![screen shot 2015-01-26 at 16 38 15](https://cloud.githubusercontent.com/assets/7316439/5902972/2c14e682-a57f-11e4-9a57-e039108bb9cd.png)\r\nFigure: Run on felli, sep-CMA with TPA and gradient injection in 200-D.\r\n\r\nThe failure seems only to occur with both, gradient and TPA being active. \r\n\r\nOn Rosenbrock, result `inf` is rather misleading, because I can make it work simply by removing the termination criteria `tolupsigma` and `maxiter`. \r\n\r\nI consider the failure to converge to the optimum on the axis-parallel ellipsoid function a major flaw, not as bad but comparable to the failure on the sphere function. \r\n\r\nConclusion: TPA should not become default in production code, before this problem is more deeply investigated. "}}