CMA-ES mutation

CMA-ES mutation

by Federico Rocca -
Number of replies: 1

Hello, I was wondering why the mutation step is used as mean in the Gaussian mutation sampled for CMA-ES. Doesn't that interfere with the use of the covariance to align the mutation with the gradient? (slide 19, lesson 2, Evolutionary Strategies)

In reply to Federico Rocca

Re: CMA-ES mutation

by Fuda van Diggelen -
Hi,

There are different notations for CMAES that are quite similar.
A more conventional way of writing is:
x_i ~ N_i(m, sigma^2*C) , or,
x_i ~ m + sigma*N_i(0, C)

In essence, where the mutation ofsett is placed does not matter, e.g. m-sigma + N_i(sigma, C) is the same as the equation above.

You can assume any of these equations to be correct if it makes it more intuitive for you.