Abstract
The covariance matrix adaptation evolution strategy (CMA-ES) rates among the most successful evolutionary algorithms for continuous parameter optimization. Nevertheless, it is plagued with some drawbacks like the complexity of the adaptation process and the reliance on a number of sophisticatedly constructed strategy parameter formulae for which no or little theoretical substantiation is available. Furthermore, the CMA-ES does not work well for large population sizes. In this paper, we propose an alternative – simpler – adaptation step of the covariance matrix which is closer to the “traditional” mutative self-adaptation. We compare the newly proposed algorithm, which we term the CMSA-ES, with the CMA-ES on a number of different test functions and are able to demonstrate its superiority in particular for large population sizes.
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Beyer, HG., Sendhoff, B. (2008). Covariance Matrix Adaptation Revisited – The CMSA Evolution Strategy –. In: Rudolph, G., Jansen, T., Beume, N., Lucas, S., Poloni, C. (eds) Parallel Problem Solving from Nature – PPSN X. PPSN 2008. Lecture Notes in Computer Science, vol 5199. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-87700-4_13
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DOI: https://doi.org/10.1007/978-3-540-87700-4_13
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