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klon | 5 years ago

I am surprised CMA-ES is not included. It is the state of the art gradient free optimization algorithm last I checked.

https://en.wikipedia.org/wiki/CMA-ES

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simonblanke|5 years ago

Evolution strategy is included. The "Covariance matrix adaptation" is for making this algorithm work for continuous search spaces. But gradient-free-optimizers has discrete search space.