Weighted multirecombination evolution strategies

被引:34
作者
Arnold, Dirk V. [1 ]
机构
[1] Dalhousie Univ, Fac Comp Sci, Halifax, NS B3H 1W5, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
evolution strategies; optimization; weighted recombination; noise; cumulative step length adaptation;
D O I
10.1016/j.tcs.2006.04.003
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
Weighted recombination is a means for improving the local search performance of evolution strategies. It aims to make effective use of the information available, without significantly increasing computational costs per time step. In this paper, the potential speed-up resulting from using rank-based weighted multirecombination is investigated. Optimal weights are computed for the infinite-dimensional sphere model, and comparisons with the performance of strategies that do not make use of weighted recombination are presented. It is seen that unlike strategies that rely on unweighted recombination and truncation selection, weighted multirecombination evolution strategies are able to improve on the serial efficiency of the (I + I)-ES on the sphere. The implications of the use of weighted recombination for noisy optimization are studied, and parallels to the use of rescaled mutations are drawn. The significance of the findings is investigated in finite-dimensional search spaces. (C) 2006 Elsevier B.V. All rights reserved.
引用
收藏
页码:18 / 37
页数:20
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