Related papers: A discrete version of CMA-ES

Hyperparameters of deep neural networks are often optimized by grid search, random search or Bayesian optimization. As an alternative, we propose to use the Covariance Matrix Adaptation Evolution Strategy (CMA-ES), which is known for its…

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…

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…

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…

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…

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…

In the post-Moore era, main performance gains of black-box optimizers are increasingly depending on parallelism, especially for large-scale optimization (LSO). Here we propose to parallelize the well-established covariance matrix adaptation…

The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is one of the most successful examples of a derandomized evolution strategy. However, it still relies on randomly sampling offspring, which can be done via a uniform distribution…

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…

The covariance matrix adaptation evolution strategy (CMA-ES) is an efficient continuous black-box optimization method. The CMA-ES possesses many attractive features, including invariance properties and a well-tuned default hyperparameter…

Discrete and mixed-variable optimization problems have appeared in several real-world applications. Most of the research on mixed-variable optimization considers a mixture of integer and continuous variables, and several integer handlings…

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…

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…

Evolution Strategies (ES) are stochastic derivative-free optimization algorithms whose most prominent representative, the CMA-ES algorithm, is widely used to solve difficult numerical optimization problems. We provide the first rigorous…

We introduce an acceleration for covariance matrix adaptation evolution strategies (CMA-ES) by means of adaptive diagonal decoding (dd-CMA). This diagonal acceleration endows the default CMA-ES with the advantages of separable CMA-ES…

In this paper we investigate the convergence properties of a variant of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). Our study is based on the recent theoretical foundation that the pure rank-mu update CMA-ES performs the…

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…

Bilinear Matrix Inequalities (BMIs) are fundamental to control system design but are notoriously difficult to solve due to their nonconvexity. This study addresses BMI-based control optimization problems by adapting and integrating advanced…

Over the past decades, more and more methods gain a giant development due to the development of technology. Evolutionary Algorithms are widely used as a heuristic method. However, the budget of computation increases exponentially when the…

This study modifies the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) algorithm for multi-modal optimization problems. The enhancements focus on addressing the challenges of multiple global minima, improving the algorithm's…