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Adaptive Generation-Based Evolution Control for Gaussian Process Surrogate Models
- 1.0478631 - ÚI 2018 RIV DE eng C - Konferenční příspěvek (zahraniční konf.)
Repický, Jakub - Bajer, Lukáš - Pitra, Zbyněk - Holeňa, Martin
Adaptive Generation-Based Evolution Control for Gaussian Process Surrogate Models.
Proceedings ITAT 2017: Information Technologies - Applications and Theory. Aachen & Charleston: Technical University & CreateSpace Independent Publishing Platform, 2017 - (Hlaváčová, J.), s. 136-143. CEUR Workshop Proceedings, V-1885. ISBN 978-1974274741. ISSN 1613-0073.
[ITAT 2017. Conference on Theory and Practice of Information Technologies - Applications and Theory /17./. Martinské hole (SK), 22.09.2017-26.09.2017]
Grant CEP: GA ČR GA17-01251S
Grant ostatní: GA MŠk(CZ) LM2015042
Institucionální podpora: RVO:67985807
Klíčová slova: black-box optimization * evolutionary optimization * surrogate modelling * Gaussian process * CMA-ES
Obor OECD: Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
http://ceur-ws.org/Vol-1885/136.pdf
The interest in accelerating black-box optimizers has resulted in several surrogate model-assisted version of the Covariance Matrix Adaptation Evolution Strategy, a state-of-the-art continuous black-box optimizer. The version called Surrogate CMA-ES uses Gaussian processes or random forests surrogate models with a generation-based evolution control. This paper presents an adaptive improvement for S-CMA-ES, in which the number of generations using the surrogate model before retraining is adjusted depending on the performance of the last instance of the surrogate. Three algorithms that differ in the measure of the surrogate model’s performance are evaluated on the COCO/BBOB framework. The results show a minor improvement on S-CMA-ES with constant model lifelengths, especially when larger lifelengths are considered.
Trvalý link: http://hdl.handle.net/11104/0274761
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