Aiming for a theoretically tractable CSA variant by means of empirical investigations

  • Authors:
  • Jens Jägersküpper;Mike Preuss

  • Affiliations:
  • TU Dortmund, Dortmund, Germany;TU Dortmund, Dortmund, Germany

  • Venue:
  • Proceedings of the 10th annual conference on Genetic and evolutionary computation
  • Year:
  • 2008

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Abstract

Evolution Strategies (ES) for black-box optimization of a function f:Rn-R are investigated. Namely, we consider the cumulative step-size adaptation (CSA) for the variance of multivariate zero-mean normal distributions, which are commonly used to sample new candidate solutions within Evolution Strategies (ES). Four simplifications of CSA are proposed and investigated empirically and evaluated statistically. The background for these four new CSA-derivatives, however, is NOT performance tuning, but our aim to accomplish a probabilistic/theoretical runtime analysis of an ES using some kind of a CSA in the near future, and a better understanding of this step-size control mechanisms. Therefore, we consider two test problems, namely the Sphere function without and with Gaussian noise.