CEC'09 Proceedings of the Eleventh conference on Congress on Evolutionary Computation
Pareto-dominance in noisy environments
CEC'09 Proceedings of the Eleventh conference on Congress on Evolutionary Computation
Handling uncertainties in evolutionary multi-objective optimization
WCCI'08 Proceedings of the 2008 IEEE world conference on Computational intelligence: research frontiers
A differential evolution for optimisation in noisy environment
International Journal of Bio-Inspired Computation
Handling expensive optimization with large noise
Proceedings of the 11th workshop proceedings on Foundations of genetic algorithms
A novel probabilistic encoding for EAs applied to biclustering of microarray data
Proceedings of the 13th annual conference on Genetic and evolutionary computation
Noise analysis compact genetic algorithm
EvoApplicatons'10 Proceedings of the 2010 international conference on Applications of Evolutionary Computation - Volume Part I
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Most studies concerned with the effects of noise on the performance of optimization strategies, in general, and on evolutionary approaches, in particular, have assumed a Gaussian noise model. However, practical optimization strategies frequently face situations where the noise is not Gaussian. Noise distributions may be skew or biased, and outliers may be present. The effects of non-Gaussian noise are largely unexplored, and it is unclear whether the insights gained and the recommendations with regard to the sizing of strategy parameters that have been made under the assumption of Gaussian noise bear relevance to more general situations. In this paper, the behavior of a powerful class of recombinative evolution strategies is studied on the sphere model under the assumption of a very general noise model. A performance law is derived, its implications are studied both analytically and numerically, and comparisons with the case of Gaussian noise are drawn. It is seen that while overall, the assumption of Gaussian noise in previous studies is less severe than might have been expected, some significant differences do arise when considering noise that is of unbounded variance, skew, or biased