Adaptive Encoding for Optimization

This report describes a general method for rendering search coordinate system independent, Adaptive Encoding (AE). Adaptive Encoding is applicable to any continuous domain search algorithm and includes (incremental) changes of the coordinate system, that is, changes of the representation of solutions. One attractive way to change the representation within AE is derived from the Covariance Matrix Adaptation (CMA). We prove that adaptive encoding recovers the CMA Evolution Strategy, when suitably applied to an evolution strategy with cumulative step-size control. The proof implies that adaptive encoding provides the means to apply CMA-like representation changes to any search algorithm in continuous domain.