Inter- and Intragenerational Mutation Shape Adaptation

Till now, only uncorrelated evolution strategies benefit from the strength of the directed mutation principle. It is thus a natural idea to enhance more powerful correlated evolution strategies with directed mutation, too. This work aims at porting this approach from the uncorrelated setting in classical evolution strategies to the correlated case as given in covariance matrix adaptation-evolution strategies. The main problem to be addressed here is the shape vector update. The shape vector controls the distribution’s skewness and can be updated intergenerationally as well as intragenerationally. Starting with an analogue to the intergenerational parameter update mechanics used in CMA-ES, we argue that an additional intragenerational update is of greater benefit. An appropriate heuristic will be presented and some experimental data of several test functions is provided.