Class CMAESOptimizer.Sigma

  • All Implemented Interfaces:
    OptimizationData
    Enclosing class:
    CMAESOptimizer

    public static class CMAESOptimizer.Sigma
    extends Object
    implements OptimizationData
    Input sigma values. They define the initial coordinate-wise standard deviations for sampling new search points around the initial guess. It is suggested to set them to the estimated distance from the initial to the desired optimum. Small values induce the search to be more local (and very small values are more likely to find a local optimum close to the initial guess). Too small values might however lead to early termination.