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The interest in accelerating black-box optimizers has resulted in several surrogate model-assisted version of the Covariance Matrix Adaptation Evolution Strategy, a state-of-the-art continuous black-box optimizer. The version called…

Neural and Evolutionary Computing · Computer Science 2017-10-02 Jakub Repicky , Lukas Bajer , Zbynek Pitra , Martin Holena

Evolutionary optimization algorithms often face defects and limitations that complicate the evolution processes or even prevent them from reaching the global optimum. A notable constraint pertains to the considerable quantity of function…

Neural and Evolutionary Computing · Computer Science 2025-05-23 Farshid Farhadi Khouzani , Abdolreza Mirzaei , Paul La Plante , Laxmi Gewali

Various variants of the well known Covariance Matrix Adaptation Evolution Strategy (CMA-ES) have been proposed recently, which improve the empirical performance of the original algorithm by structural modifications. However, in practice it…

Neural and Evolutionary Computing · Computer Science 2018-08-20 Sander van Rijn , Hao Wang , Matthijs van Leeuwen , Thomas Bäck

The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is widely accepted as a robust derivative-free continuous optimization algorithm for non-linear and non-convex optimization problems. CMA-ES is well known to be almost…

Neural and Evolutionary Computing · Computer Science 2014-06-12 Ilya Loshchilov , Marc Schoenauer , Michèle Sebag , Nikolaus Hansen

Contextual policy search (CPS) is a class of multi-task reinforcement learning algorithms that is particularly useful for robotic applications. A recent state-of-the-art method is Contextual Covariance Matrix Adaptation Evolution Strategies…

Machine Learning · Computer Science 2019-04-16 Alexander Fabisch

This paper addresses the development of a covariance matrix self-adaptation evolution strategy (CMSA-ES) for solving optimization problems with linear constraints. The proposed algorithm is referred to as Linear Constraint CMSA-ES…

Neural and Evolutionary Computing · Computer Science 2018-09-24 Patrick Spettel , Hans-Georg Beyer , Michael Hellwig

This paper proposes RCMAES, a novel variant of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) for CEC benchmark optimization. RCMAES integrates a dimension-dependent nonlinear population-size reduction strategy with an…

Neural and Evolutionary Computing · Computer Science 2026-05-01 Khoirul Faiq Muzakka , Sören Möller , Martin Finsterbusch

This paper investigates the control of an ML component within the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) devoted to black-box optimization. The known CMA-ES weakness is its sample complexity, the number of evaluations of…

Machine Learning · Computer Science 2013-08-20 Ilya Loshchilov , Marc Schoenauer , Michèle Sebag

Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is a highly effective optimization technique. A primary challenge when applying CMA-ES in high dimensionality is sampling from a multivariate normal distribution with an arbitrary…

Neural and Evolutionary Computing · Computer Science 2026-01-05 Jarosław Arabas , Adam Stelmaszczyk , Eryk Warchulski , Dariusz Jagodziński , Rafał Biedrzycki

We propose a new approach for building recommender systems by adapting surrogate-assisted interactive genetic algorithms. A pool of user-evaluated items is used to construct an approximative model which serves as a surrogate fitness…

Neural and Evolutionary Computing · Computer Science 2019-08-09 Thomas Gabor , Philipp Altmann

Taking agent-based models (ABM) closer to the data is an open challenge. This paper explicitly tackles parameter space exploration and calibration of ABMs combining supervised machine-learning and intelligent sampling to build a surrogate…

Economics · Quantitative Finance 2017-04-07 Francesco Lamperti , Andrea Roventini , Amir Sani

The Covariance Matrix Adaptation Evolutionary Strategy (CMA-ES) is one of the most advanced algorithms in numerical black-box optimization. For noisy objective functions, several approaches were proposed to mitigate the noise, e.g.,…

Neural and Evolutionary Computing · Computer Science 2025-06-04 Catalin-Viorel Dinu , Yash J. Patel , Xavier Bonet-Monroig , Hao Wang

In this paper, we propose a novel approach (SAPEO) to support the survival selection process in multi-objective evolutionary algorithms with surrogate models - it dynamically chooses individuals to evaluate exactly based on the model…

Neural and Evolutionary Computing · Computer Science 2016-11-02 Vanessa Volz , Günter Rudolph , Boris Naujoks

The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is a popular method to deal with nonconvex and/or stochastic optimization problems when the gradient information is not available. Being based on the CMA-ES, the recently proposed…

Neural and Evolutionary Computing · Computer Science 2017-05-19 Ilya Loshchilov , Tobias Glasmachers , Hans-Georg Beyer

Agent-based modeling (ABM) is a powerful computational approach for studying complex biological and biomedical systems, yet its widespread use remains limited by significant computational demands. As models become increasingly…

Quantitative Methods · Quantitative Biology 2025-04-17 Kerri-Ann Norton , Daniel Bergman , Harsh Vardhan Jain , Trachette Jackson

The covariance matrix adaptation evolution strategy (CMA-ES) is one of the most successful methods for solving black-box continuous optimization problems. One practically useful aspect of the CMA-ES is that it can be used without…

Neural and Evolutionary Computing · Computer Science 2023-09-15 Masahiro Nomura , Youhei Akimoto , Isao Ono

It has been shown that cooperative coevolution (CC) can effectively deal with large scale optimization problems (LSOPs) through a divide-and-conquer strategy. However, its performance is severely restricted by the current…

Neural and Evolutionary Computing · Computer Science 2018-03-05 Bei Pang , Zhigang Ren , Yongsheng Liang , An Chen

In many practical optimization problems, the derivatives of the functions to be optimized are unavailable or unreliable. Such optimization problems are solved using derivative-free optimization techniques. One of the state-of-the-art…

Neural and Evolutionary Computing · Computer Science 2018-05-30 Najeeb Khan

This work provides an efficient sampling method for the covariance matrix adaptation evolution strategy (CMA-ES) in large-scale settings. In contract to the Gaussian sampling in CMA-ES, the proposed method generates mutation vectors from a…

Neural and Evolutionary Computing · Computer Science 2022-03-25 Xiaoyu He , Zibin Zheng , Yuren Zhou

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…

Machine Learning · Computer Science 2023-03-13 Nikolaus Hansen
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