On the Effect of Mirroring in the IPOP Active CMA-ES on the Noiseless BBOB Testbed

Dimo Brockhoff 1 Anne Auger 2 Nikolaus Hansen 2
1 DOLPHIN - Parallel Cooperative Multi-criteria Optimization
LIFL - Laboratoire d'Informatique Fondamentale de Lille, Inria Lille - Nord Europe
2 TAO - Machine Learning and Optimisation
LRI - Laboratoire de Recherche en Informatique, UP11 - Université Paris-Sud - Paris 11, Inria Saclay - Ile de France, CNRS - Centre National de la Recherche Scientifique : UMR8623
Abstract : Mirrored mutations and active covariance matrix adaptation are two recent ideas to improve the well-known covariance matrix adaptation evolution strategy (CMA-ES)---a state-of-the-art algorithm for numerical optimization. It turns out that both mechanisms can be implemented simultaneously. In this paper, we investigate the impact of mirrored mutations on the so-called IPOP active CMA-ES. We find that additional mirrored mutations improve the IPOP active CMA-ES statistically significantly, but by only a small margin, on several functions while never a statistically significant performance decline can be observed. Furthermore, experiments on different function instances with some algorithm parameters and stopping criteria changed reveal essentially the same results.
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Communication dans un congrès
GECCO Companion '12, Jul 2012, Philadelphia, PA, United States. pp.277-284, 2012, 〈10.1145/2330784.2330824〉
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Dimo Brockhoff, Anne Auger, Nikolaus Hansen. On the Effect of Mirroring in the IPOP Active CMA-ES on the Noiseless BBOB Testbed. GECCO Companion '12, Jul 2012, Philadelphia, PA, United States. pp.277-284, 2012, 〈10.1145/2330784.2330824〉. 〈hal-00746123〉

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