Gaussian Process Surrogate Models for the CMA Evolution Strategy

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

Gaussian Process Surrogate Models for the CMA Evolution Strategy

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Gaussian Process Surrogate Models for the CMA Evolution Strategy

Popis výsledku anglicky

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.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Projekt

Výsledek vznikl pri realizaci vícero projektů. Více informací v záložce Projekty.

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2019

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Evolutionary Computation

ISSN

1063-6560

e-ISSN

1530-9304

Svazek periodika

27

Číslo periodika v rámci svazku

4

Stát vydavatele periodika

US - Spojené státy americké

Počet stran výsledku

33

Strana od-do

665-697

Kód UT WoS článku

000500189000005

EID výsledku v databázi Scopus

2-s2.0-85070618753