Small Populations, High-Dimensional Spaces: Sparse Covariance Matrix Adaptation

Silja Meyer-Nieberg, Erik Kropat
2015 Proceedings of the 2015 Federated Conference on Computer Science and Information Systems  
Evolution strategies are powerful evolutionary algorithms for continuous optimization. The main search operator is mutation. Its extend is controlled by the covariance matrix and must be adapted during a run. Modern Evolution Strategies accomplish this with covariance matrix adaptation techniques. However, the quality of the common estimate of the covariance is known to be questionable for high search space dimensions. This paper introduces a new approach by changing the coordinate system and
more » ... dinate system and introducing sparse covariance matrix techniques. The results are evaluated in experiments.
doi:10.15439/2015f261 dblp:conf/fedcsis/Meyer-NiebergK15 fatcat:tlzbzk6gyjfujcv3znejyhcscq