SOTAVerified

The CMA Evolution Strategy: A Tutorial

2016-04-04Code Available2· sign in to hype

Nikolaus Hansen

Code Available — Be the first to reproduce this paper.

Reproduce

Code

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.

Reproductions