We turn the Covariance Matrix Adaptation Evolution Strategy into an adaptive Markov Chain Monte Carlo (or MCMC) sampling algorithm that adapts online to the target distribution, i.e. the distribution to be sampled from. ...

In this paper, we propose the use of schemata bandits for optimization. This technique is a subclass of hierarchical bandits where the bandits are schemata. We investigate its use on a benchmark of binary combinatorial ...