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Improved Step Size Adaptation for the MO-CMA-ES

Thomas Voß 1, * Nikolaus Hansen 2 Christian Igel 1
* Corresponding author
2 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 multi-objective covariance matrix adaptation evolution strategy (MO-CMA-ES) is an evolutionary algorithm for continuous vector-valued optimization. It combines indicator- based selection based on the contributing hypervolume with the efficient strategy parameter adaptation of the elitist covariance matrix adaptation evolution strategy (CMA-ES). Step sizes (i.e., mutation strengths) are adapted on individual- level using an improved implementation of the 1/5-th success rule. In the original MO-CMA-ES, a mutation is regarded as successful if the offspring ranks better than its parent in the elitist, rank-based selection procedure. In contrast, we propose to regard a mutation as successful if the offspring is selected into the next parental population. This criterion is easier to implement and reduces the computational complexity of the MO-CMA-ES, in particular of its steady-state variant. The new step size adaptation improves the performance of the MO-CMA-ES as shown empirically using a large set of benchmark functions. The new update scheme in general leads to larger step sizes and thereby counteracts premature convergence. The experiments comprise the first evaluation of the MO-CMA-ES for problems with more than two objectives.
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Submitted on : Sunday, July 18, 2010 - 3:24:24 PM
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Thomas Voß, Nikolaus Hansen, Christian Igel. Improved Step Size Adaptation for the MO-CMA-ES. Genetic And Evolutionary Computation Conference, Jul 2010, Portland, United States. pp.487-494, ⟨10.1145/1830483.1830573⟩. ⟨hal-00503251⟩



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