Abstract
This paper addresses the influence of actuator noise on the steady state behavior of multirecombinant evolution strategies (ES) on general quadratic fitness functions. Actuator noise degrades the ES’s ability to locate the global optimizer. After a certain transient time the ES approaches a steady state behavior characterized by an expected fitness deviation from the global optimum. This expected value is calculated and the predictions are compared with ES runs on quadratic test functions.
This work was supported by the Deutsche Forschungsgemeinschaft (DFG) as part of the Collaborative Research Center (SFB) 531.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Beyer, H.-G.: The Theory of Evolution Strategies. Natural Computing Series. Springer, Heidelberg (2001)
Beyer, H.-G., Arnold, D.V.: The Steady State Behavior of (μ/μI, λ)-ES on Ellipsoidal Fitness Models Disturbed by Noise. In: Cantú-Paz, E., Foster, J.A., Deb, K., Davis, L., Roy, R., O’Reilly, U.-M., Beyer, H.-G., Kendall, G., Wilson, S.W., Harman, M., Wegener, J., Dasgupta, D., Potter, M.A., Schultz, A., Dowsland, K.A., Jonoska, N., Miller, J., Standish, R.K. (eds.) GECCO 2003. LNCS, vol. 2724, pp. 525–536. Springer, Heidelberg (2003)
Beyer, H.-G., Olhofer, M., Sendhoff, B.: On the Behavior of (μ/μI, λ)-ES Optimizing Functions Disturbed by Generalized Noise. In: De Jong, K., Poli, R., Rowe, J. (eds.) Foundations of Genetic Algorithms, 7, San Francisco, CA, pp. 307–328. Morgan Kaufmann, San Francisco (2003)
Branke, J.: Evolutionary Optimization in Dynamic Environments. Kluwer Academic Publishers, Dordrecht (2001)
Fisz, M.: Wahrscheinlichkeitsrechnung und mathematische Statistik. VEB Deutscher Verlag der Wissenschaften, Berlin (1971)
Hansen, N., Ostermeier, A.: Adapting Arbitrary Normal Mutation Distributions in Evolution Strategies: The Covariance Matrix Adaptation. In: Proceedings of 1996 IEEE Int’l Conf. on Evolutionary Computation (ICEC 1996), pp. 312–317. IEEE Press, NY (1996)
Hansen, N., Ostermeier, A.: Convergence Properties of Evolution Strategies with the Derandomized Covariance Matrix Adaptation: The (μ/ μI, λ)-CMA-ES. In: Zimmermann, H.-J. (ed.) 5th European Congress on Intelligent Techniques and Soft Computing (EUFIT 1997), Aachen, Germany, pp. 650–654. Verlag Mainz (1997)
Hansen, N., Ostermeier, A.: Completely Derandomized Self-Adaptation in Evolution Strategies. Evolutionary Computation 9(2), 159–195 (2001)
Ostermeier, A., Gawelczyk, A., Hansen, N.: A Derandomized Approach to Self-Adaptation of Evolution Strategies. Evolutionary Computation 2(4), 369–380 (1995)
Rechenberg, I.: Evolutionsstrategie 1994. Frommann-Holzboog Verlag, Stuttgart (1994)
Schwefel, H.-P.: Numerical Optimization of Computer Models. Wiley, Chichester (1981)
Sendhoff, B., Beyer, H.-G., Olhofer, M.: On Noise Induced Multi-Modality in Evolutionary Algorithms. In: Wang, L., Tan, K.C., Furuhashi, T., Kim, J.-H., Sattar, F. (eds.) Proceedings of the 4th Asia-Pacific Conference on Simulated Evolution and Learning – SEAL, vol. 1, pp. 219–224 (2002)
Tsutsui, S., Ghosh, A.: Genetic Algorithms with a Robust Solution Searching Scheme. IEEE Transactions on Evolutionary Computation 1(3), 201–208 (1997)
Wiesmann, D., Hammel, U., Bäck, T.: Robust Design of Multilayer Optical Coatings by Means of Evolutionary Algorithms. IEEE Transactions on Evolutionary Computation 2(4), 162–167 (1998)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2004 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Beyer, HG. (2004). Actuator Noise in Recombinant Evolution Strategies on General Quadratic Fitness Models. In: Deb, K. (eds) Genetic and Evolutionary Computation – GECCO 2004. GECCO 2004. Lecture Notes in Computer Science, vol 3102. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-24854-5_68
Download citation
DOI: https://doi.org/10.1007/978-3-540-24854-5_68
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-22344-3
Online ISBN: 978-3-540-24854-5
eBook Packages: Springer Book Archive