用局部最优变换处理尖锐脊

T. Glasmachers
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引用次数: 2

摘要

许多进化策略的一个特殊优势是它们对目标函数的严格单调变换的不变性,因此具有保秩性。因此,他们对连续适应度景观的看法完全取决于水平集的形状。大多数现代算法可以很好地处理各种形状,只要这些形状足够光滑。相反,在脊函数的水平集中发现的锐角会导致过早收敛到非最优点。为了避免这种影响,我们提出了一种简单而通用的适应度函数变换族。这使得通用进化策略甚至可以解决非常尖锐的山脊问题。
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Handling sharp ridges with local supremum transformations
A particular strength of many evolution strategies is their invariance against strictly monotonic and therefore rank-preserving transformations of the objective function. Their view onto a continuous fitness landscape is therefore completely determined by the shapes of the level sets. Most modern algorithms can cope well with diverse shapes as long as these are sufficiently smooth. In contrast, the sharp angles found in level sets of ridge functions can cause premature convergence to a non-optimal point. We propose a simple and generic family of transformation of the fitness function to avoid this effect. This allows general purpose evolution strategies to solve even extremely sharp ridge problems.
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