TY - GEN
T1 - Benchmarking a weighted negative covariance matrix update on the BBOB-2010 noisy testbed
AU - Hansen, Nikolaus
AU - Ros, Raymond
PY - 2010/8/30
Y1 - 2010/8/30
N2 - In a companion paper, we presented a weighted negative update of the covariance matrix in the CMA-ES - weighted active CMA-ES or, in short, aCMA-ES. In this paper, we benchmark the IPOP-aCMA-ES on the BBOB-2010 noisy testbed in search space dimension between 2 and 40 and compare its performance with the IPOP-CMA-ES. The aCMA suffers from a moderate performance loss, of less than a factor of two, on the sphere function with two different noise models. On the other hand, the aCMA enjoys a (significant) performance gain, up to a factor of four, on 13 unimodal functions in various dimensions, in particular the larger ones. Compared to the best performance observed during BBOB-2009, the IPOP-aCMA-ES sets a new record on overall ten functions. The global picture is in favor of aCMA which might establish a new standard also for noisy problems.
AB - In a companion paper, we presented a weighted negative update of the covariance matrix in the CMA-ES - weighted active CMA-ES or, in short, aCMA-ES. In this paper, we benchmark the IPOP-aCMA-ES on the BBOB-2010 noisy testbed in search space dimension between 2 and 40 and compare its performance with the IPOP-CMA-ES. The aCMA suffers from a moderate performance loss, of less than a factor of two, on the sphere function with two different noise models. On the other hand, the aCMA enjoys a (significant) performance gain, up to a factor of four, on 13 unimodal functions in various dimensions, in particular the larger ones. Compared to the best performance observed during BBOB-2009, the IPOP-aCMA-ES sets a new record on overall ten functions. The global picture is in favor of aCMA which might establish a new standard also for noisy problems.
KW - Active CMA-ES
KW - Benchmarking
KW - Black-box optimization
KW - CMA-ES
KW - IPOP-CMA-ES
UR - https://www.scopus.com/pages/publications/77955953631
U2 - 10.1145/1830761.1830789
DO - 10.1145/1830761.1830789
M3 - Conference contribution
AN - SCOPUS:77955953631
SN - 9781450300735
T3 - Proceedings of the 12th Annual Genetic and Evolutionary Computation Conference, GECCO '10 - Companion Publication
SP - 1681
EP - 1687
BT - Proceedings of the 12th Annual Genetic and Evolutionary Computation Conference, GECCO '10 - Companion Publication
T2 - 12th Annual Genetic and Evolutionary Computation Conference, GECCO-2010
Y2 - 7 July 2010 through 11 July 2010
ER -