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Limited-Memory Matrix Adaptation Evolution Strategy

Project description

LM-MA-ES: Limited-Memory Matrix Adaptation Evolution Strategy

Installation

pip install lmmaes

Run instructions

Check the tests

Further info

Please refer to the following publication: https://arxiv.org/abs/1705.06693

@article{DBLP:journals/corr/LoshchilovGB17,
  author    = {Ilya Loshchilov and
               Tobias Glasmachers and
               Hans{-}Georg Beyer},
  title     = {Limited-Memory Matrix Adaptation for Large Scale Black-box Optimization},
  journal   = {CoRR},
  volume    = {abs/1705.06693},
  year      = {2017},
  url       = {http://arxiv.org/abs/1705.06693},
  eprinttype = {arXiv},
  eprint    = {1705.06693},
  biburl    = {https://dblp.org/rec/journals/corr/LoshchilovGB17.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}

Also have a look at this:

@article{LoshchilovGlasmachersBeyer2018,
  author    = {Loshchilov, Ilya and Glasmachers, Tobias and Beyer, Hans-Georg},
  title   = {Large Scale Black-box Optimization by Limited-Memory Matrix Adaptation},
  journal   = {IEEE Transactions on Evolutionary Computation},
  volume    = {99},
  year    = {2018},
}

Original Python implementation: Tobias Glasmachers [code]
Refactoring, packaging and distribution: Giuseppe Cuccu

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