CMA-ES with Two-Point Step-Size Adaptation

Nikolaus Hansen 1, 2, *
* Corresponding author
1 TANC - Algorithmic number theory for cryptology
LIX - Laboratoire d'informatique de l'École polytechnique [Palaiseau], Inria Saclay - Ile de France
Abstract : We combine a refined version of two-point step-size adaptation with the covariance matrix adaptation evolution strategy (CMA-ES). Additionally, we suggest polished formulae for the learning rate of the covariance matrix and the recombination weights. In contrast to cumulative step-size adaptation or to the 1/5-th success rule, the refined two-point adaptation (TPA) does not rely on any internal model of optimality. In contrast to conventional self-adaptation, the TPA will achieve a better target step-size in particular with large populations. The disadvantage of TPA is that it relies on two additional objective function
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Contributor : Nikolaus Hansen <>
Submitted on : Saturday, May 3, 2008 - 2:12:13 AM
Last modification on : Sunday, July 21, 2019 - 1:48:11 AM
Long-term archiving on : Thursday, September 23, 2010 - 4:46:23 PM


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  • HAL Id : inria-00276854, version 3
  • ARXIV : 0805.0231


Nikolaus Hansen. CMA-ES with Two-Point Step-Size Adaptation. [Research Report] 2008. ⟨inria-00276854v3⟩



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