Gaussian Process Surrogate Models for the CMA Evolution Strategy

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F19%3A00498868" target="_blank" >RIV/67985807:_____/19:00498868 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1162/evco_a_00244" target="_blank" >http://dx.doi.org/10.1162/evco_a_00244</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1162/evco_a_00244" target="_blank" >10.1162/evco_a_00244</a>

Result language
angličtina
Original language name
Gaussian Process Surrogate Models for the CMA Evolution Strategy
Original language description
This article deals with Gaussian process surrogate models for the Covariance Matrix Adaptation Evolutionary Strategy (CMA-ES)—several already existing and two by the authors recently proposed models are presented. The work discusses different variants of surrogate model exploitation and focuses on the benefits of employing the Gaussian process uncertainty prediction, especially during the selection of points for the evaluation with a surrogate model. The experimental part of the paper thoroughly compares and evaluates the five presented Gaussian process surrogate and six other state-of-the-art optimizers on the COCO benchmarks. The algorithm presented in most detail, DTS-CMA-ES, which combines cheap surrogate-model predictions with the objective function evaluations in every iteration, is shown to approach the function optimum at least comparably fast and often faster than the state-of-the-art black-box optimizers for budgets of roughly 25–100 function evaluations per dimension, in 10- and lessdimensional spaces even for 25–250 evaluations per dimension.
Czech name
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Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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