Skip to Main content Skip to Navigation
Conference papers

DCMA, yet another derandomization in covariance-matrix-adaptation

Olivier Teytaud 1 Sylvain Gelly 1
1 TANC - Algorithmic number theory for cryptology
Inria Saclay - Ile de France, LIX - Laboratoire d'informatique de l'École polytechnique [Palaiseau]
Abstract : In a preliminary part of this paper, we analyze the neces- sity of randomness in evolution strategies. We conclude to the necessity of ”continuous”-randomness, but with a much more limited use of randomness than what is commonly used in evolution strategies. We then apply these results to CMA- ES, a famous evolution strategy already based on the idea of derandomization, which uses random independent Gaus- sian mutations. We here replace these random independent Gaussian mutations by a quasi-random sample. The mod- ification is very easy to do, the modified algorithm is com- putationally more efficient and its convergence is faster in terms of the number of iterates for a given precision.
Document type :
Conference papers
Complete list of metadata

Cited literature [22 references]  Display  Hide  Download

https://hal.inria.fr/inria-00173207
Contributor : Olivier Teytaud <>
Submitted on : Wednesday, September 19, 2007 - 3:46:02 PM
Last modification on : Wednesday, March 27, 2019 - 4:41:29 PM
Long-term archiving on: : Friday, April 9, 2010 - 2:28:41 AM

File

geccodcma.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : inria-00173207, version 1

Collections

Citation

Olivier Teytaud, Sylvain Gelly. DCMA, yet another derandomization in covariance-matrix-adaptation. GECCO, 2007, London, United Kingdom. ⟨inria-00173207⟩

Share

Metrics

Record views

244

Files downloads

242