Diagonal Acceleration for Covariance Matrix Adaptation Evolution Strategies

14 May 2019Youhei AkimotoNikolaus Hansen

We introduce an acceleration for covariance matrix adaptation evolution strategies (CMA-ES) by means of adaptive diagonal decoding (dd-CMA). This diagonal acceleration endows the default CMA-ES with the advantages of separable CMA-ES without inheriting its drawbacks... (read more)

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