Improved step size adaptation for the MO-CMA-ES
Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review
The multi-objective covariance matrix adaptation evolution strategy (MO-CMA-ES) is an evolutionary algorithm for continuous vector-valued optimization. It combines indicator-based selection based on the contributing hypervolume with the efficient strategy parameter adaptation of the elitist covariance matrix adaptation evolution strategy (CMA-ES). Step sizes (i.e., mutation strengths) are adapted on individual-level using an improved implementation of the 1/5-th success rule. In the original MO-CMA-ES, a mutation is regarded as successful if the offspring ranks better than its parent in the elitist, rank-based selection procedure. In contrast, we propose to regard a mutation as successful if the offspring is selected into the next parental population. This criterion is easier to implement and reduces the computational complexity of the MO-CMA-ES, in particular of its steady-state variant. The new step size adaptation improves the performance of the MO-CMA-ES as shown empirically using a large set of benchmark functions. The new update scheme in general leads to larger step sizes and thereby counteracts premature convergence. The experiments comprise the first evaluation of the MO-CMA-ES for problems with more than two objectives.
Original language | English |
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Title of host publication | Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 2010) |
Number of pages | 8 |
Publisher | Association for Computing Machinery |
Publication date | 2010 |
Pages | 487-494 |
ISBN (Electronic) | 978-1-4503-0072-8 |
DOIs | |
Publication status | Published - 2010 |
Externally published | Yes |
Event | Gecco 10 Genetic and evolutionary computation conference - Portland, United States Duration: 7 Jul 2010 → 11 Jul 2010 |
Conference
Conference | Gecco 10 Genetic and evolutionary computation conference |
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Land | United States |
By | Portland |
Periode | 07/07/2010 → 11/07/2010 |
ID: 33863100