arXiv (Cornell University) · 2016 · 640 citations · 0 references
Evolution StrategyEngineeringMachine LearningContinuous OptimizationStochastic OptimizationContinuous DomainSystems EngineeringDerivative-free OptimizationEvolutionary AlgorithmsComputer ScienceEvolutionary DesignCovariance Matrix AdaptationCma Evolution StrategyEvolution-based MethodEvolutionary Multimodal OptimizationAdaptive Optimization
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.