1.8k citations · 2.6k across the 30 of their papers we have counts for
33 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…
On the irreducibility and convergence of a class of nonsmooth nonlinear state-space models on manifolds and their applications to zeroth-order optimization
Armand Gissler, Alain Durmus, Anne Auger
In this paper, we analyze a large class of general nonlinear state-space models on a state-space X, defined by the recursion , , wh…
Global linear convergence of Evolution Strategies with recombination on scaling-invariant functions
Cheikh Touré, Anne Auger, Nikolaus Hansen
Evolution Strategies (ES) are stochastic derivative-free optimization algorithms whose most prominent representative, the CMA-ES algorithm, is widely used to solve difficult numeri…
Scaling-invariant functions versus positively homogeneous functions
Cheikh Touré, Armand Gissler, Anne Auger +1
Scaling-invariant functions preserve the order of points when the points are scaled by the same positive scalar (with respect to a unique reference point). Composites of strictly m…
Global Linear Convergence of Evolution Strategies on More Than Smooth Strongly Convex Functions
Youhei Akimoto, Anne Auger, Tobias Glasmachers +1
Evolution strategies (ESs) are zeroth-order stochastic black-box optimization heuristics invariant to monotonic transformations of the objective function. They evolve a multivariat…