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Evolution strategies on noisy functions how to improve convergence properties

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Parallel Problem Solving from Nature — PPSN III (PPSN 1994)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 866))

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Abstract

Evolution Strategies are reported to be robust in the presence of noise which in general hinders the optimization process. In this paper we discuss the influence of some of the stratey parameters and strategy variants on the convergence process and discuss measures for improvement of the convergence properties. After having a broad look to the theory for the dynamics of a (1,λ)-ES on a simple quadratic function we numerically investigate the influence of the parent population size and the introduction of recombination. Finally we compare the effects of multiple sampling of the objective function versus the enlargment of the population size for the convergence precision as well as the convergence reliability by the example of the multimodal Rastrigins function.

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Yuval Davidor Hans-Paul Schwefel Reinhard Männer

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© 1994 Springer-Verlag Berlin Heidelberg

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Hammel, U., Bäck, T. (1994). Evolution strategies on noisy functions how to improve convergence properties. In: Davidor, Y., Schwefel, HP., Männer, R. (eds) Parallel Problem Solving from Nature — PPSN III. PPSN 1994. Lecture Notes in Computer Science, vol 866. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-58484-6_260

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  • DOI: https://doi.org/10.1007/3-540-58484-6_260

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-58484-1

  • Online ISBN: 978-3-540-49001-2

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