Recombination Weight Based Selection in the DTS-CMA-ES

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Surrogate model based Evolution Strategies (like the doubly trained surrogate model CMA-ES, DTS-CMA-ES) use a model of the objective function to reduce the number of function evaluations during optimization. This work investigates to use the expected selection weights averaged over the GP posterior distribution as replacement of the fitness and to guide point-selection for evaluation via the variance of the weights. Results obtained on BBOB show that the proposed technique performs on par with current strategies and allows the usage of surrogate models that are invariant to strictly increasing transformations of the function values. However, initial experiments showed that simple modeling of ranks in the GP does lead to worse results than current GP models of the function values.

Original languageEnglish
Title of host publicationParallel Problem Solving from Nature : PPSN XVII - 17th International Conference, PPSN 2022, Proceedings, Part II
EditorsGünter Rudolph, Anna V. Kononova, Hernán Aguirre, Pascal Kerschke, Gabriela Ochoa, Tea Tušar
Number of pages14
PublisherSpringer
Publication date2022
Pages295-308
ISBN (Print)978-3-031-14720-3
ISBN (Electronic)978-3-031-14721-0
DOIs
Publication statusPublished - 2022
Event17th International Conference on Parallel Problem Solving from Nature, PPSN 2022 - Dortmund, Germany
Duration: 10 Sep 202214 Sep 2022

Conference

Conference17th International Conference on Parallel Problem Solving from Nature, PPSN 2022
LandGermany
ByDortmund
Periode10/09/202214/09/2022
SeriesLecture Notes in Computer Science
Volume13399 LNCS
ISSN0302-9743

Bibliographical note

Publisher Copyright:
© 2022, The Author(s), under exclusive license to Springer Nature Switzerland AG.

    Research areas

  • CMA-ES, DTS-CMA-ES, Gaussian process, Recombination, Surrogate models

ID: 342669813