Cumulative Step-size Adaptation on Linear Functions

The CSA-ES is an Evolution Strategy with Cumulative Step size Adaptation, where the step size is adapted measuring the length of a so-called cumulative path. The cumulative path is a combination of the previous steps realized by the algorithm, where the importance of each step decreases with time. This article studies the CSA-ES on composites of strictly increasing functions with affine linear functions through the investigation of its underlying Markov chains. Rigorous results on the change and the variation of the step size are derived with and without cumulation. The step-size diverges geometrically fast in most cases. Furthermore, the influence of the cumulation parameter is studied.Comment: arXiv admin note: substantial text overlap with arXiv:1206.120

Maximum Likelihood-based Online Adaptation of Hyper-parameters in CMA-ES

The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is widely accepted as a robust derivative-free continuous optimization algorithm for non-linear and non-convex optimization problems. CMA-ES is well known to be almost parameterless, meaning that only one hyper-parameter, the population size, is proposed to be tuned by the user. In this paper, we propose a principled approach called self-CMA-ES to achieve the online adaptation of CMA-ES hyper-parameters in order to improve its overall performance. Experimental results show that for larger-than-default population size, the default settings of hyper-parameters of CMA-ES are far from being optimal, and that self-CMA-ES allows for dynamically approaching optimal settings.Comment: 13th International Conference on Parallel Problem Solving from Nature (PPSN 2014) (2014

Parameter Inference in Differential Equation Models of Biopathways using Time Warped Gradient Matching

Parameter inference in mechanistic models of biopathways based on systems of coupled differential equations is a topical yet computationally challenging problem, due to the fact that each parameter adaptation involves a numerical integration of the differential equations. Techniques based on gradient matching, which aim to minimize the discrepancy between the slope of a data interpolant and the derivatives predicted from the differential equations, offer a computationally appealing shortcut to the inference problem. However, gradient matching critically hinges on the smoothing scheme for function interpolation, with spurious wiggles in the interpolant having a dramatic effect on the subsequent inference. The present article demonstrates that a time warping approach aiming to homogenize intrinsic functional length scales can lead to a signifi- cant improvement in parameter estimation accuracy. We demonstrate the effectiveness of this scheme on noisy data from a dynamical system with periodic limit cycle and a biopathway

Experimental Comparisons of Derivative Free Optimization Algorithms

In this paper, the performances of the quasi-Newton BFGS algorithm, the NEWUOA derivative free optimizer, the Covariance Matrix Adaptation Evolution Strategy (CMA-ES), the Differential Evolution (DE) algorithm and Particle Swarm Optimizers (PSO) are compared experimentally on benchmark functions reflecting important challenges encountered in real-world optimization problems. Dependence of the performances in the conditioning of the problem and rotational invariance of the algorithms are in particular investigated.Comment: 8th International Symposium on Experimental Algorithms, Dortmund : Germany (2009

Markov Chain Analysis of Cumulative Step-size Adaptation on a Linear Constrained Problem

This paper analyzes a (1, $\lambda$)-Evolution Strategy, a randomized comparison-based adaptive search algorithm, optimizing a linear function with a linear constraint. The algorithm uses resampling to handle the constraint. Two cases are investigated: first the case where the step-size is constant, and second the case where the step-size is adapted using cumulative step-size adaptation. We exhibit for each case a Markov chain describing the behaviour of the algorithm. Stability of the chain implies, by applying a law of large numbers, either convergence or divergence of the algorithm. Divergence is the desired behaviour. In the constant step-size case, we show stability of the Markov chain and prove the divergence of the algorithm. In the cumulative step-size adaptation case, we prove stability of the Markov chain in the simplified case where the cumulation parameter equals 1, and discuss steps to obtain similar results for the full (default) algorithm where the cumulation parameter is smaller than 1. The stability of the Markov chain allows us to deduce geometric divergence or convergence , depending on the dimension, constraint angle, population size and damping parameter, at a rate that we estimate. Our results complement previous studies where stability was assumed.Comment: Evolutionary Computation, Massachusetts Institute of Technology Press (MIT Press): STM Titles, 201

Predicting cortical bone adaptation to axial loading in the mouse tibia

The development of predictive mathematical models can contribute to a deeper understanding of the specific stages of bone mechanobiology and the process by which bone adapts to mechanical forces. The objective of this work was to predict, with spatial accuracy, cortical bone adaptation to mechanical load, in order to better understand the mechanical cues that might be driving adaptation. The axial tibial loading model was used to trigger cortical bone adaptation in C57BL/6 mice and provide relevant biological and biomechanical information. A method for mapping cortical thickness in the mouse tibia diaphysis was developed, allowing for a thorough spatial description of where bone adaptation occurs. Poroelastic finite-element (FE) models were used to determine the structural response of the tibia upon axial loading and interstitial fluid velocity as the mechanical stimulus. FE models were coupled with mechanobiological governing equations, which accounted for non-static loads and assumed that bone responds instantly to local mechanical cues in an on–off manner. The presented formulation was able to simulate the areas of adaptation and accurately reproduce the distributions of cortical thickening observed in the experimental data with a statistically significant positive correlation (Kendall's τ rank coefficient τ = 0.51, p < 0.001). This work demonstrates that computational models can spatially predict cortical bone mechanoadaptation to a time variant stimulus. Such models could be used in the design of more efficient loading protocols and drug therapies that target the relevant physiological mechanisms