Black-box optimization benchmarking of IPOP-saACM-ES on the BBOB-2012 noisy testbed

  • Authors:
  • Ilya Loshchilov;Marc Schoenauer;Michele Sebag

  • Affiliations:
  • INRIA-Saclay , TAO, Orsay, France;INRIA-Saclay , TAO, Orsay, France;CNRS, TAO, Orsay, France

  • Venue:
  • Proceedings of the 14th annual conference companion on Genetic and evolutionary computation
  • Year:
  • 2012

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Abstract

In this paper, we study the performance of IPOP-saACM-ES, recently proposed self-adaptive surrogate-assisted Covariance Matrix Adaptation Evolution Strategy. The algorithm was tested using restarts till a total number of function evaluations of 10^6D was reached, where D is the dimension of the function search space. The experiments show that the surrogate model control allows IPOP-saACM-ES to be as robust as the original IPOP-aCMA-ES and outperforms the latter by a factor from 2 to 3 on 6 benchmark problems with moderate noise. On 15 out of 30 benchmark problems in dimension 20, IPOP-saACM-ES exceeds the records observed during BBOB-2009 and BBOB-2010.