Skip to Main content Skip to Navigation

Mirrored Sampling and Sequential Selection for Evolution Strategies

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 : This paper reveals the surprising result that a single-parent non-elitist evolution strategy (ES) can be locally faster than the (1+1)-ES. The result is brought by mirrored sampling and sequential selection. With mirrored sampling, two offspring are generated symmetrically or mirrored with respect to their parent. In sequential selection, the offspring are evaluated sequentially and the iteration is concluded as soon as one offspring is better than the current parent. Both concepts complement each other well. We derive exact convergence rates of the $(1,\lambda)$-ES with mirrored sampling and/or sequential selection on the sphere model. The log-linear convergence of the ES is preserved. Both methods lead to an improvement and in combination they can sometimes even double the convergence rate. Naively implemented into the CMA-ES with recombination, mirrored sampling leads to a bias on the step-size. However, the (1,4)-CMA-ES with mirrored sampling and sequential selection is unbiased and appears to be faster, more robust, and as local as the (1+1)-CMA-ES.
Document type :
Reports
Complete list of metadata

Cited literature [26 references]

https://hal.inria.fr/inria-00472650
Contributor : Dimo Brockhoff Connect in order to contact the contributor
Submitted on : Thursday, June 17, 2010 - 4:56:41 PM
Last modification on : Friday, January 7, 2022 - 5:48:03 PM
Long-term archiving on: : Monday, September 20, 2010 - 5:08:00 PM

Files

RR-7249.pdf
Files produced by the author(s)

Identifiers

• HAL Id : inria-00472650, version 2

Citation

Anne Auger, Dimo Brockhoff, Nikolaus Hansen. Mirrored Sampling and Sequential Selection for Evolution Strategies. [Research Report] RR-7249, INRIA. 2010. ⟨inria-00472650v2⟩

Metrics

Les métriques sont temporairement indisponibles