English
Related papers

Related papers: The Hessian Estimation Evolution Strategy

200 papers

Outline of several strategies for using Gaussian processes as surrogate models for the covariance matrix adaptation evolution strategy (CMA-ES).

Neural and Evolutionary Computing · Computer Science 2014-12-01 Lukáš Bajer , Martin Holeňa

Black-box optimization is primarily important for many compute-intensive applications, including reinforcement learning (RL), robot control, etc. This paper presents a novel theoretical framework for black-box optimization, in which our…

Machine Learning · Computer Science 2020-09-10 Yueming Lyu , Ivor W. Tsang

In this paper we investigate the convergence properties of a variant of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). Our study is based on the recent theoretical foundation that the pure rank-mu update CMA-ES performs the…

Artificial Intelligence · Computer Science 2017-06-20 Youhei Akimoto

This study modifies the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) algorithm for multi-modal optimization problems. The enhancements focus on addressing the challenges of multiple global minima, improving the algorithm's…

Neural and Evolutionary Computing · Computer Science 2024-07-02 Wathsala Karunarathne , Indu Bala , Dikshit Chauhan , Matthew Roughan , Lewis Mitchell

In this paper, we propose an efficient approximated rank one update for covariance matrix adaptation evolution strategy (CMA-ES). It makes use of two evolution paths as simple as that of CMA-ES, while avoiding the computational matrix…

Neural and Evolutionary Computing · Computer Science 2017-10-24 Zhenhua Li , Qingfu Zhang

Bilevel optimization is a field of significant theoretical and practical interest, yet solving such optimization problems remains challenging. Evolutionary methods have been employed to address these problems in the black-box setting;…

Neural and Evolutionary Computing · Computer Science 2026-04-06 Marc Ong , Youhei Akimoto

We focus on the challenge of finding a diverse collection of quality solutions on complex continuous domains. While quality diver-sity (QD) algorithms like Novelty Search with Local Competition (NSLC) and MAP-Elites are designed to generate…

Machine Learning · Computer Science 2020-05-08 Matthew C. Fontaine , Julian Togelius , Stefanos Nikolaidis , Amy K. Hoover

In this paper, we approach the problem of optimizing blackbox functions over large hybrid search spaces consisting of both combinatorial and continuous parameters. We demonstrate that previous evolutionary algorithms which rely on…

Proportional integral derivative (PID) controllers are important and widely used tools in system control. Tuning of the controller gains is a laborious task, especially for complex systems such as combustion engines. To minimize the time of…

Systems and Control · Computer Science 2017-06-07 Katerina Henclova

Many scientific and technological problems are related to optimization. Among them, black-box optimization in high-dimensional space is particularly challenging. Recent neural network-based black-box optimization studies have shown…

Neural and Evolutionary Computing · Computer Science 2024-01-30 Changhwi Park

Bayesian Optimization (BO) is an effective method for finding the global optimum of expensive black-box functions. However, it is well known that applying BO to high-dimensional optimization problems is challenging. To address this issue, a…

Machine Learning · Statistics 2024-02-06 Lam Ngo , Huong Ha , Jeffrey Chan , Vu Nguyen , Hongyu Zhang

In many practical optimization problems, the derivatives of the functions to be optimized are unavailable or unreliable. Such optimization problems are solved using derivative-free optimization techniques. One of the state-of-the-art…

Neural and Evolutionary Computing · Computer Science 2018-05-30 Najeeb Khan

Population-based evolutionary algorithms are often considered when approaching computationally expensive black-box optimization problems. They employ a selection mechanism to choose the best solutions from a given population after comparing…

Neural and Evolutionary Computing · Computer Science 2024-01-30 Judith Echevarrieta , Etor Arza , Aritz Pérez

We present a new method of blackbox optimization via gradient approximation with the use of structured random orthogonal matrices, providing more accurate estimators than baselines and with provable theoretical guarantees. We show that this…

Machine Learning · Computer Science 2018-06-13 Krzysztof Choromanski , Mark Rowland , Vikas Sindhwani , Richard E. Turner , Adrian Weller

Evolution strategies (ESs) are zeroth-order stochastic black-box optimization heuristics invariant to monotonic transformations of the objective function. They evolve a multivariate normal distribution, from which candidate solutions are…

Numerical Analysis · Mathematics 2022-02-09 Youhei Akimoto , Anne Auger , Tobias Glasmachers , Daiki Morinaga

Optimizing functions without access to gradients is the remit of black-box methods such as evolution strategies. While highly general, their learning dynamics are often times heuristic and inflexible - exactly the limitations that…

Neural and Evolutionary Computing · Computer Science 2023-03-03 Robert Tjarko Lange , Tom Schaul , Yutian Chen , Tom Zahavy , Valentin Dallibard , Chris Lu , Satinder Singh , Sebastian Flennerhag

Theoretical and empirical research on evolutionary computation methods complement each other by providing two fundamentally different approaches towards a better understanding of black-box optimization heuristics. In discrete optimization,…

Neural and Evolutionary Computing · Computer Science 2018-08-20 Carola Doerr , Furong Ye , Sander van Rijn , Hao Wang , Thomas Bäck

The covariance matrix adaptation evolution strategy (CMA-ES) is one of the most successful methods for solving continuous black-box optimization problems. A practically useful aspect of the CMA-ES is that it can be used without…

Neural and Evolutionary Computing · Computer Science 2024-09-30 Masahiro Nomura , Youhei Akimoto , Isao Ono

The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is one of the most successful examples of a derandomized evolution strategy. However, it still relies on randomly sampling offspring, which can be done via a uniform distribution…

Neural and Evolutionary Computing · Computer Science 2024-09-25 Jacob de Nobel , Diederick Vermetten , Thomas H. W. Bäck , Anna V. Kononova

Many studies have been done to prove the vulnerability of neural networks to adversarial example. A trained and well-behaved model can be fooled by a visually imperceptible perturbation, i.e., an originally correctly classified image could…

Computer Vision and Pattern Recognition · Computer Science 2019-06-24 YiGui Luo , RuiJia Yang , Wei Sha , WeiYi Ding , YouTeng Sun , YiSi Wang