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Reproduction Code fCMA-ES

This repository contains code to reproduce the main results of "Large-Scale Noise-.Resilient Evolution Strategies".

It requires the Shark 4.1 development branch: https://github.com/Shark-ML/Shark/tree/4.1 If you installed Shark in /home/user/Shark/build, clone this repo and run

mkdir build
cd build
cmake -DShark_DIR=/home/user/Shark/build ../
make -j2
./ExampleRuns
./Runtime

the first program will generate the single run experiments, the second the noise-free experiments with varying dimensions. Results will be stored as CSV files in build/results. The experiments will take some time, but programs will run multi-threaded by default.