Not all parents are equal for MO-CMA-ES

Ilya Loshchilov 1 Marc Schoenauer 2, 1 Michèle Sebag 1, 2
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 : The Steady State variants of the Multi-Objective Covariance Matrix Adaptation Evolution Strategy (SS-MO-CMA-ES) generate one offspring from a uniformly selected parent. Some other parental selection operators for SS-MO-CMA-ES are investigated in this paper. These operators involve the definition of multi-objective rewards, estimating the expectation of the offspring survival and its Hypervolume contribution. Two selection modes, respectively using tournament, and inspired from the Multi-Armed Bandit framework, are used on top of these rewards. Extensive experimental validation comparatively demonstrates the merits of these new selection operators on unimodal MO problems.
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Ilya Loshchilov, Marc Schoenauer, Michèle Sebag. Not all parents are equal for MO-CMA-ES. Evolutionary Multi-Criterion Optimization 2011 (EMO 2011), Apr 2011, Ouro Preto, Brazil. pp.31-45. ⟨inria-00565282⟩

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