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Fix division-by-zero while initializing CMAES #86

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Oct 2, 2023
Merged

Fix division-by-zero while initializing CMAES #86

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13 changes: 11 additions & 2 deletions src/evotorch/algorithms/cmaes.py
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Original file line number Diff line number Diff line change
Expand Up @@ -18,7 +18,7 @@
This namespace contains the CMAES class
"""

from typing import Optional, Tuple
from typing import Optional, Tuple, Union

import numpy as np
import torch
Expand Down Expand Up @@ -80,6 +80,13 @@ def _limit_stdev(sigma: torch.Tensor, C: torch.Tensor, stdev_min: Optional[float
return C


def _safe_divide(a: Union[Real, torch.Tensor], b: Union[Real, torch.Tensor]) -> Union[torch.Tensor]:
tolerance = 1e-8
if abs(b) < tolerance:
b = (-tolerance) if b < 0 else tolerance
return a / b


class CMAES(SearchAlgorithm, SinglePopulationAlgorithmMixin):
"""
CMAES: Covariance Matrix Adaptation Evolution Strategy.
Expand Down Expand Up @@ -360,9 +367,11 @@ def __init__(
# Note that we could use the exact formulation with Gamma functions, but we'll retain this form for consistency
self.unbiased_expectation = np.sqrt(d) * (1 - (1 / (4 * d)) + 1 / (21 * d**2))

self.last_ex = None

# How often to decompose C
if limit_C_decomposition:
self.decompose_C_freq = max(1, int(1 / np.floor(10 * d * (self.c_1.cpu() + self.c_mu.cpu()))))
self.decompose_C_freq = max(1, int(np.floor(_safe_divide(1, 10 * d * (self.c_1.cpu() + self.c_mu.cpu())))))
else:
self.decompose_C_freq = 1

Expand Down