Black-box Optimization Benchmarking of NIPOP-aCMA-ES and NBIPOP-aCMA-ES on the BBOB-2012 Noiseless Testbed

Ilya Loshchilov 1 Marc Schoenauer 1, 2 Michèle Sebag 2
1 TAO - Machine Learning and Optimisation
CNRS - Centre National de la Recherche Scientifique : UMR8623, Inria Saclay - Ile de France, UP11 - Université Paris-Sud - Paris 11, LRI - Laboratoire de Recherche en Informatique
Abstract : In this paper, we study the performance of NIPOP-aCMA-ES and NBIPOP-aCMA-ES, recently proposed alternative restart strategies for CMA-ES. Both algorithms were tested using restarts till a total number of function evaluations of $10^6D$ was reached, where $D$ is the dimension of the function search space. We compared new strategies to CMA-ES with IPOP and BIPOP restart schemes, two algorithms with one of the best overall performance observed during the BBOB-2009 and BBOB-2010. We also present the first benchmarking of BIPOP-CMA-ES with the weighted active covariance matrix update (BIPOP-aCMA-ES). The comparison shows that NIPOP-aCMA-ES usually outperforms IPOP-aCMA-ES and has similar performance with BIPOP-aCMA-ES, using only the regime of increasing the population size. The second strategy, NBIPOP-aCMA-ES, outperforms BIPOP-aCMA-ES in dimension 40 on weakly structured multi-modal functions thanks to the adaptive allocation of computation budgets between the regimes of restarts.
Type de document :
Communication dans un congrès
Workshop Proceedings of the Genetic and Evolutionary Computation Conference, Jul 2012, Philadelphia, United States. 2012
Liste complète des métadonnées

https://hal.inria.fr/hal-00737409
Contributeur : Loshchilov Ilya <>
Soumis le : lundi 1 octobre 2012 - 16:55:04
Dernière modification le : jeudi 11 janvier 2018 - 06:22:14
Document(s) archivé(s) le : mercredi 2 janvier 2013 - 08:20:08

Fichiers

NIPOPaCMA_BBOB2012.pdf
Fichiers produits par l'(les) auteur(s)

Identifiants

  • HAL Id : hal-00737409, version 1

Collections

Citation

Ilya Loshchilov, Marc Schoenauer, Michèle Sebag. Black-box Optimization Benchmarking of NIPOP-aCMA-ES and NBIPOP-aCMA-ES on the BBOB-2012 Noiseless Testbed. Workshop Proceedings of the Genetic and Evolutionary Computation Conference, Jul 2012, Philadelphia, United States. 2012. 〈hal-00737409〉

Partager

Métriques

Consultations de la notice

347

Téléchargements de fichiers

204