Related papers: Diagonal Acceleration for Covariance Matrix Adapta…
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…
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…
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…
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.,…
We combine a refined version of two-point step-size adaptation with the covariance matrix adaptation evolution strategy (CMA-ES). Additionally, we suggest polished formulae for the learning rate of the covariance matrix and the…
Parameter adaptation, that is the capability to automatically adjust an algorithm's hyperparameters depending on the problem being faced, is one of the main trends in evolutionary computation applied to numerical optimization. While several…
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 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.…
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…
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…
We propose a computationally efficient limited memory Covariance Matrix Adaptation Evolution Strategy for large scale optimization, which we call the LM-CMA-ES. The LM-CMA-ES is a stochastic, derivative-free algorithm for numerical…
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…
The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) has been the most successful Evolution Strategy at exploiting covariance information; it uses a form of Principle Component Analysis which, under certain conditions, is suggested…
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…
Rather than obtaining a single good solution for a given optimization problem, users often seek alternative design choices, because the best-found solution may perform poorly with respect to additional objectives or constraints that are…
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…
Fitting the continuum component of a quasar spectrum in UV/optical band is challenging due to contamination of numerous emission lines. Traditional fitting algorithms such as the least-square fitting and the Levenberg-Marquardt algorithm…
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…
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…
The CSA-ES is an Evolution Strategy with Cumulative Step size Adaptation, where the step size is adapted measuring the length of a so-called cumulative path. The cumulative path is a combination of the previous steps realized by the…