cmaes.hpp File Reference
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Classes | |
| class | CMAES< SelectionPolicyType > |
| CMA-ES - Covariance Matrix Adaptation Evolution Strategy is s a stochastic search algorithm. More... | |
Namespaces | |
| mlpack | |
.hpp | |
| mlpack::optimization | |
Typedefs | |
template < typename SelectionPolicyType = RandomSelection > | |
| using | ApproxCMAES = CMAES< SelectionPolicyType > |
| Convenient typedef for CMAES approximation. More... | |
Detailed Description
Definition of the Covariance Matrix Adaptation Evolution Strategy as proposed by N. Hansen et al. in "Completely Derandomized Self-Adaptation in Evolution Strategies".
mlpack is free software; you may redistribute it and/or modify it under the terms of the 3-clause BSD license. You should have received a copy of the 3-clause BSD license along with mlpack. If not, see http://www.opensource.org/licenses/BSD-3-Clause for more information.
Definition in file cmaes.hpp.