Local meta-models for optimization using evolution strategies

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Abstract

We employ local meta-models to enhance the efficiency of evolution strategies in the optimization of computationally expensive problems. The method involves the combination of second order local regression meta-models with the Covariance Matrix Adaptation Evolution Strategy. Experiments on benchmark problems demonstrate that the proposed meta-models have the potential to reliably account for the ranking of the offspring population resulting in significant computational savings. The results show that the use of local meta-models significantly increases the efficiency of already competitive evolution strategies.

Original languageEnglish
Title of host publicationParallel Problem Solving from Nature, PPSN IX - 9th International Conference, Procedings
PublisherSpringer Verlag
Pages939-948
Number of pages10
ISBN (Print)3540389903, 9783540389903
DOIs
Publication statusPublished - 1 Jan 2006
Externally publishedYes
Event9th International Conference on Parallel Problem Solving from Nature, PPSN IX - Reykjavik, Iceland
Duration: 9 Sept 200613 Sept 2006

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume4193 LNCS
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference9th International Conference on Parallel Problem Solving from Nature, PPSN IX
Country/TerritoryIceland
CityReykjavik
Period9/09/0613/09/06

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