Add CMAES optimizer from nevergrad #591
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Hi @janosg
I am wrapping the CMA-ES optimizer from nevergrad
Will be adding tests and docs shortly.
Referring from the discussion in the existing PR's and issues,
some things I have experimented with are:
Using a CustomExecutor, for time consuming objective functions, benchmarking reveals
whereas with lightweight objective functions, n_cores = 1 seemed more preferrable
Is this in the right direction?