%0 Generic %1 hansen2016evolution %A Hansen, Nikolaus %D 2016 %K derivative\_free, optimization evolution_strategies %T The CMA Evolution Strategy: A Tutorial %U http://arxiv.org/abs/1604.00772 %X 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 functions. We try to motivate and derive the algorithm from intuitive concepts and from requirements of non-linear, non-convex search in continuous domain.

@misc{hansen2016evolution, abstract = {{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 functions. We try to motivate and derive the algorithm from intuitive concepts and from requirements of non-linear, non-convex search in continuous domain.}}, added-at = {2018-12-07T09:10:16.000+0100}, archiveprefix = {arXiv}, author = {Hansen, Nikolaus}, biburl = {https://www.bibsonomy.org/bibtex/2f671fd1e3b935c99b1f78781edb41a3d/jpvaldes}, citeulike-article-id = {14481976}, citeulike-linkout-0 = {http://arxiv.org/abs/1604.00772}, citeulike-linkout-1 = {http://arxiv.org/pdf/1604.00772}, day = 4, eprint = {1604.00772}, interhash = {4ef0334eb7645dc6128a9936083f0b33}, intrahash = {f671fd1e3b935c99b1f78781edb41a3d}, keywords = {derivative\_free, optimization evolution_strategies}, month = apr, posted-at = {2017-11-23 13:52:39}, priority = {2}, timestamp = {2018-12-07T09:33:09.000+0100}, title = {{The CMA Evolution Strategy: A Tutorial}}, url = {http://arxiv.org/abs/1604.00772}, year = 2016 }