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Question about CMA-ES step size sigma

  1. May 10, 2016 #1
    Hi everyone,

    I am new here. I am working in geophysics and I would like to invert for a simple layered velocity model using CMA-ES optimization method. I downloaded the purecmaes.m code in Matlab here: https://www.lri.fr/~hansen/cmaes_inmatlab.html, and also implemented one in Fortran 90. I successfully ran it for several optimization functions (Rastrigin, Rosenbrock, Styblinski-Tang...) but can't make it work for my inversion problem.
    Indeed, I have to invert for the velocity of each layer (ranging from 500 to 6000 m/s) and also their thicknesses (from 10 to 500 meters). Therefore, as the step size sigma is used to generate a normally distributed population around the current generation mean, using the same step size sigma to generate the velocities and the thicknesses will generate unconsistent parameters (e.g. negative thicknesses).
    Is there a way to use CMA-ES to invert for parameters of different scales? (not to mention that I would also like to invert for a ratio for each layer, which means that I will have parameters between 0 and 1)...

    Thank you in advance for your replies.
  2. jcsd
  3. May 15, 2016 #2
    Thanks for the post! This is an automated courtesy bump. Sorry you aren't generating responses at the moment. Do you have any further information, come to any new conclusions or is it possible to reword the post?
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