Undesired CSA behavior with large population size

[nikohansen]

on the BBOB Rastrigin function F15.

import cocoex

suite = cocoex.Suite('bbob', '', '')
N = 40
fbbob = suite.get_problem_by_function_dimension_instance(15, N, 1)

CMA-ES with popsize=3999 will increase the initial standard deviation by almost a factor of 1000 when the initial point is chosen like

x0 = 8 * np.random.rand(N)

Strangely enough, and remarkably, this does not happen on the cma.ff.rastrigin function.

Strangely enough, we see even full-blown divergence with TPA (and no problem on ff.rastrigin).

[nikohansen]

Changing the damping factor by just 1.5 (usually) fixes this specific case with CSA (and for TPA a factor of 2 from 4.5 to 9):

[nikohansen]

A little additional insight: this happens on F3 and F12 too (and arguably on F6), and it depends on the initial point in a peculiar way only when initialized badly, here on F3 in the all-positive domain.

[nikohansen]

As a poor temporary band-aid, the TPA damping is changed from 0.7 + np.log(eval('N')) to 0.7 + 2 * np.log(eval('N')) with commit 38b9845