Repository logo

Infoscience

  • English
  • French
Log In
Logo EPFL, École polytechnique fédérale de Lausanne

Infoscience

  • English
  • French
Log In
  1. Home
  2. Academic and Research Output
  3. Conferences, Workshops, Symposiums, and Seminars
  4. Comparison-Based Optimizers Need Comparison-Based Surrogates
 
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.

  • Files
  • Details
  • Metrics
Loading...
Thumbnail Image
Name

PPSN2010_ACM-ES.pdf

Access type

openaccess

Size

154.43 KB

Format

Adobe PDF

Checksum (MD5)

cfbb5c12d6094cbc5e449c4f1846bb2f

Logo EPFL, École polytechnique fédérale de Lausanne
  • Contact
  • infoscience@epfl.ch

  • Follow us on Facebook
  • Follow us on Instagram
  • Follow us on LinkedIn
  • Follow us on X
  • Follow us on Youtube
AccessibilityLegal noticePrivacy policyCookie settingsEnd User AgreementGet helpFeedback

Infoscience is a service managed and provided by the Library and IT Services of EPFL. © EPFL, tous droits réservés