https://arxiv.org/abs/1106.4487
xnes = XNES(f, mu, amat)
xnes.step(1000)
print xnes.mu_best
where
f fitness function (real-valued function)
mu initial guess of center (scalar or vector)
amat initial guess of covariance matrix (scalar or matrix)
See xnes.py for a specific example.
Notes:
- Adaptation sampling (
use_adasam=True) requires tuning the etas a bit to work well. First try without it. - When using
n_jobs>1, it is better to turn off multithreading:export MKL_NUM_THREADS=1 n_jobs>1 is normally better only iffis super expensive.