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Testing Gaussian Process Surrogates on CEC’2013 Multi-Modal Benchmark

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F16%3A00462910" target="_blank" >RIV/67985807:_____/16:00462910 - isvavai.cz</a>

  • Alternative codes found

    RIV/00216208:11320/16:10334233

  • Result on the web

    <a href="http://ceur-ws.org/Vol-1649/138.pdf" target="_blank" >http://ceur-ws.org/Vol-1649/138.pdf</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Testing Gaussian Process Surrogates on CEC’2013 Multi-Modal Benchmark

  • Original language description

    This paper compares several Gaussian-processbased surrogate modeling methods applied to black-box optimization by means of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES), which is considered state-of-the-art in the area of continuous black-box optimization. Among the compared methods are the Modelassisted CMA-ES, the Robust Kriging Metamodel CMAES, and the Surrogate CMA-ES. In addition, a very successful surrogate-assisted self-adaptive CMA-ES, which is not based on Gaussian processes, but on ordinary regression by means of support vector machines has been included into the comparison. Those methods have been benchmarked using CEC’2013 testing functions. We show that the surrogate CMA-ES achieves best results at the beginning and later phases of optimization process, conceding in the middle to surrogate-assisted CMA-ES.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    IN - Informatics

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2016

  • 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 2016: Information Technologies - Applications and Theory

  • ISBN

    978-1-5370-1674-0

  • ISSN

    1613-0073

  • e-ISSN

  • Number of pages

    9

  • Pages from-to

    138-146

  • Publisher name

    Technical University & CreateSpace Independent Publishing Platform

  • Place of publication

    Aachen & Charleston

  • Event location

    Tatranské Matliare

  • Event date

    Sep 15, 2016

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article