A Simple Modification in CMA-ES Achieving Linear Time and Space Complexity

International audienceThis paper proposes a simple modification of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) for high dimensional objective functions, reducing the internal time and space complexity from quadratic to linear. The covariance matrix is constrained to be diagonal and the resulting algorithm, sep-CMA-ES, samples each coordinate independently. Because the model complexity is reduced, the learning rate for the covariance matrix can be increased. Consequently, on essentially separable functions, sep-CMA-ES significantly outperforms CMA-ES. For dimensions larger than a hundred, even on the non-separable Rosenbrock function, the sep-CMA-ES needs fewer function evaluations than CMA-ES

A Simple Modification in CMA-ES Achieving Linear Time and Space Complexity

This report proposes a simple modification of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) for high dimensional objective functions that reduces the internal time and space complexity from quadratic to linear. The covariance matrix is constrained to be diagonal and the resulting algorithm, sep-CMA-ES, samples each coordinate independently. Because the model complexity is reduced, the learning rate for the covariance matrix can be increased. Consequently, on essentially separable functions, sep-CMA-ES significantly outperforms CMA-ES. For dimension larger than 100, even on the non-separable Rosenbrock function, the sep-CMA-ES needs fewer function evaluations than CMA-ES

Meta-learning computational intelligence architectures

In computational intelligence, the term \u27memetic algorithm\u27 has come to be associated with the algorithmic pairing of a global search method with a local search method. In a sociological context, a \u27meme\u27 has been loosely defined as a unit of cultural information, the social analog of genes for individuals. Both of these definitions are inadequate, as \u27memetic algorithm\u27 is too specific, and ultimately a misnomer, as much as a \u27meme\u27 is defined too generally to be of scientific use. In this dissertation the notion of memes and meta-learning is extended from a computational viewpoint and the purpose, definitions, design guidelines and architecture for effective meta-learning are explored. The background and structure of meta-learning architectures is discussed, incorporating viewpoints from psychology, sociology, computational intelligence, and engineering. The benefits and limitations of meme-based learning are demonstrated through two experimental case studies -- Meta-Learning Genetic Programming and Meta- Learning Traveling Salesman Problem Optimization. Additionally, the development and properties of several new algorithms are detailed, inspired by the previous case-studies. With applications ranging from cognitive science to machine learning, meta-learning has the potential to provide much-needed stimulation to the field of computational intelligence by providing a framework for higher order learning --Abstract, page iii

Proceedings. 22. Workshop Computational Intelligence, Dortmund, 6. - 7. Dezember 2012

Dieser Tagungsband enthält die Beiträge des 22. Workshops "Computational Intelligence" des Fachausschusses 5.14 der VDI/VDE-Gesellschaft für Mess- und Automatisierungstechnik (GMA) der vom 6. - 7. Dezember 2012 in Dortmund stattgefunden hat. Die Schwerpunkte sind Methoden, Anwendungen und Tools für - Fuzzy-Systeme, - Künstliche Neuronale Netze, - Evolutionäre Algorithmen und - Data-Mining-Verfahren sowie der Methodenvergleich anhand von industriellen Anwendungen und Benchmark-Problemen

EVOLUTIONARY MULTI-OBJECTIVE OPTIMIZATION VIA DIFFERENTIAL EVOLUTION

Ph.DDOCTOR OF PHILOSOPH