Mirrored variants of the (1,2)-CMA-ES compared on the noiseless BBOB-2010 testbed

  • Authors:
  • Anne Auger;Dimo Brockhoff;Nikolaus Hansen

  • Affiliations:
  • INRIA Saclay--Ile-de-France, Orsay, France;INRIA Saclay--Ile-de-France, Orsay, France;INRIA Saclay--Ile-de-France, Orsay, France

  • Venue:
  • Proceedings of the 12th annual conference companion on Genetic and evolutionary computation
  • Year:
  • 2010

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Abstract

Derandomization by means of mirroring has been recently introduced to enhance the performances of (1,λ)-Evolution-Strategies (ESs) with the aim of designing fast robust local search stochastic algorithms. This paper compares on the BBOB-2010 noiseless benchmark testbed two variants of the (1,2)-CMA-ES where the mirroring method is implemented. Independent restarts are conducted till a total budget of 104 D function evaluations per trial is reached, where D is the dimension of the search space. The results show that the improved variants increase the success probability on 5 (respectively 7) out of 24 test functions in 20D and at the same time are significantly faster on 9 (10) functions in 20D by a factor of about 2-3 (2-4) for a target value of 10-7 while in no case, the baseline (1,2)-CMA-ES is significantly faster on any tested target function value in 5D and 20D.