Investigation of Gaussian Processes in the Context of Black-Box Evolutionary Optimization
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F15%3A00447919" target="_blank" >RIV/67985807:_____/15:00447919 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Investigation of Gaussian Processes in the Context of Black-Box Evolutionary Optimization
Original language description
Minimizing the number of function evaluations became a very challenging problem in the field of blackbox optimization, when one evaluation of the objective function may be very expensive or time-consuming. Gaussian processes (GPs) are one of the approaches suggested to this end, already nearly 20 years ago, in the area of general global optimization. So far, however, they received only little attention in the area of evolutionary black-box optimization. This work investigates the performance of GPs in the context of black-box continuous optimization, using multimodal functions from the CEC 2013 competition. It shows the performance of two methods based on GPs, Model Guided Sampling Optimization (MGSO) and GPs as a surrogate model for CMA-ES. The papercompares the speed-up of both methods with respect to the number of function evaluations using different settings to CMAES with no surrogate model.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
IN - Informatics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA13-17187S" target="_blank" >GA13-17187S: Constructing Advanced Comprehensible Classifiers</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings ITAT 2015: Information Technologies - Applications and Theory
ISBN
978-1-5151-2065-0
ISSN
1613-0073
e-ISSN
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Number of pages
8
Pages from-to
159-166
Publisher name
Technical University & CreateSpace Independent Publishing Platform
Place of publication
Aachen & Charleston
Event location
Slovenský Raj
Event date
Sep 17, 2015
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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