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Importance sampling are used in large scale (N)ES so that samples from previous generation can be reused, thus improving sample efficiency and reducing sample evaluation time. Can we have a function to get a pdf of a sample for this? I come from a very shallow background of stats/maths so this is not straightforward for me to implement.
The text was updated successfully, but these errors were encountered:
I'm sure that it is possible, though I do not have enough time to implement it now.
For example, Eq.(13) and Eq.(14) in [1] correspond to line13-15 of Algorithm 1 in our paper, so their importance sampling is directly applicable to our method.
[1] Shirakawa, S., Akimoto, Y., Ouchi, K., Ohara, K.: Sample Reuse in the Covariance Matrix Adaptation Evolution Strategy Based on Importance Sampling. In: Genetic and Evolutionary Computation Conference (GECCO) (2015)
Importance sampling are used in large scale (N)ES so that samples from previous generation can be reused, thus improving sample efficiency and reducing sample evaluation time. Can we have a function to get a pdf of a sample for this? I come from a very shallow background of stats/maths so this is not straightforward for me to implement.
The text was updated successfully, but these errors were encountered: