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GECCO
2010
Springer

Benchmarking a weighted negative covariance matrix update on the BBOB-2010 noiseless testbed

9 years 4 months ago
Benchmarking a weighted negative covariance matrix update on the BBOB-2010 noiseless testbed
We implement a weighted negative update of the covariance matrix in the CMA-ES—weighted active CMA-ES or, in short, aCMA-ES. We benchmark the IPOP-aCMA-ES and compare the performance with the IPOP-CMA-ES on the BBOB-2010 noiseless testbed in dimensions between 2 and 40. On nine out of 12 essentially unimodal functions, the aCMA is faster than CMA, in particular in larger dimension. On at least three functions it also leads to a (slightly) better scaling with the dimension. In none of the 24 benchmark functions aCMA appears to be significantly worse in any dimension. On two and five functions, IPOP-CMAES and IPOP-aCMA-ES respectively exceed the record observed during BBOB-2009. Categories and Subject Descriptors
Nikolaus Hansen, Raymond Ros
Added 19 Jul 2010
Updated 19 Jul 2010
Type Conference
Year 2010
Where GECCO
Authors Nikolaus Hansen, Raymond Ros
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