Adaptive Doubly Trained Evolution Control for the Covariance Matrix Adaptation Evolution Strategy.
Zbyněk Pitra, Lukáš Bajer, Jakub Repický, Martin Holeňa · ASEP · 2017
An area of increasingly frequent applications of evolutionary optimization to real-world problems is continuous black-box optimization. However, evaluating realworld black-box fitness functions is sometimes very timeconsuming or expensive, which interferes with the need of evolutionary algorithms for many fitness evaluations. Therefore, surrogate regression models replacing the original expensive fitness in some of the evaluated points have been in use since the early 2000s. The Doubly Trained Surrogate Covariance Matrix Adaptation Evolution Strategy (DTS-CMA-ES) represents a surrogate-assisted version of the state-of-the-art algorithm for continuous blackbox optimization CMA-ES. The DTS-CMA-ES saves expensive function evaluations through using a surrogate model. However, the model inaccuracy on some functions can slow-down the algorithm convergence. This paper investigates an extension of DTS-CMA-ES which controls the usage of the model according to the model’s error. Results of testing an adaptive and the original version of DTS-CMA-ES on the set of noiseless benchmarks are reported.