libcmaes 0.10.2
A C++11 library for stochastic optimization with CMA-ES
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libcmaes::VDCMAUpdate Class Reference

VD-CMA update that is a linear time/space variant of CMA-ES This is an implementation that closely follows: Y. Akimoto, A. Auger and N. Hansen: Comparison-Based Natural Gradient Optimization in High Dimension. In Proceedings of Genetic and Evolutionary Computation Conference (2014) More...

#include <libcmaes/vdcmaupdate.h>

Static Public Member Functions

template<class TGenoPheno >
static void update (const CMAParameters< TGenoPheno > &parameters, Eigen::EigenMultivariateNormal< double > &esolver, CMASolutions &solutions)
 

Detailed Description

VD-CMA update that is a linear time/space variant of CMA-ES This is an implementation that closely follows: Y. Akimoto, A. Auger and N. Hansen: Comparison-Based Natural Gradient Optimization in High Dimension. In Proceedings of Genetic and Evolutionary Computation Conference (2014)


The documentation for this class was generated from the following files: