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Model complex control CMA-ES

delete2019-11-01
delete9
PRE
AI
X
Xin Tong
B
Bo Yuan
李斌 (Bin Li) *
DOI:10.1016/j.swevo.2019.100558delete
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Abstract

Abstract

En 中文
Covariance Matrix Adaptation Evolution Strategy (CMA-ES) has shown great performance on nonseparable optimization problems largely due to its rotation-invariant feature. However, as the computational cost of the self-adaption operation is sensitive to the scale of problems, the performance of CMA-ES heavily suffers from the well-known curse of dimensionality, which makes it impractical to many Large Scale Global Optimization (LSGO) problems. In this paper, a correlation coefficient based grouping (CCG) strategy is proposed to detect the correlations between variables in a simple yet efficient way. Then coupled with a model complexity control (MCC) framework, a new variant of CMA-ES, named MCC-CCG-CMAES, is presented for LSGO problems, which suffers less from curse of dimensionality and significantly reduces the computational cost compared with the standard CMA-ES. To the best of our knowledge, this work is the first attempt at enhancing CMA-ES with the MCC framework rather than the cooperative coevolution (CC) framework. Experimental results on the CEC, 2010 large-scale global optimization (LSGO) benchmark functions show that the performance of MCC-CCG-CMAES outperforms the state-of-the-art counterparts.
Keywords:
Large scale global optimization
Correlation coefficient based grouping
Model complex control
Covariance matrix adaptation evolution strategy
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Journal

Swarm and Evolutionary Computation cover
Swarm and Evolutionary Computation
IF:
8.5
Papers:
2.1K
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Organization

U
university of science & technology of china, cas
Scholars:
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Papers: 2.7W
Citations: 74
C
chinese academy of sciences
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Citations: 704