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We present our asynchronous implementation of the LM-CMA-ES algorithm, which is a modern evolution strategy for solving complex large-scale continuous optimization problems. Our implementation brings the best results when the number of…

Neural and Evolutionary Computing · Computer Science 2016-11-15 Viktor Arkhipov , Maxim Buzdalov , Anatoly Shalyto

Multimodal optimization requires both exploration and exploitation. Exploration identifies promising attraction basins, while exploitation finds the best solutions within these basins. The balance between exploration and exploitation can be…

Neural and Evolutionary Computing · Computer Science 2025-06-03 Chandula Fernando , Kushani De Silva

Theoretical analyses of evolution strategies are indispensable for gaining a deep understanding of their inner workings. For constrained problems, rather simple problems are of interest in the current research. This work presents a…

Neural and Evolutionary Computing · Computer Science 2019-08-12 Patrick Spettel , Hans-Georg Beyer

The covariance matrix adaptation evolution strategy (CMA-ES) is a stochastic search algorithm using a multivariate normal distribution for continuous black-box optimization. In addition to strong empirical results, part of the CMA-ES can be…

Neural and Evolutionary Computing · Computer Science 2024-08-12 Ryoki Hamano , Shinichi Shirakawa , Masahiro Nomura

Recent research in Cooperative Coevolution~(CC) have achieved promising progress in solving large-scale global optimization problems. However, existing CC paradigms have a primary limitation in that they require deep expertise for selecting…

Machine Learning · Computer Science 2025-04-25 Hongshu Guo , Wenjie Qiu , Zeyuan Ma , Xinglin Zhang , Jun Zhang , Yue-Jiao Gong

In the field of evolutionary computation, one of the most challenging topics is algorithm selection. Knowing which heuristics to use for which optimization problem is key to obtaining high-quality solutions. We aim to extend this research…

Neural and Evolutionary Computing · Computer Science 2019-04-17 Diederick Vermetten , Sander van Rijn , Thomas Bäck , Carola Doerr

We propose a method for evolving solutions that are robust with respect to variations of the environmental conditions (i.e. that can operate effectively in new conditions immediately, without the need to adapt to variations). The obtained…

Neural and Evolutionary Computing · Computer Science 2019-06-19 Paolo Pagliuca , Stefano Nolfi

We propose a multi-objective optimization algorithm aimed at achieving good anytime performance over a wide range of problems. Performance is assessed in terms of the hypervolume metric. The algorithm called HMO-CMA-ES represents a hybrid…

Neural and Evolutionary Computing · Computer Science 2016-05-10 Ilya Loshchilov , Tobias Glasmachers

Sample efficiency is a critical property when optimizing policy parameters for the controller of a robot. In this paper, we evaluate two state-of-the-art policy optimization algorithms. One is a recent deep reinforcement learning method…

Machine Learning · Computer Science 2016-08-23 Arnaud de Froissard de Broissia , Olivier Sigaud

Proximal Policy Optimization (PPO) is a highly popular model-free reinforcement learning (RL) approach. However, we observe that in a continuous action space, PPO can prematurely shrink the exploration variance, which leads to slow progress…

Machine Learning · Computer Science 2020-11-04 Perttu Hämäläinen , Amin Babadi , Xiaoxiao Ma , Jaakko Lehtinen

Bilevel optimization is a field of significant theoretical and practical interest, yet solving such optimization problems remains challenging. Evolutionary methods have been employed to address these problems in the black-box setting;…

Neural and Evolutionary Computing · Computer Science 2026-04-06 Marc Ong , Youhei Akimoto

Evolution strategies (ESs) are zeroth-order stochastic black-box optimization heuristics invariant to monotonic transformations of the objective function. They evolve a multivariate normal distribution, from which candidate solutions are…

Numerical Analysis · Mathematics 2022-02-09 Youhei Akimoto , Anne Auger , Tobias Glasmachers , Daiki Morinaga

This paper introduces a novel theoretically sound approach for the celebrated CMA-ES algorithm. Assuming the parameters of the multi variate normal distribution for the minimum follow a conjugate prior distribution, we derive their optimal…

Machine Learning · Computer Science 2019-04-03 Eric Benhamou , David Saltiel , Sebastien Verel , Fabien Teytaud

Generalization, i.e., the ability of solving problem instances that are not available during the system design and development phase, is a critical goal for intelligent systems. A typical way to achieve good generalization is to learn a…

Neural and Evolutionary Computing · Computer Science 2021-02-24 Ke Tang , Shengcai Liu , Peng Yang , Xin Yao

This paper explores the theoretical basis of the covariance matrix adaptation evolution strategy (CMA-ES) from the information geometry viewpoint. To establish a theoretical foundation for the CMA-ES, we focus on a geometric structure of a…

Neural and Evolutionary Computing · Computer Science 2012-06-06 Youhei Akimoto , Yuichi Nagata , Isao Ono , Shigenobu Kobayashi

In this paper, we introduce the quantum adaptive distribution search (QuADS), a quantum continuous optimization algorithm that integrates Grover adaptive search (GAS) with the covariance matrix adaptation - evolution strategy (CMA-ES), a…

Quantum Physics · Physics 2024-07-08 Kohei Morimoto , Yusuke Takase , Kosuke Mitarai , Keisuke Fujii

We propose a novel constraint-handling technique for the covariance matrix adaptation evolution strategy (CMA-ES). The proposed technique is aimed at solving explicitly constrained black-box continuous optimization problems, in which the…

Neural and Evolutionary Computing · Computer Science 2022-05-11 Naoki Sakamoto , Youhei Akimoto

Restart strategy helps the covariance matrix adaptation evolution strategy (CMA-ES) to increase the probability of finding the global optimum in optimization, while a single run CMA-ES is easy to be trapped in local optima. In this paper,…

Neural and Evolutionary Computing · Computer Science 2020-04-28 Yang Lou , Shiu Yin Yuen , Guanrong Chen , Xin Zhang

Quality-Diversity (QD) optimization is an emerging field that focuses on finding a set of behaviorally diverse and high-quality solutions. While the quality is typically defined w.r.t. a single objective function, recent work on…

Neural and Evolutionary Computing · Computer Science 2025-05-28 Shihan Zhao , Stefanos Nikolaidis

We design a class of variable metric evolution strategies well suited for high-dimensional problems. We target problems with many variables, not (necessarily) with many objectives. The construction combines two independent developments:…

Neural and Evolutionary Computing · Computer Science 2024-12-23 Tobias Glasmachers