Reducing the time complexity of the derandomized evolution strategy with covariance matrix adaptation (CMA-ES)

作者: Nikolaus Hansen , Sibylle D Müller , Petros Koumoutsakos , None

DOI: 10.1162/106365603321828970

关键词: Covariance matrixComputer scienceTime complexityConvergence (routing)CMA-ESParallel algorithmEvolution strategyDimension (vector space)Mathematical optimizationPopulation

摘要: … evolution strategy with covariance matrix adaptation (CMA-ES). This new approach is … The original version of the CMA-ES was designed to reliably adapt the covariance matrix in …

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