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CMA-ES stands for Covariance Matrix Adaptation Evolution Strategy. Evolution strategies (ES) are stochastic, derivative-free methods for numerical optimization of non-linear or non-convex continuous optimization problems. They belong to the class of evolutionary algorithms and evolutionary computation. An evolutionary algorithm is broadly based on the principle of biological evolution, namely the repeated interplay of variation (via recombination and mutation) and selection: in each generation (iteration) new individuals (candidate solutions, denoted as -values are generated.

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  • CMA-ES
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  • Die CMA (Covariance Matrix Adaptation) ist ein derandomisiertes Verfahren zur Adaptation der Kovarianzmatrix der gaußschen Mutationsverteilung (Normalverteilung) in der Evolutionsstrategie (ES). Die Kovarianzmatrix der mehrdimensionalen (multivariaten) Normalverteilung beschreibt die paarweise Abhängigkeiten zwischen den Variablen. Die Adaptation der Kovarianzmatrix in der Evolutionsstrategie ist vergleichbar mit der Approximation der inversen Hesse-Matrix in der klassischen Optimierung, wie z. B. im Quasi-Newton-Verfahren.
  • CMA-ES (共分散行列適応進化戦略、Covariance Matrix Adaptation Evolution Strategy の略) は、連続最適化問題のアルゴリズム。目的関数 の最小値を探す。目的関数の導関数は不要。100次元程度以下のノイズも乗ってる目的関数を想定している。1996年に Nikolaus Hansen と Andreas Ostermeier が発表し、その後も改良が続けられている。
  • CMA-ES stands for Covariance Matrix Adaptation Evolution Strategy. Evolution strategies (ES) are stochastic, derivative-free methods for numerical optimization of non-linear or non-convex continuous optimization problems. They belong to the class of evolutionary algorithms and evolutionary computation. An evolutionary algorithm is broadly based on the principle of biological evolution, namely the repeated interplay of variation (via recombination and mutation) and selection: in each generation (iteration) new individuals (candidate solutions, denoted as -values are generated.
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