cmaes
cmaes copied to clipboard
CR-FM-NES
Plan
I will introduce CR-FM-NES, which is suited for high-dimensional problems. CR-FM-NES shows better performance than scalable baseline methods such as VD-CMA and Sep-CMA in typical benchmark problems with d=200, 600, 1000. After the introduction of CMA-ES with Margin (wip in https://github.com/CyberAgentAILab/cmaes/pull/115), I will send this PR.
