Recombination Weight Based Selection in the DTS-CMA-ES

Publikation: Bidrag til bog/antologi/rapport › Konferencebidrag i proceedings › Forskning › fagfællebedømt

Standard

Recombination Weight Based Selection in the DTS-CMA-ES. / Krause, Oswin.

Parallel Problem Solving from Nature: PPSN XVII - 17th International Conference, PPSN 2022, Proceedings, Part II. red. / Günter Rudolph; Anna V. Kononova; Hernán Aguirre; Pascal Kerschke; Gabriela Ochoa; Tea Tušar. Springer, 2022. s. 295-308 (Lecture Notes in Computer Science, Bind 13399 LNCS).

Publikation: Bidrag til bog/antologi/rapport › Konferencebidrag i proceedings › Forskning › fagfællebedømt

Harvard

Krause, O 2022, Recombination Weight Based Selection in the DTS-CMA-ES. i G Rudolph, AV Kononova, H Aguirre, P Kerschke, G Ochoa & T Tušar (red), Parallel Problem Solving from Nature: PPSN XVII - 17th International Conference, PPSN 2022, Proceedings, Part II. Springer, Lecture Notes in Computer Science, bind 13399 LNCS, s. 295-308, 17th International Conference on Parallel Problem Solving from Nature, PPSN 2022, Dortmund, Tyskland, 10/09/2022. https://doi.org/10.1007/978-3-031-14721-0_21

APA

Krause, O. (2022). Recombination Weight Based Selection in the DTS-CMA-ES. I G. Rudolph, A. V. Kononova, H. Aguirre, P. Kerschke, G. Ochoa, & T. Tušar (red.), Parallel Problem Solving from Nature: PPSN XVII - 17th International Conference, PPSN 2022, Proceedings, Part II (s. 295-308). Springer. Lecture Notes in Computer Science Bind 13399 LNCS https://doi.org/10.1007/978-3-031-14721-0_21

Vancouver

Krause O. Recombination Weight Based Selection in the DTS-CMA-ES. I Rudolph G, Kononova AV, Aguirre H, Kerschke P, Ochoa G, Tušar T, red., Parallel Problem Solving from Nature: PPSN XVII - 17th International Conference, PPSN 2022, Proceedings, Part II. Springer. 2022. s. 295-308. (Lecture Notes in Computer Science, Bind 13399 LNCS). https://doi.org/10.1007/978-3-031-14721-0_21

Author

Krause, Oswin. / Recombination Weight Based Selection in the DTS-CMA-ES. Parallel Problem Solving from Nature: PPSN XVII - 17th International Conference, PPSN 2022, Proceedings, Part II. red. / Günter Rudolph ; Anna V. Kononova ; Hernán Aguirre ; Pascal Kerschke ; Gabriela Ochoa ; Tea Tušar. Springer, 2022. s. 295-308 (Lecture Notes in Computer Science, Bind 13399 LNCS).

Bibtex

@inproceedings{31f93b9fe71446328b5a2051a5d14f3d,

title = "Recombination Weight Based Selection in the DTS-CMA-ES",

abstract = "Surrogate model based Evolution Strategies (like the doubly trained surrogate model CMA-ES, DTS-CMA-ES) use a model of the objective function to reduce the number of function evaluations during optimization. This work investigates to use the expected selection weights averaged over the GP posterior distribution as replacement of the fitness and to guide point-selection for evaluation via the variance of the weights. Results obtained on BBOB show that the proposed technique performs on par with current strategies and allows the usage of surrogate models that are invariant to strictly increasing transformations of the function values. However, initial experiments showed that simple modeling of ranks in the GP does lead to worse results than current GP models of the function values.",

keywords = "CMA-ES, DTS-CMA-ES, Gaussian process, Recombination, Surrogate models",

author = "Oswin Krause",

note = "Publisher Copyright: {\textcopyright} 2022, The Author(s), under exclusive license to Springer Nature Switzerland AG.; 17th International Conference on Parallel Problem Solving from Nature, PPSN 2022 ; Conference date: 10-09-2022 Through 14-09-2022",

year = "2022",

doi = "10.1007/978-3-031-14721-0_21",

language = "English",

isbn = "978-3-031-14720-3",

series = "Lecture Notes in Computer Science",

publisher = "Springer",

pages = "295--308",

editor = "G{\"u}nter Rudolph and Kononova, {Anna V.} and Hern{\'a}n Aguirre and Pascal Kerschke and Gabriela Ochoa and Tea Tu{\v s}ar",

booktitle = "Parallel Problem Solving from Nature",

address = "Switzerland",

}

RIS

TY - GEN

T1 - Recombination Weight Based Selection in the DTS-CMA-ES

AU - Krause, Oswin

PY - 2022

Y1 - 2022

N2 - Surrogate model based Evolution Strategies (like the doubly trained surrogate model CMA-ES, DTS-CMA-ES) use a model of the objective function to reduce the number of function evaluations during optimization. This work investigates to use the expected selection weights averaged over the GP posterior distribution as replacement of the fitness and to guide point-selection for evaluation via the variance of the weights. Results obtained on BBOB show that the proposed technique performs on par with current strategies and allows the usage of surrogate models that are invariant to strictly increasing transformations of the function values. However, initial experiments showed that simple modeling of ranks in the GP does lead to worse results than current GP models of the function values.

AB - Surrogate model based Evolution Strategies (like the doubly trained surrogate model CMA-ES, DTS-CMA-ES) use a model of the objective function to reduce the number of function evaluations during optimization. This work investigates to use the expected selection weights averaged over the GP posterior distribution as replacement of the fitness and to guide point-selection for evaluation via the variance of the weights. Results obtained on BBOB show that the proposed technique performs on par with current strategies and allows the usage of surrogate models that are invariant to strictly increasing transformations of the function values. However, initial experiments showed that simple modeling of ranks in the GP does lead to worse results than current GP models of the function values.

KW - CMA-ES

KW - DTS-CMA-ES

KW - Gaussian process

KW - Recombination

KW - Surrogate models

U2 - 10.1007/978-3-031-14721-0_21

DO - 10.1007/978-3-031-14721-0_21

M3 - Article in proceedings

AN - SCOPUS:85137266869

SN - 978-3-031-14720-3

T3 - Lecture Notes in Computer Science

SP - 295

EP - 308

BT - Parallel Problem Solving from Nature

A2 - Rudolph, Günter

A2 - Kononova, Anna V.

A2 - Aguirre, Hernán

A2 - Kerschke, Pascal

A2 - Ochoa, Gabriela

A2 - Tušar, Tea

PB - Springer

T2 - 17th International Conference on Parallel Problem Solving from Nature, PPSN 2022

Y2 - 10 September 2022 through 14 September 2022

ER -

ID: 342669813

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