Object

Title: Midpoint evaluation for CMA-ES

Creator:

Opara, Karol. Autor

Date issued/created:

2013

Resource Type:

Report

Subtitle:

Raport Badawczy = Research Report ; RB/59/2013

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Description:

11 pages : illustrations ; 21 cm ; Bibliography p. 11

Abstract:

CMA-ES is one of the state-of-the art evolutionary algorithms. It con­sists of sampling from multivariate normal distribution, whose covariance matrix is claimed to approximate the inverse hessian of the objective func­tion. The midpoint of this distribution should be therefore the best linear unbiased estimator of the optimum. This hypothesis was tested on the BBOB 2013 benchmark set using the standard CMA-ES implementation. Evaluation of the objective function in the midpoint neither improves nor deteriorates the performance of the algorithm. Moreover, it turns out that the standard implementation of CMA-ES is competitive but not as good as the best CMA-ES variants, which took parts in the BBOB 2009 competition.

Relation:

Raport Badawczy = Research Report

Resource Identifier:

oai:rcin.org.pl:106726

Source:

RB-2013-59

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

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