The CMA Evolution Strategy: A Tutorial
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.
- Publication:
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arXiv e-prints
- Pub Date:
- April 2016
- DOI:
- 10.48550/arXiv.1604.00772
- arXiv:
- arXiv:1604.00772
- Bibcode:
- 2016arXiv160400772H
- Keywords:
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- Computer Science - Machine Learning;
- Statistics - Machine Learning
- E-Print:
- ArXiv e-prints, arXiv:1604.00772, 2016, pp.1-39