While reading about weighted heuristic searches, I came to know that they don't perform well in depression regions; what are "depression regions"?
Per this paper, Multi-Heuristic A* (Aine et al., 2014), "depression regions" can be defined as:
...regions in the search space where the correlation between the heuristic values and the actual cost of the path to goal is weak
The related references are:
The former provides a similar definition:
...bounded areas of the search space in which the heuristic function is inaccurate compared to the actual cost to reach a solution.