DCMA, yet another derandomization in covariance-matrix-adaptation
Résumé
In a preliminary part of this paper, we analyze the neces- sity of randomness in evolution strategies. We conclude to the necessity of ”continuous”-randomness, but with a much more limited use of randomness than what is commonly used in evolution strategies. We then apply these results to CMA- ES, a famous evolution strategy already based on the idea of derandomization, which uses random independent Gaus- sian mutations. We here replace these random independent Gaussian mutations by a quasi-random sample. The mod- ification is very easy to do, the modified algorithm is com- putationally more efficient and its convergence is faster in terms of the number of iterates for a given precision.
Origine | Fichiers produits par l'(les) auteur(s) |
---|
Loading...