Investigating the Impact of Sequential Selection in the (1,4)-CMA-ES on the Noisy BBOB-2010 Testbed - Archive ouverte HAL Access content directly
Conference Papers Year : 2010

## Investigating the Impact of Sequential Selection in the (1,4)-CMA-ES on the Noisy BBOB-2010 Testbed

(1) , (1) , (1)
1
Anne Auger
• Function : Author
• PersonId : 751513
• IdHAL : anne-auger
Dimo Brockhoff
• Function : Correspondent author
• PersonId : 743680
• IdHAL : dimo-brockhoff

Connectez-vous pour contacter l'auteur
Nikolaus Hansen

#### Abstract

Sequential selection, introduced for Evolution Strategies (ESs) with the aim of accelerating their convergence, consists in performing the evaluations of the different offspring sequentially, stopping the sequence of evaluations as soon as an offspring is better than its parent and updating the new parent to this offspring solution. This paper investigates the impact of the application of sequential selection to the (1,4)-CMA-ES on the BBOB-2010 noisy benchmark testbed. The performance of the (1,4$^s$)-CMA-ES , where sequential selection is implemented, is compared to the baseline algorithm (1,4)-CMA-ES. Independent restarts for the two algorithms are conducted till a maximum of $10^{4} D$ function evaluations per trial was reached, where $D$ is the dimension of the search space. The results show that the sequential selection within the (1,4^s)-CMA-ES clearly outperforms the baseline algorithm (1,4)-CMA-ES by at least 12% on 7 functions in 20D whereas no statistically significant worsening can be observed. Moreover, the (1,4^s)-CMA-ES shows shorter expected running times on 6 functions of up to 32% compared to the function-wise best algorithm of the BBOB-2009 benchmarking (in 20D and for a target value of $10^{-7}$).

### Dates and versions

inria-00502434 , version 1 (14-07-2010)

### Identifiers

• HAL Id : inria-00502434 , version 1
• DOI :

### Cite

Anne Auger, Dimo Brockhoff, Nikolaus Hansen. Investigating the Impact of Sequential Selection in the (1,4)-CMA-ES on the Noisy BBOB-2010 Testbed. GECCO workshop on Black-Box Optimization Benchmarking (BBOB'2010), Jul 2010, Portland, OR, United States. pp.1611-1616, ⟨10.1145/1830761.1830780⟩. ⟨inria-00502434⟩

### Export

BibTeX TEI Dublin Core DC Terms EndNote Datacite

146 View