Skip to Main content Skip to Navigation
Preprints, Working Papers, ...

The CMA Evolution Strategy: A Tutorial

Nikolaus Hansen 1 
1 TAO - Machine Learning and Optimisation
LRI - Laboratoire de Recherche en Informatique, UP11 - Université Paris-Sud - Paris 11, Inria Saclay - Ile de France, CNRS - Centre National de la Recherche Scientifique : UMR8623
Abstract : This tutorial introduces the CMA Evolution Strategy (ES), where CMA stands for Covariance Matrix Adaptation. The CMA-ES is a stochastic, or randomized, method for real-parameter (continuous domain) optimization of non-linear, non-convex functions. We try to motivate and derive the algorithm from intuitive concepts and from requirements of non-linear, non-convex search in continuous domain.
Document type :
Preprints, Working Papers, ...
Complete list of metadata

Cited literature [30 references]  Display  Hide  Download
Contributor : Nikolaus Hansen Connect in order to contact the contributor
Submitted on : Friday, April 1, 2016 - 11:16:38 PM
Last modification on : Sunday, June 26, 2022 - 12:05:24 PM
Long-term archiving on: : Sunday, July 3, 2016 - 12:21:27 PM


Files produced by the author(s)


  • HAL Id : hal-01297037, version 1
  • ARXIV : 1604.00772



Nikolaus Hansen. The CMA Evolution Strategy: A Tutorial. 2005. ⟨hal-01297037⟩



Record views


Files downloads