A natural evolution strategy with asynchronous strategy updates

  • Authors:
  • Tobias Glasmachers

  • Affiliations:
  • Ruhr-Universität, Bochum, Germany

  • Venue:
  • Proceedings of the 15th annual conference on Genetic and evolutionary computation
  • Year:
  • 2013

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Abstract

We propose a generic method for turning a modern, non-elitist evolution strategy with fully adaptive covariance matrix into an asynchronous algorithm. This algorithm can process the result of an evaluation of the fitness function anytime and update its search strategy, without the need to synchronize with the rest of the population. The asynchronous update builds on the recent developments of natural evolution strategies and information geometric optimization. Our algorithm improves on the usual generational scheme in two respects. Remarkably, the possibility to process fitness values immediately results in a speed-up of the sequential algorithm. Furthermore, our algorithm is much better suited for parallel processing. It allows to use more processors than offspring individuals in a meaningful way.