Title: The CMA Evolution Strategy: A Tutorial
Authors: Nikolaus Hansen
Published: 4th April 2016 (Monday) @ 08:16:12
Link: http://arxiv.org/abs/1604.00772v2
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.