Adaptive Encoding: How to Render Search Coordinate System Invariant

Authors:
Nikolaus Hansen
Affiliations:
Microsoft Research---INRIA Joint Centre, , Orsay Cedex, France 91893
Venue:
Proceedings of the 10th international conference on Parallel Problem Solving from Nature: PPSN X
Year:
2008

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Abstract

This paper describes a method for rendering search coordinate system independent, Adaptive Encoding. Adaptive Encoding is applicable to any iterative search algorithm and employs incremental changes of the representation of solutions. One attractive way to change the representation in the continuous domain is derived from Covariance Matrix Adaptation (CMA). In this case, adaptive encoding recovers the CMA evolution strategy, when applied to an evolution strategy with cumulative step-size control. Consequently, adaptive encoding provides the means to apply CMA-like representation changes to any search algorithm in the continuous domain. Experimental results confirm the expectation that CMA-based adaptive encoding will generally speed up a typical evolutionary algorithm on non-separable, ill-conditioned problems by orders of magnitude.