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Evolutionary Strategy (CMA-ES)×代理モデルベース最適化×
分野最適化最適化
系統Process / pipelineProcess / pipeline
提唱年20011989 (computer experiments formulation)
提唱者Nikolaus Hansen & Andreas OstermeierSacks, Welch, Mitchell & Wynn (computer experiments framework, 1989); Kriging popularised by Matheron (1963)
種類Derivative-free continuous black-box optimizerMetamodel-assisted black-box optimization
原典Hansen, N. & Ostermeier, A. (2001). Completely Derandomized Self-Adaptation in Evolutionary Strategies. Evolutionary Computation, 9(2), 159-195. DOI ↗Forrester, A., Sobester, A., & Keane, A. (2008). Engineering Design via Surrogate Modelling: A Practical Guide. Wiley. link ↗
別名CMA-ES, Evolution Strategy, Evrimsel Strateji (CMA-ES), self-adapting evolution strategyVekil Model Tabanlı Optimizasyon (Surrogate-Based), metamodel-assisted optimization, surrogate modelling, emulator-based optimization
関連55
概要CMA-ES, short for Covariance Matrix Adaptation Evolution Strategy, is a modern derivative-free optimizer for continuous black-box functions introduced by Hansen and Ostermeier in 2001. It maintains a population of candidate solutions drawn from a multivariate normal distribution and iteratively updates the distribution's mean, step size, and full covariance matrix to steer the search toward better regions of the parameter space. It has become the de-facto standard for continuous black-box optimization and is widely used in neural architecture search and reinforcement-learning policy optimization.Surrogate-based optimization, formalized in the computer-experiments framework of Sacks et al. (1989) and popularized for engineering by Forrester et al. (2008), replaces a prohibitively expensive simulation or physical experiment with a cheap approximate model — called a surrogate or metamodel — and then optimizes that surrogate instead. The surrogate is typically a Kriging (Gaussian Process), Radial Basis Function, or polynomial response surface fitted to a small set of carefully chosen design evaluations and periodically updated as the search progresses.
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ScholarGate手法を比較: Evolutionary Strategy · Surrogate-Based Optimization. 2026-06-15に以下より取得 https://scholargate.app/ja/compare