Evolving the Structure of Evolution Strategies using a Genetic Algorithm

نویسندگان

  • Sander van Rijn
  • Thomas Bäck
  • Michael Emmerich
چکیده

Evolution strategies are one of the most successful classes of stochastic optimization algorithms for solving real world problems, which involves discontinuous, discrete or mixed-integer search space with nonlinear constraints. Since the creation of evolution strategies back in the 1960s, a variety of improvements and modifications have been suggested to enhance its performance. The covariance matrix adaptation evolution strategy (CMA-ES) is the state-of-the-art development in this category. Many variants have been proposed recently to accelerate its convergence speed. However, how to choose those variants optimally in practice is still an open question. In this thesis, based on the well-known No Free Lunch Theorem, we state that the optimal choice of variants should be related to the type of objective function landscape. For example, a certain variant favoring uni-modal landscape would perform worse on a multi-modal landscape. In order to obtain the optimal variant setting in practice, it is proposed to consider all the variants as a search space such that 1) many new combinations of variants beyond the literature can be tested and 2) an optimization algorithm can be used to search for the optimal ES-structure. An ES framework is presented in this thesis, which allows the usage of all the possible combinations of ES-variations. In addition, a genetic algorithm (GA) is exploited to evolve the ES-structure for a given black-box optimization problem using this framework. An empirical study is also conducted to validate the proposed approach, in which the GA is shown to converge fast and consistently to the best possible ES-structure within the framework by comparison with a brute force search. Performance of the evolved ES-structures is finally compared to the results of the black-box optimization benchmark (BBOB) from 2009 by means of the fixed cost error measure. Parts of this thesis are extracted from a paper by Van Rijn et al. [21].

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تاریخ انتشار 2016