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The Increasing Population Covariance Matrix Adaptation Evolution Strategy (IPOP-CMA-ES) algorithm is a reference stochastic optimizer dedicated to blackbox optimization, where no prior knowledge about the underlying problem structure is…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-10-02 David Redon , Pierre Fortin , Bilel Derbel , Miwako Tsuji , Mitsuhisa Sato

Discrete and mixed-variable optimization problems have appeared in several real-world applications. Most of the research on mixed-variable optimization considers a mixture of integer and continuous variables, and several integer handlings…

Optimization and Control · Mathematics 2024-08-26 Kento Uchida , Ryoki Hamano , Masahiro Nomura , Shota Saito , Shinichi Shirakawa

Multimodal optimization requires both exploration and exploitation. Exploration identifies promising attraction basins, while exploitation finds the best solutions within these basins. The balance between exploration and exploitation can be…

Neural and Evolutionary Computing · Computer Science 2025-06-03 Chandula Fernando , Kushani De Silva

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

The interest in accelerating black-box optimizers has resulted in several surrogate model-assisted version of the Covariance Matrix Adaptation Evolution Strategy, a state-of-the-art continuous black-box optimizer. The version called…

Neural and Evolutionary Computing · Computer Science 2017-10-02 Jakub Repicky , Lukas Bajer , Zbynek Pitra , Martin Holena

Evolution Strategies such as CMA-ES (covariance matrix adaptation evolution strategy) and NES (natural evolution strategy) have been widely used in machine learning applications, where an objective function is optimized without using its…

Optimization and Control · Mathematics 2019-10-28 Haishan Ye , Tong Zhang

Single-objective optimization algorithms search for the single highest-quality solution with respect to an objective. Quality diversity (QD) optimization algorithms, such as Covariance Matrix Adaptation MAP-Elites (CMA-ME), search for a…

Machine Learning · Computer Science 2023-06-07 Matthew C. Fontaine , Stefanos Nikolaidis

Restart strategy helps the covariance matrix adaptation evolution strategy (CMA-ES) to increase the probability of finding the global optimum in optimization, while a single run CMA-ES is easy to be trapped in local optima. In this paper,…

Neural and Evolutionary Computing · Computer Science 2020-04-28 Yang Lou , Shiu Yin Yuen , Guanrong Chen , Xin Zhang

Pre-training a diverse set of neural network controllers in simulation has enabled robots to adapt online to damage in robot locomotion tasks. However, finding diverse, high-performing controllers requires expensive network training and…

Robotics · Computer Science 2023-09-19 Bryon Tjanaka , Matthew C. Fontaine , David H. Lee , Aniruddha Kalkar , Stefanos Nikolaidis

The application of standard sufficient dimension reduction methods for reducing the dimension space of predictors without losing regression information requires inverting the covariance matrix of the predictors. This has posed a number of…

Methodology · Statistics 2019-10-01 Kabir Opeyemi Olorede , Waheed Babatunde Yahya

The covariance matrix adaptation evolution strategy (CMA-ES) is a stochastic search algorithm using a multivariate normal distribution for continuous black-box optimization. In addition to strong empirical results, part of the CMA-ES can be…

Neural and Evolutionary Computing · Computer Science 2024-08-12 Ryoki Hamano , Shinichi Shirakawa , Masahiro Nomura

This paper introduces a novel theoretically sound approach for the celebrated CMA-ES algorithm. Assuming the parameters of the multi variate normal distribution for the minimum follow a conjugate prior distribution, we derive their optimal…

Machine Learning · Computer Science 2019-04-03 Eric Benhamou , David Saltiel , Sebastien Verel , Fabien Teytaud

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

The CSA-ES is an Evolution Strategy with Cumulative Step size Adaptation, where the step size is adapted measuring the length of a so-called cumulative path. The cumulative path is a combination of the previous steps realized by the…

Machine Learning · Computer Science 2013-02-19 Alexandre Chotard , Anne Auger , Nikolaus Hansen

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

Evolutionary algorithms are sensitive to the mutation rate (MR); no single value of this parameter works well across domains. Self-adaptive MR approaches have been proposed but they tend to be brittle: Sometimes they decay the MR to zero,…

Neural and Evolutionary Computing · Computer Science 2022-04-12 Akarsh Kumar , Bo Liu , Risto Miikkulainen , Peter Stone

The CSA-ES is an Evolution Strategy with Cumulative Step size Adaptation, where the step size is adapted measuring the length of a so-called cumulative path. The cumulative path is a combination of the previous steps realized by the…

Machine Learning · Computer Science 2012-07-02 Alexandre Adrien Chotard , Anne Auger , Nikolaus Hansen

The performance of deep neural networks, such as Deep Belief Networks formed by Restricted Boltzmann Machines (RBMs), strongly depends on their training, which is the process of adjusting their parameters. This process can be posed as an…

Neural and Evolutionary Computing · Computer Science 2019-07-16 S. Ivvan Valdez , Alfonso Rojas-Domínguez

Theoretical analyses of evolution strategies are indispensable for gaining a deep understanding of their inner workings. For constrained problems, rather simple problems are of interest in the current research. This work presents a…

Neural and Evolutionary Computing · Computer Science 2019-08-12 Patrick Spettel , Hans-Georg Beyer

Fitting the continuum component of a quasar spectrum in UV/optical band is challenging due to contamination of numerous emission lines. Traditional fitting algorithms such as the least-square fitting and the Levenberg-Marquardt algorithm…

Instrumentation and Methods for Astrophysics · Physics 2013-12-31 Jian Wu , Daniel E. Vanden Berk