Completely Derandomized Self-Adaptation in Evolution Strategies

@article{Hansen2001CompletelyDS,
  title={Completely Derandomized Self-Adaptation in Evolution Strategies},
  author={Nikolaus Hansen and Andreas Ostermeier},
  journal={Evolutionary Computation},
  year={2001},
  volume={9},
  pages={159-195}
}
This paper puts forward two useful methods for self-adaptation of the mutation distribution - the concepts of derandomization and cumulation. [...] Key Result If this objective is pursued rigor-ously, a completely derandomized self-adaptation scheme results, which adapts arbitrary normal mutation distributions. This scheme, called covariance matrix adaptation (CMA), meets the previously stated demands. It can still be considerably improved by cumulation - utilizing an evolution path rather than single search…Expand
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