Title :

On the Impact of Active Covariance Matrix Adaptation in the CMA-ES With Mirrored Mutations and Small Initial Population Size on the Noiseless BBOB Testbed

Author(s) :

Brockhoff, Dimo [Auteur correspondant]
Parallel Cooperative Multi-criteria Optimization [DOLPHIN]
Auger, Anne [Auteur]
Machine Learning and Optimisation [TAO]
Hansen, Nikolaus [Auteur]
Machine Learning and Optimisation [TAO]

Conference title :

GECCO Companion '12

City :

Philadelphia, PA

Country :

Etats-Unis d'Amérique

Start date of the conference :

2012-07-07

Publication date :

2012-07-07

HAL domain(s) :

Informatique [cs]/Réseau de neurones [cs.NE]

English abstract : [en]

Mirrored mutations as well as active covariance matrix adaptation are two techniques that have been introduced into the well-known CMA-ES algorithm for numerical optimization. Here, we investigate the impact of active ...
Show more >Mirrored mutations as well as active covariance matrix adaptation are two techniques that have been introduced into the well-known CMA-ES algorithm for numerical optimization. Here, we investigate the impact of active covariance matrix adaptation in the IPOP-CMA-ES with mirrored mutation and a small initial population size. Active covariance matrix adaptation improves the performance on 8 of the 24 benchmark functions of the noiseless BBOB test bed. The effect is the largest on the ill-conditioned functions with the largest improvement on the discus function where the expected runtime is more than halved. On the other hand, no statistically significant adverse effects can be observed.Show less >

Language :

Anglais

Peer reviewed article :

Oui

Audience :

Internationale

Popular science :

Non

Collections :

• Centre de Recherche en Informatique, Signal et Automatique de Lille (CRIStAL) - UMR 9189

Source :

Harvested from HAL