The CMA Evolution Strategy: A Tutorial

This tutorial introduces the CMA Evolution Strategy (ES), where CMA stands for Covariance Matrix Adaptation. The CMA-ES is a stochastic, or randomized, method for real-parameter (continuous domain) optimization of non-linear, non-convex functions. We try to motivate and derive the algorithm from intuitive concepts and from requirements of non-linear, non-convex search in continuous domain.

本教程介绍协方差矩阵自适应进化策略（ES），其中CMA代表协方差矩阵自适应。CMA - ES是一种用于非线性、非凸函数的实参数（连续域）优化的随机方法。我们尝试从直观概念以及连续域中非线性、非凸搜索的要求出发，推导并阐释该算法。