13 citations · 16 across the 6 of their papers we have counts for
6 papers
Irreducibility of nonsmooth state-space models with an application to CMA-ES
Armand Gissler, Shan-Conrad Wolf, Anne Auger +1
We analyze a stochastic process resulting from the normalization of states in the zeroth-order optimization method CMA-ES. On a specific class of minimization problems where the ob…
Asymptotic estimations of a perturbed symmetric eigenproblem
Armand Gissler, Anne Auger, Nikolaus Hansen
We study ill-conditioned positive definite matrices that are disturbed by the sum of rank-one matrices of a specific form. We provide estimates for the eigenvalues and eigenvec…
Maximum Likelihood-based Online Adaptation of Hyper-parameters in CMA-ES
Ilya Loshchilov, Marc Schoenauer, Michèle Sebag +1
The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is widely accepted as a robust derivative-free continuous optimization algorithm for non-linear and non-convex optimiza…
Markov Chain Analysis of Evolution Strategies on a Linear Constraint Optimization Problem
Alexandre Chotard, Anne Auger, Nikolaus Hansen
This paper analyses a -Evolution Strategy, a randomised comparison-based adaptive search algorithm, on a simple constraint optimisation problem. The algorithm uses resamplin…
Convergence of the Continuous Time Trajectories of Isotropic Evolution Strategies on Monotonic C^2-composite Functions
Youhei Akimoto, Anne Auger, Nikolaus Hansen
The Information-Geometric Optimization (IGO) has been introduced as a unified framework for stochastic search algorithms. Given a parametrized family of probability distributions o…
CMA-ES with Two-Point Step-Size Adaptation
Nikolaus Hansen
We combine a refined version of two-point step-size adaptation with the covariance matrix adaptation evolution strategy (CMA-ES). Additionally, we suggest polished formulae for the…