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Modern machine learning uses more and more advanced optimization techniques to find optimal hyper parameters. Whenever the objective function is non-convex, non continuous and with potentially multiple local minima, standard gradient…

Machine Learning · Computer Science 2019-02-13 Eric Benhamou , Jamal Atif , Rida Laraki

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

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

An important challenge in reinforcement learning, including evolutionary robotics, is to solve multimodal problems, where agents have to act in qualitatively different ways depending on the circumstances. Because multimodal problems are…

Neural and Evolutionary Computing · Computer Science 2019-12-12 Joost Huizinga , Jeff Clune

In this study, we consider simulation-based worst-case optimization problems with continuous design variables and a finite scenario set. To reduce the number of simulations required and increase the number of restarts for better local…

Neural and Evolutionary Computing · Computer Science 2022-12-01 Atsuhiro Miyagi , Kazuto Fukuchi , Jun Sakuma , Youhei Akimoto

In modular robotics, modules can be reconfigured to change the morphology of the robot, making it able to adapt for specific tasks. However, optimizing both the body and control is a difficult challenge due to the intricate relationship…

Robotics · Computer Science 2020-12-09 Jørgen Nordmoen , Frank Veenstra , Kai Olav Ellefsen , Kyrre Glette

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

This paper presents a novel mechanism to adapt surrogate-assisted population-based algorithms. This mechanism is applied to ACM-ES, a recently proposed surrogate-assisted variant of CMA-ES. The resulting algorithm, saACM-ES, adjusts online…

Neural and Evolutionary Computing · Computer Science 2012-04-12 Ilya Loshchilov , Marc Schoenauer , Michèle Sebag

Evolutionary algorithms (EAs) have been widely and successfully applied to solve multi-objective optimization problems, due to their nature of population-based search. Population update, a key component in multi-objective EAs (MOEAs), is…

Neural and Evolutionary Computing · Computer Science 2025-02-18 Chao Bian , Yawen Zhou , Miqing Li , Chao Qian

The effectiveness of Constrained Multi-Objective Evolutionary Algorithms (CMOEAs) depends on their ability to reach the different feasible regions during evolution, by exploiting the information present in infeasible solutions, in addition…

Neural and Evolutionary Computing · Computer Science 2025-02-07 Oladayo S. Ajani , Sri Srinivasa Raju M , Anand Paul , Rammohan Mallipeddi

Oilfield production optimization is challenging due to subsurface model complexity and associated non-linearity, large number of control parameters, large number of production scenarios, and subsurface uncertainties. Optimization involves…

Neural and Evolutionary Computing · Computer Science 2021-03-30 Ajitabh Kumar

This tutorial introduces the CMA Evolution Strategy (ES), where CMA stands for Covariance Matrix Adaptation. The CMA-ES is a stochastic, or randomized, method for real-parameter (continuous domain) optimization of non-linear, non-convex…

Machine Learning · Computer Science 2023-03-13 Nikolaus Hansen

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

Many state-of-the-art automated machine learning (AutoML) systems use greedy ensemble selection (GES) by Caruana et al. (2004) to ensemble models found during model selection post hoc. Thereby, boosting predictive performance and likely…

Machine Learning · Computer Science 2023-07-04 Lennart Purucker , Joeran Beel

Recent theoretical research has shown that self-adjusting and self-adaptive mechanisms can provably outperform static settings in evolutionary algorithms for binary search spaces. However, the vast majority of these studies focuses on…

Neural and Evolutionary Computing · Computer Science 2020-06-03 Amirhossein Rajabi , Carsten Witt

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

Scalability of evolutionary algorithms refers to assessing how their performance changes as problem size increases. In the area of multi-objective optimisation, research on the scalability of multi-objective evolutionary algorithms (MOEAs)…

Neural and Evolutionary Computing · Computer Science 2026-04-21 Menghao Tang , Zimin Liang , Miqing Li

Differential evolution (DE) has competitive performance on constrained optimization problems (COPs), which targets at searching for global optimal solution without violating the constraints. Generally, researchers pay more attention on…

Neural and Evolutionary Computing · Computer Science 2018-05-14 Yuan Fu , Hu Wang , Meng-Zhu Yang

A theoretical performance analysis of the $(\mu/\mu_I,\lambda)$-$\sigma$-Self-Adaptation Evolution Strategy ($\sigma$SA-ES) is presented considering a conically constrained problem. Infeasible offspring are repaired using projection onto…

Neural and Evolutionary Computing · Computer Science 2018-12-18 Patrick Spettel , Hans-Georg Beyer

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