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Various variants of the well known Covariance Matrix Adaptation Evolution Strategy (CMA-ES) have been proposed recently, which improve the empirical performance of the original algorithm by structural modifications. However, in practice it…

Neural and Evolutionary Computing · Computer Science 2018-08-20 Sander van Rijn , Hao Wang , Matthijs van Leeuwen , Thomas Bäck

This paper leverages the recently introduced concept of algorithm footprints to investigate the interplay between algorithm configurations and problem characteristics. Performance footprints are calculated for six modular variants of the…

Neural and Evolutionary Computing · Computer Science 2025-07-04 Ana Nikolikj , Mario Andrés Muñoz , Eva Tuba , Tome Eftimov

When faced with a specific optimization problem, choosing which algorithm to use is always a tough task. Not only is there a vast variety of algorithms to select from, but these algorithms often are controlled by many hyperparameters, which…

Neural and Evolutionary Computing · Computer Science 2020-01-07 Diederick Vermetten , Hao Wang , Carola Doerr , Thomas Bäck

In the field of evolutionary computation, one of the most challenging topics is algorithm selection. Knowing which heuristics to use for which optimization problem is key to obtaining high-quality solutions. We aim to extend this research…

Neural and Evolutionary Computing · Computer Science 2019-04-17 Diederick Vermetten , Sander van Rijn , Thomas Bäck , Carola Doerr

In the field of psychopathology, Ecological Momentary Assessment (EMA) methodological advancements have offered new opportunities to collect time-intensive, repeated and intra-individual measurements. This way, a large amount of data has…

Machine Learning · Computer Science 2022-12-05 Mandani Ntekouli , Gerasimos Spanakis , Lourens Waldorp , Anne Roefs

Black-box optimization is a very active area of research, with many new algorithms being developed every year. This variety is needed, on the one hand, since different algorithms are most suitable for different types of optimization…

Neural and Evolutionary Computing · Computer Science 2021-02-11 Anja Jankovic , Tome Eftimov , Carola Doerr

The covariance matrix adaptation evolution strategy (CMA-ES) is an efficient continuous black-box optimization method. The CMA-ES possesses many attractive features, including invariance properties and a well-tuned default hyperparameter…

Neural and Evolutionary Computing · Computer Science 2023-05-02 Yohei Watanabe , Kento Uchida , Ryoki Hamano , Shota Saito , Masahiro Nomura , Shinichi Shirakawa

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

This study targets the mixed-integer black-box optimization (MI-BBO) problem where continuous and integer variables should be optimized simultaneously. The CMA-ES, our focus in this study, is a population-based stochastic search method that…

Neural and Evolutionary Computing · Computer Science 2023-01-13 Ryoki Hamano , Shota Saito , Masahiro Nomura , Shinichi Shirakawa

Automated algorithm selection promises to support the user in the decisive task of selecting a most suitable algorithm for a given problem. A common component of these machine-trained techniques are regression models which predict the…

Neural and Evolutionary Computing · Computer Science 2020-06-18 Anja Jankovic , Carola Doerr

The covariance matrix adaptation evolution strategy (CMA-ES) is a powerful optimization method for continuous black-box optimization problems. Several noise-handling methods have been proposed to bring out the optimization performance of…

Neural and Evolutionary Computing · Computer Science 2024-05-21 Kento Uchida , Kenta Nishihara , Shinichi Shirakawa

Evolutionary optimization algorithms often face defects and limitations that complicate the evolution processes or even prevent them from reaching the global optimum. A notable constraint pertains to the considerable quantity of function…

Neural and Evolutionary Computing · Computer Science 2025-05-23 Farshid Farhadi Khouzani , Abdolreza Mirzaei , Paul La Plante , Laxmi Gewali

Capturing the dynamical properties of time series concisely as interpretable feature vectors can enable efficient clustering and classification for time-series applications across science and industry. Selecting an appropriate feature-based…

Information Retrieval · Computer Science 2019-02-05 Carl H Lubba , Sarab S Sethi , Philip Knaute , Simon R Schultz , Ben D Fulcher , Nick S Jones

Selecting the most suitable algorithm and determining its hyperparameters for a given optimization problem is a challenging task. Accurately predicting how well a certain algorithm could solve the problem is hence desirable. Recent studies…

Neural and Evolutionary Computing · Computer Science 2022-04-18 Ana Kostovska , Diederick Vermetten , Sašo Džeroski , Carola Doerr , Peter Korošec , Tome Eftimov

We propose a multi-objective optimization algorithm aimed at achieving good anytime performance over a wide range of problems. Performance is assessed in terms of the hypervolume metric. The algorithm called HMO-CMA-ES represents a hybrid…

Neural and Evolutionary Computing · Computer Science 2016-05-10 Ilya Loshchilov , Tobias Glasmachers

Experimental robot optimization often requires evaluating each candidate policy for seconds to minutes. The chosen evaluation time influences optimization because of a speed-accuracy tradeoff: shorter evaluations enable faster iteration,…

Neural and Evolutionary Computing · Computer Science 2026-01-15 Russell M. Martin , Steven H. Collins

Through Ecological Momentary Assessment (EMA) studies, a number of time-series data is collected across multiple individuals, continuously monitoring various items of emotional behavior. Such complex data is commonly analyzed in an…

Machine Learning · Computer Science 2023-10-12 Mandani Ntekouli , Gerasimos Spanakis , Lourens Waldorp , Anne Roefs

In the post-Moore era, main performance gains of black-box optimizers are increasingly depending on parallelism, especially for large-scale optimization (LSO). Here we propose to parallelize the well-established covariance matrix adaptation…

Neural and Evolutionary Computing · Computer Science 2024-10-14 Qiqi Duan , Chang Shao , Guochen Zhou , Minghan Zhang , Qi Zhao , Yuhui Shi

Mixture model-based clustering, usually applied to multidimensional data, has become a popular approach in many data analysis problems, both for its good statistical properties and for the simplicity of implementation of the…

Methodology · Statistics 2013-12-30 Allou Samé , Faicel Chamroukhi , Gérard Govaert , Patrice Aknin

Black-box optimization problems often require simultaneously optimizing different types of variables, such as continuous, integer, and categorical variables. Unlike integer variables, categorical variables do not necessarily have a…

Neural and Evolutionary Computing · Computer Science 2025-05-22 Ryoki Hamano , Shota Saito , Masahiro Nomura , Kento Uchida , Shinichi Shirakawa
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