VDCMA Class

Implements the VD-CMA-ES Algorithm The VD-CMA-ES implements a restricted form of the CMA-ES where the covariance matrix is restricted to be (D+vv^T) where D is a diagonal matrix and v a single vector. Therefore this variant is capable of large-scale optimization For more reference, see the paper Akimoto, Y., A. Auger, and N. Hansen (2014). Comparison-Based Natural Gradient Optimization in High Dimension. To appear in Genetic and Evolutionary Computation Conference (GECCO 2014), Proceedings, ACM The implementation differs from the paper to be closer to the reference implementation and to have better numerical accuracy.

public class VDCMA : BaseOptimizer