diff --git a/src/weight_windows.cpp b/src/weight_windows.cpp
index d3565eaaf63..4b4e5b5306b 100644
--- a/src/weight_windows.cpp
+++ b/src/weight_windows.cpp
@@ -1056,6 +1056,7 @@ void free_memory_weight_windows()
 {
   variance_reduction::ww_map.clear();
   variance_reduction::weight_windows.clear();
+  variance_reduction::weight_windows_generators.clear();
 }
 
 void finalize_variance_reduction()