Holger Ulmer, Felix Streichert, and Andreas Zell

Model-Assisted Steady-State Evolution Strategies

Proceedings of the 2003 Genetic and Evolutionary Computation Conference (GECCO-2003)

Abstract

The task of speeding up the optimization process on problems with very time consuming fitness functions is a central point in evolutionary computation. Applying models as a surrogate of the real fitness function is a quite popular idea. The performance of this approach is highly dependent on the frequency of how often the model is updated with data from new fitness evaluations. However, in generation based algorithms this is only done every $\lambda$-th fitness evaluation. To overcome this problem we use a steady-state strategy, which updates the model immediately after each fitness evaluation. We present a new model assisted steady-state Evolution Strategy (ES), which uses Radial-Basis-Function networks as a model. To support self-adaption in the steady-state algorithm a median selection scheme is applied. The convergence behavior of the new algorithm is examined with numerical results from extensive simulations on several high dimensional test functions. It achieves better results than standard ES, steady-state ES or model assisted ES.

Download

[pdf], [ps]

BibTeX 

@InProceedings{ulmer03modelassisted,
 author =       "H. Ulmer and F. Streichert and A. Zell",
  title =        "Model-Assisted Steady-State Evolution Strategies",
  booktitle =    "Genetic and Evolutionary Computation -- GECCO-2003",
  editor =       "E. Cant{\'u}-Paz and J. A. Foster and K. Deb and D.
                 Davis and R. Roy and U.-M. O'Reilly and H.-G. Beyer and
                 R. Standish and G. Kendall and S. Wilson and M. Harman
                 and J. Wegener and D. Dasgupta and M. A. Potter and A.
                 C. Schultz and K. Dowsland and N. Jonoska and J.
                 Miller",
  year =         "2003",
  pages =        "610--621",
  address =      "Chicago",
  publisher_address =      "Berlin",
  month	 = 	 "12-16 July",
  volume =       "2723",
  series =       "LNCS",
  ISBN =        {3-540-40602-6},
  publisher =    "Springer-Verlag",
  keywords =    {Evolution Strategies/Evolutionary Programming},
  notes	 = 	 "GECCO-2003.
		  A joint meeting of the twelfth International Conference on
		  Genetic Algorithms (ICGA-2003) and the eights Annual Genetic
		  Programming Conference (GP-2003)"
}