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arXiv · 1604.00772

The CMA Evolution Strategy: A Tutorial

Nikolaus Hansen
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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.

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Nikolaus Hansen. 2016-04-04. The CMA Evolution Strategy: A Tutorial. https://arxiv.org/abs/1604.00772

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