Improved step size adaptation for the MO-CMA-ES

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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 languageEnglish
Title of host publicationProceedings of the Genetic and Evolutionary Computation Conference (GECCO 2010)
Number of pages8
PublisherAssociation for Computing Machinery
Publication date2010
Pages487-494
ISBN (Electronic)978-1-4503-0072-8
DOIs
Publication statusPublished - 2010
Externally publishedYes
EventGecco 10 Genetic and evolutionary computation conference - Portland, United States
Duration: 7 Jul 201011 Jul 2010

Conference

ConferenceGecco 10 Genetic and evolutionary computation conference
LandUnited States
ByPortland
Periode07/07/201011/07/2010

ID: 33863100