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GECCO
2007
Springer

DCMA: yet another derandomization in covariance-matrix-adaptation

9 years 5 months ago
DCMA: yet another derandomization in covariance-matrix-adaptation
In a preliminary part of this paper, we analyze the necessity of randomness in evolution strategies. We conclude to the necessity of ”continuous”-randomness, but with a much more limited use of randomness than what is commonly used in evolution strategies. We then apply these results to CMAES, a famous evolution strategy already based on the idea of derandomization, which uses random independent Gaussian mutations. We here replace these random independent Gaussian mutations by a quasi-random sample. The modification is very easy to do, the modified algorithm is computationally more efficient and its convergence is faster in terms of the number of iterates for a given precision. Categories and Subject Descriptors
Olivier Teytaud, Sylvain Gelly
Added 07 Jun 2010
Updated 07 Jun 2010
Type Conference
Year 2007
Where GECCO
Authors Olivier Teytaud, Sylvain Gelly
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