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hardmaru / estool

Evolution Strategies Tool
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CMA-ES with O(N) #1

Closed ErnstTmp closed 6 years ago

ErnstTmp commented 6 years ago

Hello Hardmaru, thank you very much for you great blog and for publishing the code!!! I love it! Just a question - you mention that there is an CMA-ES scaling with O(N). We would love to use CMA-ES on larger problems. Do you happen to know a paper on that?

Thanks and kind regards, Ernst

hardmaru commented 6 years ago

Hi Ernst,

Check out this thread. The author of CMA-ES published a new recent technique for O(N) and implemented it in pycma. I had mix results w/ it but it seems they have resolved the performance issues now.

Regards.

ErnstTmp commented 6 years ago

Hi hardmaru, thanks a lot for your fast response, this is great! Kind regards Ernst