Raport Badawczy = Research Report ; RB/59/2013
Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
11 pages ; 21 cm ; Bibliography p. 11
This paper concerns one of the state-of-the art evolutionary algorithms - CMA-ES. It consists of sampling from multivariate normal distribution, whose covariance matrix is claimed to approximate the inverse hessian of the objective function. The midpoint of this distribution should be therefore the best linear unbiased estimator of the optimum. This hypothesis was tested on the BBOB 2013 benchmark set using the standard CMA-ES implementation. Evaluation of the objective function in the midpoint neither improves nor deteriorates the performance of the algorithm. Moreover, it turns out that the standard implementation of CMA-ES is competitive but not as good as the best CMA-ES variants, which took parts in the BBOB 2009 competition.
Raport Badawczy = Research Report
Creative Commons Attribution BY 4.0 license
Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -
Systems Research Institute of the Polish Academy of Sciences
Library of Systems Research Institute PAS
19 paź 2021
22 sty 2020
30
https://rcin.org.pl./publication/114768
Nazwa wydania | Data |
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RB-2013-59 : Opara Karol: Midpoint evaluation for CMA-ES | 19 paź 2021 |
Pomorski, Jan (1954– )
Bukowski, Zbigniew (1931– )
Hryniewicz, Olgierd (1948– ) Opara, Karol
Hryniewicz, Olgierd (1948– ) Opara, Karol
Hryniewicz, Olgierd (1948– ) Opara, Karol
Hryniewicz, Olgierd (1948– ) Opara, Karol
Mielczarek, Mariusz (1945– )