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The CMA Evolution Strategy: A Tutorial

Nikolaus Hansen 1
1 TAO - Machine Learning and Optimisation
CNRS - Centre National de la Recherche Scientifique : UMR8623, Inria Saclay - Ile de France, UP11 - Université Paris-Sud - Paris 11, LRI - Laboratoire de Recherche en Informatique
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.
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https://hal.inria.fr/hal-01297037
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Submitted on : Friday, April 1, 2016 - 11:16:38 PM
Last modification on : Thursday, July 8, 2021 - 3:50:03 AM
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  • HAL Id : hal-01297037, version 1
  • ARXIV : 1604.00772

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

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