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 - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Conference Papers Year : 2012

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

Abstract

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.
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Dates and versions

hal-00746121 , version 1 (27-10-2012)

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Dimo Brockhoff, Anne Auger, Nikolaus Hansen. 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. GECCO Companion '12, Jul 2012, Philadelphia, PA, United States. pp.291-296, ⟨10.1145/2330784.2330826⟩. ⟨hal-00746121⟩
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