TY - GEN
T1 - Comparing the (1+1)-CMA-ES with a mirrored (1+2)-CMA-ES with sequential selection on the noiseless BBOB-2010 testbed
AU - Auger, Anne
AU - Brockhoff, Dimo
AU - Hansen, Nikolaus
PY - 2010/8/30
Y1 - 2010/8/30
N2 - In this paper, we compare the (1+1)-CMA-ES to the (1+2m s)-CMA-ES, a recently introduced quasi-random (1+2)-CMA-ES that uses mirroring as derandomization technique as well as a sequential selection. Both algorithms were tested using independent restarts till a total number of function evaluations of 104D was reached, where D is the dimension of the search space. On the non-separable ellipsoid function in dimension 10, 20 and 40, the performances of the (1+2sm)-CMA-ES are better by 17% than the best performance among algorithms tested during BBOB-2009 (for target values of 10-5 and 10-7). Moreover, the comparison shows that the (1+2ms)-CMA-ES variant improves the performance of the (1+1)-CMA-ES by about 20% on the ellipsoid, the discus, and the sum of different powers functions and by 12% on the sphere function. Besides, we never observe statistically significant results where the (1+2 ms)-CMA-ES is worse than the (1+1)-CMA-ES.
AB - In this paper, we compare the (1+1)-CMA-ES to the (1+2m s)-CMA-ES, a recently introduced quasi-random (1+2)-CMA-ES that uses mirroring as derandomization technique as well as a sequential selection. Both algorithms were tested using independent restarts till a total number of function evaluations of 104D was reached, where D is the dimension of the search space. On the non-separable ellipsoid function in dimension 10, 20 and 40, the performances of the (1+2sm)-CMA-ES are better by 17% than the best performance among algorithms tested during BBOB-2009 (for target values of 10-5 and 10-7). Moreover, the comparison shows that the (1+2ms)-CMA-ES variant improves the performance of the (1+1)-CMA-ES by about 20% on the ellipsoid, the discus, and the sum of different powers functions and by 12% on the sphere function. Besides, we never observe statistically significant results where the (1+2 ms)-CMA-ES is worse than the (1+1)-CMA-ES.
KW - Benchmarking
KW - Black-box optimization
U2 - 10.1145/1830761.1830771
DO - 10.1145/1830761.1830771
M3 - Conference contribution
AN - SCOPUS:77955929852
SN - 9781450300735
T3 - Proceedings of the 12th Annual Genetic and Evolutionary Computation Conference, GECCO '10 - Companion Publication
SP - 1543
EP - 1550
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 -