A Generalization of the CMA-ES Algorithm for Functions with Matrix Input

Simon Konzett

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Paper

A Generalization of the CMA-ES Algorithm for Functions with Matrix Input

Topics: Evolution Strategies; Evolutionary Art and Design; Evolutionary Multiobjective Optimization

In Proceedings of the International Conference on Evolutionary Computation Theory and Applications - Volume 0IJCCI, 337-342, 2014 , Rome, Italy

Author: Simon Konzett

Affiliation: University Vienna, Austria

Keyword(s): Evolutionary strategies, Evolutionary algorithms, Adaptations, High-dimensional, Covariance matrix, Mutation distribution, Self-adaptation.

Related Ontology Subjects/Areas/Topics: Artificial Intelligence ; Computational Intelligence ; Evolution Strategies ; Evolutionary Art and Design ; Evolutionary Computing ; Evolutionary Multiobjective Optimization ; Soft Computing

Abstract: This paper proposes a novel modification to the covariance matrix adaptation evolution strategy (CMA-ES) introduced by (Hansen and Ostermeier, 1996) under a special problem setting. In this paper the case is considered when the function which has to be optimized takes a matrix as input. Here an approach is presented where without vectorizing directly matrices are sampled and column and row-wise covariance matrices are adapted in each iteration of the proposed evolution strategy to adapt the mutation distribution. The method seems to be able to capture correlations in the entries of the considered matrix and adapt the corresponding covariance matrices accordingly. Numerical tests are performed on the proposed method to show advantages and disadvantages.

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Paper citation in several formats:

Konzett, S. (2014). A Generalization of the CMA-ES Algorithm for Functions with Matrix Input. In Proceedings of the International Conference on Evolutionary Computation Theory and Applications (IJCCI 2014) - ECTA; ISBN 978-989-758-052-9, SciTePress, pages 337-342. DOI: 10.5220/0005159703370342

@conference{ecta14,
author={Simon Konzett.},
title={A Generalization of the CMA-ES Algorithm for Functions with Matrix Input},
booktitle={Proceedings of the International Conference on Evolutionary Computation Theory and Applications (IJCCI 2014) - ECTA},
year={2014},
pages={337-342},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005159703370342},
isbn={978-989-758-052-9},
}

TY - CONF

JO - Proceedings of the International Conference on Evolutionary Computation Theory and Applications (IJCCI 2014) - ECTA
TI - A Generalization of the CMA-ES Algorithm for Functions with Matrix Input
SN - 978-989-758-052-9
AU - Konzett, S.
PY - 2014
SP - 337
EP - 342
DO - 10.5220/0005159703370342
PB - SciTePress