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Benchmarking the novel CMA-ES restart strategy using the search history on the BBOB noiseless testbed

Published: 15 July 2017 Publication History

Abstract

In this paper we propose a termination mechanism and the initial step-size control mechanism for restart strategies in the CMA-ES. The proposed mechanism utilizes a history of the distribution parameters from past restarts to early terminate an overlapping exploitation of the search domain. The initial step-size is controlled so that the next restart will not overlap with past restarts. The proposed mechanism is combined with a simple restart, IPOP restart and BIPOP restart strategies. The effectiveness and the drawback of the proposed mechanism is demonstrated on the BBOB noiseless testbed.

References

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Dirk V. Arnold. 2005. Optimal weighted recombination. In Foundations of Genetic Algorithms. Springer, 215--237.
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Anne Auger and Nikolaus Hansen. 2005. Performance Evaluation of an Advanced Local Search Evolutionary Algorithm. In 2005 IEEE Congress on Evolutionary Computation. Ieee, 1777--1784.
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Anne Auger and Nikolaus Hansen. 2005. A Restart CMA Evolution Strategy With Increasing Population Size. In 2005 IEEE Congress on Evolutionary Computation. Ieee, 1769--1776.
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S. Finck, N. Hansen, R. Ros, and A. Auger. 2009. Real-Parameter Black-Box Optimization Benchmarking 2009: Presentation of the Noiseless Functions. Technical Report 2009/20. Research Center PPE. http://coco.lri.fr/downloads/download15.03/bbobdocfunctions.pdf Updated February 2010.
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Nikolaus Hansen. 2009. Benchmarking a BI-population CMA-ES on the BBOB-2009 function testbed. In Workshop Proceedings of the GECCO Genetic and Evolutionary Computation Conference. ACM Press, New York, New York, USA, 2389--2395.
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    cover image ACM Conferences
    GECCO '17: Proceedings of the Genetic and Evolutionary Computation Conference Companion
    July 2017
    1934 pages
    ISBN:9781450349390
    DOI:10.1145/3067695
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    Published: 15 July 2017

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    Author Tags

    1. CMA-ES
    2. benchmarking
    3. black-box optimization
    4. restart strategy
    5. termination criterion

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    • (2022)Improving LSHADE by means of a pre-screening mechanismProceedings of the Genetic and Evolutionary Computation Conference10.1145/3512290.3528805(884-892)Online publication date: 8-Jul-2022
    • (2022)Surrogate-Assisted LSHADE Algorithm Utilizing Recursive Least Squares FilterParallel Problem Solving from Nature – PPSN XVII10.1007/978-3-031-14714-2_11(146-159)Online publication date: 14-Aug-2022
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