A Direction Adaptation Evaluation Strategy for Noisy Derivative-Free Optimization
In this paper, we develop a direction adaptation evolution strategy (DAES)—a new MAES-type method—for noisy derivative-free optimization, designed to reconcile the population-based search mechanisms of evolution strategies with rigorous complexity analysis. Unlike standard MAES schemes, DAES fixes the adaptation matrix to the identity and replaces matrix adaptation with a structured direction-generation mechanism based on symmetric … Read more