Titre :

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

Auteur(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]

Titre de la manifestation scientifique :

GECCO Companion '12

Ville :

Philadelphia, PA

Pays :

Etats-Unis d'Amérique

Date de début de la manifestation scientifique :

2012-07-07

Date de publication :

2012-07-07

Discipline(s) HAL :

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

Résumé en anglais : [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 ...
Lire la suite >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.Lire moins >

Langue :

Anglais

Comité de lecture :

Oui

Audience :

Internationale

Vulgarisation :

Non

Collections :

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

Source :

Harvested from HAL