The CMA Evolution Strategy: A Tutorial
Machine Learning
2023-03-13 v2 Machine Learning
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.
Keywords
Cite
@article{arxiv.1604.00772,
title = {The CMA Evolution Strategy: A Tutorial},
author = {Nikolaus Hansen},
journal= {arXiv preprint arXiv:1604.00772},
year = {2023}
}
Comments
ArXiv e-prints, arXiv:1604.00772, 2016, pp.1-39