.. _cma: *************** CMA *************** This refers to the covariance matrix adaptation evolutionary optimzation strategy Background: https://en.wikipedia.org/wiki/CMA-ES The following parameters are changed diagonal To use the diagonal version of CMA (advised in large dimensions) - True : Use diagonal - False : Don't use diagonal fcmaes To use fast implementation, doesn't support diagonal=True. produces equivalent results, preferable for high dimensions or if objective function evaluation is fast. 'CMA' ===================== :: diagonal: False fcmaes: False 'DiagonalCMA' ===================== :: diagonal: True fcmaes: False 'FCMA' ===================== :: diagonal: False fcmaes: True Further variants of CMA include CMA with test based population size adaption. It sets Population-size equal to lambda = 4 x dimension. It further introduces the parameters: popsize_adaption To use CMA with popsize adaptation - True : Use popsize adaptation - False : Don't... covariance_memory Use covariance_memory - True : Use covariance - False : Don't... 'EDA' ===================== :: popsize_adaption: False covariance_memory: False 'PCEDA' ===================== :: popsize_adaption: True covariance_memory: False 'MPCEDA' ===================== :: popsize_adaption: True covariance_memory: True 'MEDA' ************* :: popsize_adaption: False covariance_memory: True