reducing the time complexity of the derandomized evolution strategy with covariance matrix adaptation (cma-es)
Author(s): Hansen, Nikolaus, Sibylle D. MYller, and Petros Koumoutsakos.
Venue: Evolutionary Computation
Year Published: 2003
Expert Opinion: This work proposes one of the most efficient black box optimizers based on 2nd order stochastic optimization. The strengths of this approach are that it only has one hyper parameter, the initial learning rate, and that it is simple which has resulted in numerous open access implementations in various programming languages.