Cumulative Step-size Adaptation on Linear Functions - Inria - Institut national de recherche en sciences et technologies du numérique Accéder directement au contenu
Article Dans Une Revue Parallel Problem Solving From Nature Année : 2012

Cumulative Step-size Adaptation on Linear Functions

Résumé

The CSA-ES is an Evolution Strategy with Cumulative Step size Adaptation, where the step size is adapted measuring the length of a so-called cumulative path. The cumulative path is a combination of the previous steps realized by the algorithm, where the importance of each step decreases with time. This article studies the CSA-ES on composites of strictly increasing with affine linear functions through the investigation of its underlying Markov chains. Rigorous results on the change and the variation of the step size are derived with and without cumulation. The step-size diverges geometrically fast in most cases. Furthermore, the influence of the cumulation parameter is studied.
Fichier principal
Vignette du fichier
cumulationonlinearfunctionppsn.pdf (361 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-00704903 , version 1 (06-06-2012)
hal-00704903 , version 2 (29-06-2012)

Identifiants

Citer

Alexandre Adrien Chotard, Anne Auger, Nikolaus Hansen. Cumulative Step-size Adaptation on Linear Functions. Parallel Problem Solving From Nature, 2012. ⟨hal-00704903v1⟩
482 Consultations
299 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More