Evaluation of the impact of various modifications to CMA-ES that facilitate its theoretical analysis

Armand Gissler
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Abstract

In this paper we introduce modified versions of CMA-ES with the objective to help to prove convergence of CMA-ES. In order to ensure that the modifications do not alter the performances of the algorithm too much, we benchmark variants of the algorithm derived from them on problems of the bbob test suite. We observe that the main performances losses are observed on ill-conditioned problems, which is probably due to the absence of cumulation in the adaptation of the covariance matrix. However, the versions of CMA-ES presented in this paper have globally similar performances to the original CMA-ES.
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评价各种修改对CMA-ES的影响,促进其理论分析
本文介绍了CMA-ES的改进版本,目的是为了证明CMA-ES的收敛性。为了确保修改不会过多地改变算法的性能,我们在bbob测试套件的问题上对从它们派生的算法变体进行基准测试。我们观察到,主要的性能损失是在病态问题上观察到的,这可能是由于协方差矩阵的自适应中缺乏累积。然而,本文提出的CMA-ES版本在全球范围内与原始CMA-ES具有相似的性能。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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