@inproceedings{c7980906b542491eb97302c6aec66647,
title = "Benchmarking a weighted negative covariance matrix update on the BBOB-2010 noiseless testbed",
abstract = "We implement a weighted negative update of the covariance matrix in the CMA-ES - weighted active CMA-ES or, in short, aCMA-ES. We benchmark the IPOP-aCMA-ES and compare the performance with the IPOP-CMA-ES on the BBOB-2010 noiseless testbed in dimensions between 2 and 40. On nine out of 12 essentially unimodal functions, the aCMA is faster than CMA, in particular in larger dimension. On at least three functions it also leads to a (slightly) better scaling with the dimension. In none of the 24 benchmark functions aCMA appears to be significantly worse in any dimension. On two and five functions, IPOP-CMA-ES and IPOP-aCMA-ES respectively exceed the record observed during BBOB-2009.",
keywords = "Active CMA-ES, Benchmarking, Black-box optimization, CMA-ES, IPOP-CMA-ES",
author = "Nikolaus Hansen and Raymond Ros",
year = "2010",
month = aug,
day = "30",
doi = "10.1145/1830761.1830788",
language = "English",
isbn = "9781450300735",
series = "Proceedings of the 12th Annual Genetic and Evolutionary Computation Conference, GECCO '10 - Companion Publication",
pages = "1673--1680",
booktitle = "Proceedings of the 12th Annual Genetic and Evolutionary Computation Conference, GECCO '10 - Companion Publication",
note = "12th Annual Genetic and Evolutionary Computation Conference, GECCO-2010 ; Conference date: 07-07-2010 Through 11-07-2010",
}