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Expose CMAEvolutionStrategy sigma0? #1074

@anicusan

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@anicusan

The "only" CMA-ES hyperparameter normally set by users is hardcoded as 0.1 in the code below:

https://github.com/SciML/Optimization.jl/blob/master/lib/OptimizationCMAEvolutionStrategy/src/OptimizationCMAEvolutionStrategy.jl#L112C1-L113C1

Is this deliberate, or is there some internal parameter rescaling I don't see?

If not, I am happy to submit a pull request to expose this as a keyword argument to the CMAEvolutionStrategyOpt constructor.

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