loading
Papers

Research.Publish.Connect.

Paper

Paper Unlock

Authors: Silja Meyer-Nieberg and Erik Kropat

Affiliation: Universität der Bundeswehr München, Germany

ISBN: 978-989-758-172-4

Keyword(s): Evolution Strategies, Covariance Matrix, Adaptation, Shrinkage Estimators.

Related Ontology Subjects/Areas/Topics: Artificial Intelligence ; Artificial Intelligence and Decision Support Systems ; Computational Intelligence ; Enterprise Information Systems ; Evolutionary Computing ; Informatics in Control, Automation and Robotics ; Intelligent Control Systems and Optimization ; Soft Computing

Abstract: This paper discusses the covariance matrix adaptation in evolution strategies, a central and essential mechanism for the search process. Basing the estimation of the covariance matrix on small samples w.r.t. the search space dimension is known to be problematic. However, this situation is common in optimization raising the question, whether the performance of the evolutionary algorithms could be improved. In statistics, several approaches have been developed recently to improve the quality of the maximum-likelihood estimate. However, they are seldom applied in evolutionary computation. Here, we focus on linear shrinkage which requires relatively little additional effort. Several approaches and shrinkage targets are integrated into evolution strategies and analyzed in a series of experiments.

PDF ImageFull Text

Download
CC BY-NC-ND 4.0

Sign In Guest: Register as new SciTePress user now for free.

Sign In SciTePress user: please login.

PDF ImageMy Papers

You are not signed in, therefore limits apply to your IP address 18.210.28.227

In the current month:
Recent papers: 100 available of 100 total
2+ years older papers: 200 available of 200 total

Paper citation in several formats:
Meyer-Nieberg, S. and Kropat, E. (2016). Evolution Strategies and Covariance Matrix Adaptation - Investigating New Shrinkage Techniques.In Proceedings of the 8th International Conference on Agents and Artificial Intelligence - Volume 2: ICAART, ISBN 978-989-758-172-4, pages 105-116. DOI: 10.5220/0005703201050116

@conference{icaart16,
author={Silja Meyer{-}Nieberg. and Erik Kropat.},
title={Evolution Strategies and Covariance Matrix Adaptation - Investigating New Shrinkage Techniques},
booktitle={Proceedings of the 8th International Conference on Agents and Artificial Intelligence - Volume 2: ICAART,},
year={2016},
pages={105-116},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005703201050116},
isbn={978-989-758-172-4},
}

TY - CONF

JO - Proceedings of the 8th International Conference on Agents and Artificial Intelligence - Volume 2: ICAART,
TI - Evolution Strategies and Covariance Matrix Adaptation - Investigating New Shrinkage Techniques
SN - 978-989-758-172-4
AU - Meyer-Nieberg, S.
AU - Kropat, E.
PY - 2016
SP - 105
EP - 116
DO - 10.5220/0005703201050116

Login or register to post comments.

Comments on this Paper: Be the first to review this paper.