Benchmarking the (1,4)-CMA-ES With Mirrored Sampling and Sequential Selection on the Noiseless BBOB-2010 Testbed

Anne Auger 1 Dimo Brockhoff 1, * Nikolaus Hansen 1
* Auteur correspondant
1 TAO - Machine Learning and Optimisation
LRI - Laboratoire de Recherche en Informatique, UP11 - Université Paris-Sud - Paris 11, Inria Saclay - Ile de France, CNRS - Centre National de la Recherche Scientifique : UMR8623
Abstract : The well-known Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is a robust stochastic search algorithm for optimizing functions defined on a continuous search space $\R^{D}$. Recently, mirrored samples and sequential selection have been introduced within CMA-ES to improve its local search performances. In this paper, we benchmark the (1,4$_m^s$)-CMA-ES which implements mirrored samples and sequential selection on the BBOB-2010 noiseless testbed. Independent restarts are conducted until a maximal number of $10^{4} D$ function evaluations is reached. The experiments show that 11 of the 24 functions are solved in 20D (and 13 in 5D respectively). Compared to the function-wise target-wise best algorithm of the BBOB-2009 benchmarking, on 25% of the functions the (1,4$_m^s$)-CMA-ES is at most by a factor of 3.1 (and 3.8) slower in dimension 20 (and 5) for targets associated to budgets larger than $10D$. Moreover, the (1,4$_m^s$)-CMA-ES slightly outperforms the best algorithm on the rotated ellipsoid function in 20D and would be ranked two on the Gallagher function with 101 peaks in 10D and 20D---being 25 times faster than the BIPOP-CMA-ES and about 3 times faster than the (1+1)-CMA-ES on this function.
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Communication dans un congrès
GECCO workshop on Black-Box Optimization Benchmarking (BBOB'2010), Jul 2010, Portland, OR, United States. pp.1617-1624, 2010, GECCO (companion) 2010. 〈10.1145/1830761.1830781〉
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https://hal.inria.fr/inria-00502439
Contributeur : Dimo Brockhoff <>
Soumis le : mercredi 14 juillet 2010 - 23:03:02
Dernière modification le : jeudi 20 juillet 2017 - 09:26:16
Document(s) archivé(s) le : vendredi 15 octobre 2010 - 15:33:01

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Anne Auger, Dimo Brockhoff, Nikolaus Hansen. Benchmarking the (1,4)-CMA-ES With Mirrored Sampling and Sequential Selection on the Noiseless BBOB-2010 Testbed. GECCO workshop on Black-Box Optimization Benchmarking (BBOB'2010), Jul 2010, Portland, OR, United States. pp.1617-1624, 2010, GECCO (companion) 2010. 〈10.1145/1830761.1830781〉. 〈inria-00502439〉

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