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conference paper

Comparison-Based Optimizers Need Comparison-Based Surrogates

Loshchilov, Ilya  
•
Schoenauer, Marc
•
Sebag, Michele
2010
Parallel Problem Solving from Nature XI
Parallel Problem Solving from Nature XI

Taking inspiration from approximate ranking, this paper nvestigates the use of rank-based Support Vector Machine as surrogate model within CMA-ES, enforcing the invariance of the approach with respect to monotonous transformations of the fitness function. Whereas the choice of the SVM kernel is known to be a critical issue, the proposed approach uses the Covariance Matrix adapted by CMA-ES within a Gaussian kernel, ensuring the adaptation of the kernel to the currently explored region of the fitness landscape at almost no computational overhead. The empirical validation of the approach on standard benchmarks, comparatively to CMA-ES and recent surrogate-based CMA-ES, demonstrates the efficiency and scalability of the proposed approach.

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Type
conference paper
DOI
10.1007/978-3-642-15844-5_37
Author(s)
Loshchilov, Ilya  
Schoenauer, Marc
Sebag, Michele
Date Issued

2010

Published in
Parallel Problem Solving from Nature XI
Start page

364

End page

373

Subjects

Evolutionary Algorithms

•

Surrogate Models

•

Support Vector Machine

•

CMA-ES

•

ACM-ES

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
IMT  
Event nameEvent place
Parallel Problem Solving from Nature XI

Krakow, Poland

Available on Infoscience
April 18, 2013
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/91556
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