Parameter Setting of CMA-ES: A Numerical Study on CEC2019 100-Digit Challenge | IEEE Conference Publication | IEEE Xplore

Parameter Setting of CMA-ES: A Numerical Study on CEC2019 100-Digit Challenge


Abstract:

The evolution strategy with covariance matrix adaptation (CMA-ES) is a well-known algorithm in the family of evolution strategies. It consists of three main mechanisms: d...Show More

Abstract:

The evolution strategy with covariance matrix adaptation (CMA-ES) is a well-known algorithm in the family of evolution strategies. It consists of three main mechanisms: derandomized adaptation, cumulative step size, and covariance matrix adaptation. In this paper we aim to improve the CMA- ES and its performance by proper parameter values, better repair mechanism, removal of rank-one update, and a spread-based step size adaptation mechanism. We tested the proposed algorithm by ten test functions in the CEC2019 100-Digit Challenge. The results showed that our algorithm can achieve similar solution quality compared with two recent hybrid adaptive evolutionary algorithms and needs fewer fitness function evaluations.
Date of Conference: 21-23 November 2019
Date Added to IEEE Xplore: 16 January 2020
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Conference Location: Kaohsiung, Taiwan

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