Exploration of IGO with adaptive learning rates and shrinkage covariance

Setting: adaptive learning rates with 2*delta and delta set to eta_{*}/3. 100 samples per run. Starting distribution: uniform. Shrinkage covariance computed with this: http://ledoit.net/shrinkDiag.m

Starting learning rates: eta_d=10; eta_D=10; iterations=1000; runs=1;

Starting learning rates: eta_d=10; eta_D=10; iterations=100; runs=10;

Starting learning rates: eta_d=10; eta_D=1; iterations=100; runs=10;

Starting learning rates: eta_d=10; eta_D=10; iterations=100; runs=10;

Starting learning rates: eta_d=1; eta_D=1; iterations=100; runs=10;