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Rapport (Rapport De Recherche) Année : 2008

CMA-ES with Two-Point Step-Size Adaptation

Résumé

We combine a refined version of two-point step-size adaptation with the covariance matrix adaptation evolution strategy (CMA-ES). Additionally, we suggest polished formulae for the learning rate of the covariance matrix and the recombination weights. In contrast to cumulative step-size adaptation or to the 1/5-th success rule, the refined two-point adaptation (TPA) does not rely on any internal model of optimality. In contrast to conventional self-adaptation, the TPA will achieve a better target step-size in particular with large populations. The disadvantage of TPA is that it relies on two additional objective function
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Dates et versions

inria-00276854 , version 1 (02-05-2008)
inria-00276854 , version 2 (02-05-2008)
inria-00276854 , version 3 (03-05-2008)
inria-00276854 , version 4 (13-05-2008)
inria-00276854 , version 5 (18-05-2008)

Identifiants

  • HAL Id : inria-00276854 , version 3
  • ARXIV : 0805.0231

Citer

Nikolaus Hansen. CMA-ES with Two-Point Step-Size Adaptation. [Research Report] 2008. ⟨inria-00276854v3⟩
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