Black-box optimization benchmarking of NIPOP-aCMA-ES and NBIPOP-aCMA-ES on the BBOB-2012 noiseless 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 NIPOP-aCMA-ES and NBIPOP-aCMA-ES, recently proposed alternative restart strategies for CMA-ES. Both algorithms were 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. We compared new strategies to CMA-ES with IPOP and BIPOP restart schemes, two algorithms with one of the best overall performance observed during the BBOB-2009 and BBOB-2010. We also present the first benchmarking of BIPOP-CMA-ES with the weighted active covariance matrix update (BIPOP-aCMA-ES). The comparison shows that NIPOP-aCMA-ES usually outperforms IPOP-aCMA-ES and has similar erformance with BIPOP-aCMA-ES, using only the regime of increasing the population size. The second strategy, NBIPOP-aCMA-ES, outperforms BIPOP-aCMA-ES in dimension 40 on weakly structured multi-modal functions thanks to the adaptive allocation of computation budgets between the regimes of restarts.