Comparing the (1+1)-CMA-ES with a mirrored (1+2)-CMA-ES with sequential selection on the noiseless BBOB-2010 testbed

Anne Auger, Dimo Brockhoff, Nikolaus Hansen
2010 Proceedings of the 12th annual conference comp on Genetic and evolutionary computation - GECCO '10  
In this paper, we compare the (1+1)-CMA-ES to the (1+2 s m )-CMA-ES, a recently introduced quasi-random (1+2)-CMA-ES that uses mirroring as derandomization technique as well as a sequential selection. Both algorithms were tested using independent restarts till a total number of function evaluations of 10 4 D was reached, where D is the dimension of the search space. On the non-separable ellipsoid function in dimension 10, 20 and 40, the performances of the (1+2 s m )-CMA-ES are better by 17%
more » ... n the best performance among algorithms tested during BBOB-2009 (for target values of 10 −5 and 10 −7 ). Moreover, the comparison shows that the (1+2 s m )-CMA-ES variant improves the performance of the (1+1)-CMA-ES by about 20% on the ellipsoid, the discus, and the sum of different powers functions and by 12% on the sphere function. Besides, we never observe statistically significant results where the (1+2 s m )-CMA-ES is worse than the (1+1)-CMA-ES.
doi:10.1145/1830761.1830771 dblp:conf/gecco/AugerBH10 fatcat:wlfquz4a35agdns4d7etm2pioa