MATLAB code for Gaussian Adaptation: Black-box optimization and adaptive MCMC
The Gaussian Adaptation (GaA) code can be retrieved as ZIP file here. Besides the algorithmic code it also comprises a list of scripts that run GaA on test cases from black-box optimization and MCMC sampling.
The source code can be retrieved from our public Git repository or using git on the command line:
git clone https://git.mpi-cbg.de/mosaic/GaA.git
When using Gaussian Adaptation, please cite:
C. L. Müller and I. F. Sbalzarini. Gaussian adaptation revisited — an entropic view on covariance matrix adaptation. In Proc. EvoStar, volume 6024 of Lecture Notes in Computer Science, pages 432–441, Istanbul, Turkey, April 2010. Springer. Best paper award (PDF)
C. L. Müller and I. F. Sbalzarini. Gaussian Adaptation as a unifying framework for continuous black-box optimization and adaptive Monte Carlo sampling. In Proc. IEEE Congress on Evolutionary Computation (CEC), Barcelona, Spain, July 2010. (PDF)
C. L. Müller and I. F. Sbalzarini. Gaussian Adaptation for robust design centering. In Evolutionary and deterministic methods for design, optimization and control, Proc. EuroGen, pages 736–742, Capua, Italy, September 14–16 2011. (PDF)
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