The CMA Evolution Strategy: A Comparing Review

@inproceedings{Hansen2006TheCE,
  title={The CMA Evolution Strategy: A Comparing Review},
  author={Nikolaus Hansen},
  year={2006}
}
Derived from the concept of self-adaptation in evolution strategies, the CMA (Covariance Matrix Adaptation) adapts the covariance matrix of a multi-variate normal search distribution. The CMA was originally designed to perform well with small populations. In this review, the argument starts out with large population sizes, reflecting recent extensions of the CMA algorithm. Commonalities and differences to continuous Estimation of Distribution Algorithms are analyzed. The aspects of reliability… CONTINUE READING
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