This paper describes the implementation and the results for CMA-EGS on the BBOB 2010 noiseless function testbed. The CMA-EGS is a hybrid strategy which combines elements from grad...
We implement a weighted negative update of the covariance matrix in the CMA-ES—weighted active CMA-ES or, in short, aCMA-ES. We benchmark the IPOP-aCMA-ES and compare the perfor...
This paper presents the result for Simultaneous Perturbation Stochastic Approximation (SPSA) on the BBOB 2010 noisy testbed. SPSA is a stochastic gradient approximation strategy w...