HAL - INRIA :: [inria-00369781, version 1] On the parallel speed-up of Estimation of Multivariate Normal Algorithm and Evolution Strategies

inria-00369781, version 1

On the parallel speed-up of Estimation of Multivariate Normal Algorithm and Evolution Strategies

Fabien Teytaud () ^1, 2, Olivier Teytaud () ^3, 4, 5

EvoNum (evostar workshop) EvoNum (2009)

Abstract: Motivated by parallel optimization, we experiment EDA-like adaptation-rules in the case of $\lambda$ large. The rule we use, essentially based on estimation of multivariate normal algorithm, is (i) compliant with all families of distributions for which a density estimation algorithm exists (ii) simple (iii) parameter-free (iv) better than current rules in this framework of $\lambda$ large. The speed-up as a function of $\lambda$ is consistent with theoretical bounds.

1: Institut National de la Recherche en Informatique et en Automatique (INRIA FUTURS)
INRIA
2: UFR Sciences - Université Paris-Sud XI
Université Paris XI - Paris Sud
3: TAO (INRIA Futurs)
INRIA – CNRS : UMR8623 – Université Paris XI - Paris Sud
4: Laboratoire de Recherche en Informatique (LRI)
CNRS : UMR8623 – Université Paris XI - Paris Sud
5: TAO (INRIA Saclay - Ile de France)
INRIA – CNRS : UMR8623 – Université Paris XI - Paris Sud

inria-00369781, version 1
http://hal.inria.fr/inria-00369781
oai:hal.inria.fr:inria-00369781
From: Olivier Teytaud <>
Submitted on: Saturday, 21 March 2009 09:00:41
Updated on: Saturday, 21 March 2009 09:08:00

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