Intensive Surrogate Model Exploitation in Self-adaptive Surrogate-assisted CMA-ES (saACM-ES) - Inria - Institut national de recherche en sciences et technologies du numérique Accéder directement au contenu
Communication Dans Un Congrès Année : 2013

Intensive Surrogate Model Exploitation in Self-adaptive Surrogate-assisted CMA-ES (saACM-ES)

Résumé

This paper presents a new mechanism for a better exploitation of surrogate models in the framework of Evolution Strategies (ESs). This mechanism is instantiated here on the self-adaptive surrogate-assisted Covariance Matrix Adaptation Evolution Strategy (saACM-ES), a recently proposed surrogate-assisted variant of CMA-ES. As well as in the original saACM-ES, the expensive function is optimized by exploiting the surrogate model, whose hyper-parameters are also optimized online. The main novelty concerns a more intensive exploitation of the surrogate model by using much larger population sizes for its optimization. The new variant of saACM-ES significantly improves the original saACM-ES and further increases the speed-up compared to the CMA-ES, especially on unimodal functions (e.g., on 20-dimensional Rotated Ellipsoid, saACM-ES is 6 times faster than aCMA-ES and almost by one order of magnitude faster than CMA-ES). The empirical validation on the BBOB-2013 noiseless testbed demonstrates the efficiency and the robustness of the proposed mechanism.
Fichier principal
Vignette du fichier
gecco2013.pdf (1.04 Mo) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-00818595 , version 1 (28-04-2013)

Identifiants

  • HAL Id : hal-00818595 , version 1

Citer

Ilya Loshchilov, Marc Schoenauer, Michèle Sebag. Intensive Surrogate Model Exploitation in Self-adaptive Surrogate-assisted CMA-ES (saACM-ES). Genetic and Evolutionary Computation Conference (GECCO 2013), Jul 2013, Amsterdam, Netherlands. pp.439-446. ⟨hal-00818595⟩
240 Consultations
458 Téléchargements

Partager

Gmail Mastodon Facebook X LinkedIn More