CMA-ES
An optimization algorithm based on evolutionary strategies that guides the search through an adaptively updated covariance matrix. It is suited to continuous optimization problems and is known for its speed but has relatively low sample efficiency.
Timeline (last 90 days)
On the speed-performance Pareto frontier, existing Bayesian optimization methods sit far from the high-speed end due to their high computational cost, while evolutionary strategies such as CMA-ES are fast but have low sample efficiency, leaving a gap in the middle of the frontier.
Evolutionary search is a class of black-box optimization algorithms inspired by biological evolution, with typical representatives including genetic algorithms (GA), evolution strategies (ES), and CMA-ES.
Optuna implements optimization algorithms such as TPE, CMA-ES, and Grid Search, and uses a pruning mechanism to early-terminate unpromising trials.
Optuna implements multiple optimization algorithms including TPE, CMA-ES, and Grid Search.
CMA-ES (Covariance Matrix Adaptation Evolution Strategy) is a gradient-free optimization algorithm proposed by Nikolaus Hansen in 2001.
All Facts (5)
On the speed-performance Pareto frontier, existing Bayesian optimization methods sit far from the high-speed end due to their high computational cost, while evolutionary strategies such as CMA-ES are fast but have low sample efficiency, leaving a gap in the middle of the frontier.
50%UnverifiedEvolutionary search is a class of black-box optimization algorithms inspired by biological evolution, with typical representatives including genetic algorithms (GA), evolution strategies (ES), and CMA-ES.
50%UnverifiedOptuna implements optimization algorithms such as TPE, CMA-ES, and Grid Search, and uses a pruning mechanism to early-terminate unpromising trials.
50%UnverifiedOptuna implements multiple optimization algorithms including TPE, CMA-ES, and Grid Search.
50%UnverifiedCMA-ES (Covariance Matrix Adaptation Evolution Strategy) is a gradient-free optimization algorithm proposed by Nikolaus Hansen in 2001.
50%