Gaussian process surrogate models for the CMA-ES

[c-bata]

http://artax.karlin.mff.cuni.cz/~bajel3am/gpcomparison2017/

[c-bata]

Uncertainty criterion

The following paper describes the details of uncertainty criterion.

http://artax.karlin.mff.cuni.cz/~bajel3am/img/pitra2016doubly_preprint.pdf

There are 4 types of uncertainty criteria.

The most simple approach which just uses the variance of the first model performs the best.

This and all the following experiments use the criterion Cs^2 which performed best in the first set of experiments

[c-bata]

In this paper, they use IPOP-CMA-ES. I implemented it at #131.