On the impact of active covariance matrix adaptation in the CMA-ES with mirrored mutations and small initial population size on the noiseless BBOB testbed

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Abstract

Mirrored mutations as well as active covariance matrix adaptation are two techniques that have been introduced into the well-known CMA-ES algorithm for numerical optimization. Here, we investigate the impact of active covariance matrix adaptation in the IPOP-CMA-ES with mirrored mutation and a small initial population size. Active covariance matrix adaptation improves the performance on 8 of the 24 benchmark functions of the noiseless BBOB test bed. The effect is the largest on the ill-conditioned functions with the largest improvement on the discus function where the expected runtime is more than halved. On the other hand, no statistically significant adverse effects can be observed.

Original languageEnglish
Title of host publicationGECCO'12 - Proceedings of the 14th International Conference on Genetic and Evolutionary Computation Companion
PublisherAssociation for Computing Machinery
Pages291-296
Number of pages6
ISBN (Print)9781450311786
DOIs
Publication statusPublished - 1 Jan 2012
Event14th International Conference on Genetic and Evolutionary Computation Companion, GECCO'12 Companion - Philadelphia, PA, United States
Duration: 7 Jul 201211 Jul 2012

Publication series

NameGECCO'12 - Proceedings of the 14th International Conference on Genetic and Evolutionary Computation Companion

Conference

Conference14th International Conference on Genetic and Evolutionary Computation Companion, GECCO'12 Companion
Country/TerritoryUnited States
CityPhiladelphia, PA
Period7/07/1211/07/12

Keywords

  • Benchmarking
  • Black-box optimization

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