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Testing Gaussian Process Surrogates on CEC’2013 Multi-Modal Benchmark
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SYSNO ASEP 0462910 Druh ASEP C - Konferenční příspěvek (mezinárodní konf.) Zařazení RIV D - Článek ve sborníku Název Testing Gaussian Process Surrogates on CEC’2013 Multi-Modal Benchmark Tvůrce(i) Orekhov, N. (CZ)
Bajer, L. (CZ)
Holeňa, Martin (UIVT-O) SAI, RIDZdroj.dok. Proceedings ITAT 2016: Information Technologies - Applications and Theory. - Aachen & Charleston : Technical University & CreateSpace Independent Publishing Platform, 2016 / Brejová B. - ISSN 1613-0073 - ISBN 978-1-5370-1674-0 Rozsah stran s. 138-146 Poč.str. 9 s. Forma vydání Online - E Akce ITAT 2016. Conference on Theory and Practice of Information Technologies /16./ Datum konání 15.09.2016-19.09.2016 Místo konání Tatranské Matliare Země SK - Slovensko Typ akce EUR Jazyk dok. eng - angličtina Země vyd. DE - Německo Klíč. slova Gaussian process ; ordinary regression ; surrogate modelling ; black-box optimization ; CMA-ES Gaussian process ; ordinary regression ; surrogate modelling ; black-box optimization ; CMA-ES Vědní obor RIV IN - Informatika Institucionální podpora UIVT-O - RVO:67985807 EID SCOPUS 85046291379 Anotace This paper compares several Gaussian-processbased surrogate modeling methods applied to black-box optimization by means of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES), which is considered state-of-the-art in the area of continuous black-box optimization. Among the compared methods are the Modelassisted CMA-ES, the Robust Kriging Metamodel CMAES, and the Surrogate CMA-ES. In addition, a very successful surrogate-assisted self-adaptive CMA-ES, which is not based on Gaussian processes, but on ordinary regression by means of support vector machines has been included into the comparison. Those methods have been benchmarked using CEC’2013 testing functions. We show that the surrogate CMA-ES achieves best results at the beginning and later phases of optimization process, conceding in the middle to surrogate-assisted CMA-ES. Pracoviště Ústav informatiky Kontakt Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Rok sběru 2017 Elektronická adresa http://ceur-ws.org/Vol-1649/138.pdf
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