Top

Published in:

2018 | OriginalPaper | Chapter

Towards an Adaptive CMA-ES Configurator

Authors : Sander van Rijn, Carola Doerr, Thomas Bäck

Published in: Parallel Problem Solving from Nature – PPSN XV

Publisher: Springer International Publishing

Activate our intelligent search to find suitable subject content or patents.

search-config

AI-assisted search

Off

Abstract

Recent work has shown that significant performance gains over state-of-the-art CMA-ES variants can be obtained by a recombination of their algorithmic modules. It seems plausible that further improvements can be realized by an adaptive selection of these configurations. We address this question by quantifying the potential performance gain of such an online algorithm selection approach. In particular, we study the advantage of structurally adaptive CMA-ES variants on the functions F1, F10, F15, and F20 of the BBOB test suite. Our research reveals that significant speedups might be possible for these functions. Quite notably, significant performance gains might already be possible by adapting the configuration only once. More precisely, we show that for the tested problems such a single configuration switch can result in performance gains of up to \(22\%\). With such a significant indication for improvement potential, we hope that our results trigger an intensified discussion of online structural algorithm configuration for CMA-ES variants.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

über 102.000 Bücher
über 537 Zeitschriften

aus folgenden Fachgebieten:

Automobil + Motoren
Bauwesen + Immobilien
Business IT + Informatik
Elektrotechnik + Elektronik
Energie + Nachhaltigkeit
Finance + Banking
Management + Führung
Marketing + Vertrieb
Maschinenbau + Werkstoffe
Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

inform now

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

über 67.000 Bücher
über 390 Zeitschriften

aus folgenden Fachgebieten:

Automobil + Motoren
Bauwesen + Immobilien
Business IT + Informatik
Elektrotechnik + Elektronik
Energie + Nachhaltigkeit
Maschinenbau + Werkstoffe

Jetzt Wissensvorsprung sichern!

inform now

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

über 67.000 Bücher
über 340 Zeitschriften

aus folgenden Fachgebieten:

Bauwesen + Immobilien
Business IT + Informatik
Finance + Banking
Management + Führung
Marketing + Vertrieb
Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

inform now

previous chapter PSO-Based Search Rules for Aerial Swarms Against Unexplored Vector Fields via Genetic Programming

next chapter A Probabilistic Tree-Based Representation for Non-convex Minimum Cost Flow Problems

Auger, A., Hansen, N.: A restart CMA evolution strategy with increasing population size. In: 2005 IEEE Congress on Evolutionary Computation, vol. 2, pp. 1769–1776, September 2005. https://doi.org/10.1109/CEC.2005.1554902

Auger, A., Brockhoff, D., Hansen, N.: Mirrored sampling in evolution strategies with weighted recombination. In: Proceedings of the 13th Annual Conference on Genetic and Evolutionary Computation, GECCO 2011, pp. 861–868. ACM, New York (2011). https://doi.org/10.1145/2001576.2001694

Auger, A., Jebalia, M., Teytaud, O.: Algorithms (X, sigma, eta): quasi-random mutations for evolution strategies. In: Talbi, E.-G., Liardet, P., Collet, P., Lutton, E., Schoenauer, M. (eds.) EA 2005. LNCS, vol. 3871, pp. 296–307. Springer, Heidelberg (2006). https://doi.org/10.1007/11740698_26CrossRef

Brockhoff, D., Auger, A., Hansen, N., Arnold, D.V., Hohm, T.: Mirrored sampling and sequential selection for evolution strategies. In: Schaefer, R., Cotta, C., Kołodziej, J., Rudolph, G. (eds.) PPSN 2010. LNCS, vol. 6238, pp. 11–21. Springer, Heidelberg (2010). https://doi.org/10.1007/978-3-642-15844-5_2CrossRef

Hansen, N., Ostermeier, A.: Adapting arbitrary normal mutation distributions in evolution strategies: the covariance matrix adaptation. In: Proceedings of IEEE International Conference on Evolutionary Computation, pp. 312–317, May 1996. https://doi.org/10.1109/ICEC.1996.542381

Hansen, N.: CMA-ES with Two-Point Step-Size Adaptation. arXiv:0805.0231 [cs], May 2008

Hansen, N.: Benchmarking a BI-population CMA-ES on the BBOB-2009 function testbed. In: Proceedings of the 11th Annual Conference Companion on Genetic and Evolutionary Computation Conference: Late Breaking Papers, GECCO 2009, pp. 2389–2396. ACM, New York (2009). https://doi.org/10.1145/1570256.1570333, http://doi.acm.org/10.1145/1570256.1570333

Hansen, N., Auger, A., Brockhoff, D., Tuar, D., Tuar, T.: COCO: Performance Assessment. arXiv:1605.03560 [cs], May 2016

Hansen, N., Auger, A., Finck, S., Ros, R.: Real-parameter black-box optimization benchmarking 2009: experimental setup. Report, INRIA (2009). https://hal.inria.fr/inria-00362649/document

10.

Jastrebski, G.A., Arnold, D.V.: Improving evolution strategies through active covariance matrix adaptation. In: 2006 IEEE International Conference on Evolutionary Computation, pp. 2814–2821 (2006). https://doi.org/10.1109/CEC.2006.1688662

11.

Piad-Morffis, A., Estvez-Velarde, S., Boluf-Rhler, A., Montgomery, J., Chen, S.: Evolution strategies with thresheld convergence. In: 2015 IEEE Congress on Evolutionary Computation (CEC), pp. 2097–2104, May 2015. https://doi.org/10.1109/CEC.2015.7257143

12.

van Rijn, S., Wang, H., van Leeuwen, M., Bäck, T.: Evolving the structure of evolution strategies. In: 2016 IEEE Symposium Series on Computational Intelligence (SSCI), pp. 1–8, December 2016. https://doi.org/10.1109/SSCI.2016.7850138

13.

van Rijn, S., Wang, H., van Stein, B., Bäck, T.: Algorithm configuration data mining for CMA evolution strategies. In: Proceedings of the Genetic and Evolutionary Computation Conference, GECCO 2017, pp. 737–744. ACM, New York (2017). https://doi.org/10.1145/3071178.3071205, http://doi.acm.org/10.1145/3071178.3071205

14.

Wang, H., Emmerich, M., Bäck, T.: Mirrored orthogonal sampling with pairwise selection in evolution strategies. In: Proceedings of the 29th Annual ACM Symposium on Applied Computing, SAC 2014, pp. 154–156. ACM, New York (2014). https://doi.org/10.1145/2554850.2555089, http://doi.acm.org/10.1145/2554850.2555089

Title: Towards an Adaptive CMA-ES Configurator
Authors: Sander van Rijn
Carola Doerr
Thomas Bäck
Publisher: Springer International Publishing
Book: Parallel Problem Solving from Nature – PPSN XV
Print ISBN: 978-3-319-99252-5

Electronic ISBN: 978-3-319-99253-2

Copyright Year: 2018
DOI: https://doi.org/10.1007/978-3-319-99253-2_5

Springer Professional

Abstract

Please log in to get access to your license.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Springer Professional "Technik"

Springer Professional "Wirtschaft"

Premium Partner