Active Covariance Matrix Adaptation for the (1+1)-CMA-ES - Archive ouverte HAL
Communication Dans Un Congrès Année : 2010

Active Covariance Matrix Adaptation for the (1+1)-CMA-ES

Nikolaus Hansen

Résumé

We propose a novel variant of the (1+1)-CMA-ES that updates the distribution of mutation vectors based on both successful and unsuccessful trial steps. The computational costs of the adaptation procedure are quadratic in the dimensionality of the problem, and the algorithm retains all invariance properties. Its performance on a set of standard test functions is compared with that of the original strategy that updates the distribution of mutation vectors in response to successful steps only. The new variant is not observed to be more than marginally slower on any function, and it is up to two times faster on some of the test problems.
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Dates et versions

hal-00503250 , version 1 (18-07-2010)

Identifiants

Citer

Dirk V. Arnold, Nikolaus Hansen. Active Covariance Matrix Adaptation for the (1+1)-CMA-ES. Genetic And Evolutionary Computation Conference, Jul 2010, Portland, United States. pp.385-392, ⟨10.1145/1830483.1830556⟩. ⟨hal-00503250⟩
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