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In this paper, we propose an efficient approximated rank one update for covariance matrix adaptation evolution strategy (CMA-ES). It makes use of two evolution paths as simple as that of CMA-ES, while avoiding the computational matrix…

Neural and Evolutionary Computing · Computer Science 2017-10-24 Zhenhua Li , Qingfu Zhang

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

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

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

Proportional integral derivative (PID) controllers are important and widely used tools in system control. Tuning of the controller gains is a laborious task, especially for complex systems such as combustion engines. To minimize the time of…

Systems and Control · Computer Science 2017-06-07 Katerina Henclova

Distributed stochastic optimization algorithms can simultaneously process large-scale datasets, significantly accelerating model training. However, their effectiveness is often hindered by the sparsity of distributed networks and data…

Machine Learning · Computer Science 2025-02-14 Yuchen Hu , Xi Chen , Weidong Liu , Xiaojun Mao

We show that a large class of Estimation of Distribution Algorithms, including, but not limited to, Covariance Matrix Adaption, can be written as a Monte Carlo Expectation-Maximization algorithm, and as exact EM in the limit of infinite…

Machine Learning · Computer Science 2022-06-14 David H. Brookes , Akosua Busia , Clara Fannjiang , Kevin Murphy , Jennifer Listgarten

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 adaptive evolution strategy (CMA-ES) has been widely used in the field of 2D/3D registration in recent years. This optimization method exhibits exceptional robustness and usability for complex surgical scenarios.…

Image and Video Processing · Electrical Eng. & Systems 2024-05-17 Zhirun Zhang , Minheng Chen

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

The EM (Expectation-Maximization) algorithm is regarded as an MM (Majorization-Minimization) algorithm for maximum likelihood estimation of statistical models. Expanding this view, this paper demonstrates that by choosing an appropriate…

Optimization and Control · Mathematics 2026-02-12 Kensuke Asai , Jun-ya Gotoh

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

Various bias-correction methods such as EXTRA, gradient tracking methods, and exact diffusion have been proposed recently to solve distributed {\em deterministic} optimization problems. These methods employ constant step-sizes and converge…

Machine Learning · Computer Science 2023-07-19 Kun Yuan , Sulaiman A. Alghunaim , Bicheng Ying , Ali H. Sayed

Pre-training a diverse set of neural network controllers in simulation has enabled robots to adapt online to damage in robot locomotion tasks. However, finding diverse, high-performing controllers requires expensive network training and…

Robotics · Computer Science 2023-09-19 Bryon Tjanaka , Matthew C. Fontaine , David H. Lee , Aniruddha Kalkar , Stefanos Nikolaidis

In several real-world applications in medical and control engineering, there are unsafe solutions whose evaluations involve inherent risk. This optimization setting is known as safe optimization and formulated as a specialized type of…

Neural and Evolutionary Computing · Computer Science 2024-05-20 Kento Uchida , Ryoki Hamano , Masahiro Nomura , Shota Saito , Shinichi Shirakawa

In this study, we consider a continuous min--max optimization problem $\min_{x \in \mathbb{X} \max_{y \in \mathbb{Y}}}f(x,y)$ whose objective function is a black-box. We propose a novel approach to minimize the worst-case objective function…

Neural and Evolutionary Computing · Computer Science 2023-03-29 Atsuhiro Miyagi , Yoshiki Miyauchi , Atsuo Maki , Kazuto Fukuchi , Jun Sakuma , Youhei Akimoto

Optimum implementation of non-conventional wells allows us to increase considerably hydrocarbon recovery. By considering the high drilling cost and the potential improvement in well productivity, well placement decision is an important…

Computational Engineering, Finance, and Science · Computer Science 2010-11-25 Zyed Bouzarkouna , Didier Yu Ding , Anne Auger

We present a novel black box optimization algorithm called Hessian Estimation Evolution Strategy. The algorithm updates the covariance matrix of its sampling distribution by directly estimating the curvature of the objective function. This…

Machine Learning · Computer Science 2020-06-11 Tobias Glasmachers , Oswin Krause

In this article we present an automatic method for charge and mass identification of charged nuclear fragments produced in heavy ion collisions at intermediate energies. The algorithm combines a generative model of DeltaE - E relation and a…

Instrumentation and Detectors · Physics 2017-10-04 Katarzyna Schmidt , Oskar Wyszynski

Out-of-distribution (OOD) prediction is often approached by restricting models to causal or invariant covariates, avoiding non-causal spurious associations that may be unstable across environments. Despite its theoretical appeal, this…

Methodology · Statistics 2026-01-06 Shuozhi Zuo , Yixin Wang