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Exploring high-dimensional optimization by sparse and low-rank evolution strategy
DOI:10.1016/j.swevo.2024.101828.png)
摘要
En 中文
Evolution strategies (ESs) area robust family of algorithms for black-box optimization, yet their applicability to high-dimensional problems remains constrained by computational challenges. To address this, we propose a novel evolution strategy, SLR-ES, leveraging a sparse plus low-rank covariance matrix model. The sparse component utilizes a diagonal matrix to exploit separability along coordinate axes, while the low-rank component identifies promising subspaces and parameter dependencies. To maintain distribution fidelity, we introduce a decoupled update mechanism for the model parameters. Comprehensive experiments demonstrate that SLR-ES achieves state-of-the-art performance on both separable and non-separable functions. Furthermore, evaluations on the CEC'2010 and CEC'2013 large-scale global optimization benchmarks reveal consistent superiority in average ranking, highlighting the algorithm's robustness across diverse problem conditions. These results establish SLR-ES as a scalable and versatile solution for high-dimensional optimization.
Keyword:
Black-box optimization
Large-scale optimization
Evolution strategies
Sparse plus low-rank model
期刊
IF:
8.5
论文数:
2.2K
被引数:
1.0W
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