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University of Cambridge > Talks.cam > Microsoft Research Cambridge, public talks > CMA-ES – a Stochastic Second-Order Method for Function-Value FreeNumerical Optimization
![]() CMA-ES – a Stochastic Second-Order Method for Function-Value FreeNumerical OptimizationAdd to your list(s) Download to your calendar using vCal
If you have a question about this talk, please contact Microsoft Research Cambridge Talks Admins. This event may be recorded and made available internally or externally via http://research.microsoft.com. Microsoft will own the copyright of any recordings made. If you do not wish to have your image/voice recorded please consider this before attending We consider black-box optimization with little assumptions on the underlying objective function. Further, we consider sampling from a distribution to obtain new candidate solutions. Under mild assumptions, solving the original black-box optimization problem coincides with optimizing a parametrized family of distributions of our choice. Choosing the family of multivariate normal distributions on the continuous search domain, a natural gradient descent on this family leads to an instantiation of the so-called CMA This talk is part of the Microsoft Research Cambridge, public talks series. This talk is included in these lists:
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