evolution_strategy.py 文件源码

def alleviate_conditioning_in_coordinates(self, condition=1e8):
        """pass scaling from `C` to `sigma_vec`.

        As a result, `C` is a correlation matrix, i.e., all diagonal
        entries of `C` are `1`.
        """
        if max(self.dC) / min(self.dC) > condition:
            # allows for much larger condition numbers, if axis-parallel
            if hasattr(self, 'sm') and isinstance(self.sm, sampler.GaussFullSampler):
                old_coordinate_condition = max(self.dC) / min(self.dC)
                old_condition = self.sm.condition_number
                factors = self.sm.to_correlation_matrix()
                self.sigma_vec *= factors
                self.pc /= factors
                self._updateBDfromSM(self.sm)
                utils.print_message('\ncondition in coordinate system exceeded'
                                    ' %.1e, rescaled to %.1e, '
                                    '\ncondition changed from %.1e to %.1e'
                                      % (old_coordinate_condition, max(self.dC) / min(self.dC),
                                         old_condition, self.sm.condition_number),
                                    iteration=self.countiter)