On the impact of active covariance matrix adaptation in the CMA-ES with mirrored mutations and small initial population size on the noiseless BBOB testbed

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

  • Affiliations:
  • INRIA Lille - Nord Europe, Villeneuve d'Ascq, France;INRIA Saclay - Ile-de-France, Orsay, France;INRIA Saclay - Ile-de-France, Orsay, France

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

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Abstract

Mirrored mutations as well as active covariance matrix adaptation are two techniques that have been introduced into the well-known CMA-ES algorithm for numerical optimization. Here, we investigate the impact of active covariance matrix adaptation in the IPOP-CMA-ES with mirrored mutation and a small initial population size. Active covariance matrix adaptation improves the performance on 8 of the 24 benchmark functions of the noiseless BBOB test bed. The effect is the largest on the ill-conditioned functions with the largest improvement on the discus function where the expected runtime is more than halved. On the other hand, no statistically significant adverse effects can be observed.