The CMA Evolution Strategy: A Tutorial

Nikolaus Hansen · arXiv.org · 2016

Summary

This tutorial introduces the CMA Evolution Strategy (ES), where CMA stands for Covariance Matrix Adaptation, a stochastic method for real-parameter (continuous domain) optimization of non-linear, non-convex functions.

Type: preprint
Published: 2016-04-04
Cited by: 1,769
References: 59
Access: Open access
DOI: https://doi.org/10.48550/arxiv.1604.00772
arXiv: https://arxiv.org/abs/1604.00772
OpenAlex: https://openalex.org/W2336687883
Semantic Scholar: https://api.semanticscholar.org/CorpusID:15038271

Keywords

Computer science

References

The CMA Evolution Strategy: A Comparing ReviewNikolaus Hansen — 2006
The Cross-Entropy MethodReuven Y. Rubinstein, Dirk P. Kroese — 2004
A restart CMA evolution strategy with increasing population sizeAnne Auger, Nikolaus Hansen — 2005
A Review on Estimation of Distribution AlgorithmsPedro Larrañaga — 2002
Injecting External Solutions Into CMA-ESNikolaus Hansen — 2011
Weighted multirecombination evolution strategiesDirk V. Arnold — 2006
The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation, and Machine LearningLih‐Yuan Deng — 2006
Learning probability distributions in continuous evolutionary algorithms – a comparative reviewStefan Kern, Sibylle D. Müller, Nikolaus Hansen — 2004
Qualms Regarding the Optimality of Cumulative Path Length Control in CSA/CMA-Evolution StrategiesHans-Georg Beyer, Dirk V. Arnold — 2003
Adapting arbitrary normal mutation distributions in evolution strategies: the covariance matrix adaptationNikolaus Hansen, Andreas Ostermeier — 1996
Performance analysis of evolutionary optimization with cumulative step length adaptationDirk V. Arnold, Hans-Georg Beyer — 2004
A Method for Handling Uncertainty in Evolutionary Optimization With an Application to Feedback Control of CombustionNikolaus Hansen, André S.P. Niederberger, Lino Guzzella — 2009
Completely Derandomized Self-Adaptation in Evolution StrategiesNikolaus Hansen, Andreas Ostermeier — 2001
Exponential natural evolution strategiesTobias Glasmachers, Tom Schaul, Yi Sun — 2010
Reducing the Time Complexity of the Derandomized Evolution Strategy with Covariance Matrix Adaptation (CMA-ES)Nikolaus Hansen, Sibylle D. Müller, Petros Koumoutsakos — 2003
Efficient covariance matrix update for variable metric evolution strategiesThorsten Suttorp, Nikolaus Hansen, Christian Igel — 2009
On self-adaptive features in real-parameter evolutionary algorithmsHans-Georg Beyer, Kalyanmoy Deb — 2001
Improving Evolution Strategies through Active Covariance Matrix AdaptationG.A. Jastrebski, Dirk V. Arnold — 2006
A Simplex Method for Function MinimizationJ. A. Nelder, R. Mead — 1965
Parallel Problem Solving from Nature – PPSN XIIINallaperuma, S., Wagner, M., Neumann, F. — 2014

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The CMA Evolution Strategy: A Tutorial

Summary

Keywords

References

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