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optimize: Add CMA-ES optimization algorithm #180

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agrimball opened this issue Jul 2, 2016 · 3 comments
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optimize: Add CMA-ES optimization algorithm #180

agrimball opened this issue Jul 2, 2016 · 3 comments

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@agrimball
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Described here: link

Love the matrix library you guys provide though!
@btracey
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btracey commented Jul 2, 2016

Thanks!

CMA-ES is on the mental list. It first requires figuring out the right abstraction layer for global optimization.

@btracey btracey changed the title Add CMA-ES optimization algorithm optimize: Add CMA-ES optimization algorithm Mar 16, 2017
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btracey commented Oct 17, 2017

Do you know somewhere with good and complete pseudocode? I've been looking, and have found some decent pseudocode but leaves some pieces unclear.

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btracey commented Oct 19, 2017

Okay, I have a working implementation. Waiting on gonum/gonum#273 and one more follow-on pull request before the necessary framework is up.

This was referenced Oct 20, 2017
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@btracey @agrimball