Practical hints

CMA-ES requires two components from the user:

• the initial start point x0;
• the initial value for sigma, the so-called step-size or error guess.

In short: the optimum that is looked after should better not be far away from the interval [x0 - sigma0, x0 + sigma0] in each dimension, where distance is defined by sigma0.

See https://www.lri.fr/~hansen/cmaes_inmatlab.html#practical for more detailed useful advices using CMA-ES.

Dealing with large parameter spaces

TODO