diff --git a/src/quocslib/optimizationalgorithms/ADAlgorithm.py b/src/quocslib/optimizationalgorithms/ADAlgorithm.py index 6be52c4..00ec36e 100644 --- a/src/quocslib/optimizationalgorithms/ADAlgorithm.py +++ b/src/quocslib/optimizationalgorithms/ADAlgorithm.py @@ -149,7 +149,9 @@ def inner_run(self): initial_variation = random_variation * self.controls.get_sigma_variation() # Define the initial init_xx = self.controls.get_mean_value() + initial_variation - + # Initialize the best xx vector for this SI + self.best_xx = self.controls.get_mean_value().copy() + def get_gradient(x): return np.array(jax.jit(jax.grad(self.get_gradient))(x))