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Cumulative Step-size Adaptation on Linear Functions
Alexandre Chotard, Anne Auger, Nikolaus Hansen
The CSA-ES is an Evolution Strategy with Cumulative Step size Adaptation, where the step size is adapted measuring the length of a so-called cumulative path. The cumulative path is…
Cumulative Step-size Adaptation on Linear Functions: Technical Report
Alexandre Adrien Chotard, Anne Auger, Nikolaus Hansen
The CSA-ES is an Evolution Strategy with Cumulative Step size Adaptation, where the step size is adapted measuring the length of a so-called cumulative path. The cumulative path is…
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…