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Collaborating Authors

 Verel, Sebastien


BCMA-ES: A Bayesian approach to CMA-ES

arXiv.org Machine Learning

In a nutshell, the (µ / λ) CMA-ES is an iterative black box optimization algorithm, that, in each of its iterations, samples λ candidate This paper introduces a novel theoretically sound approach for solutions from a multivariate normal distribution, evaluates the celebrated CMA-ES algorithm. Assuming the parameters of these solutions (sequentially or in parallel) retains µ candidates the multi variate normal distribution for the minimum follow a and adjusts the sampling distribution used for the next iteration conjugate prior distribution, we derive their optimal update at to give higher probability to good samples. Each iteration can be each iteration step. Not only provides this Bayesian framework a individually seen as taking an initial guess or prior for the multi justification for the update of the CMA-ES algorithm but it also gives variate parameters, namely the mean and the covariance, and after two new versions of CMA-ES either assuming normal-Wishart or making an experiment by evaluating these sample points with the normal-Inverse Wishart priors, depending whether we parametrize fit function updating the initial parameters accordingly.


Do not Choose Representation just Change: An Experimental Study in States based EA

arXiv.org Artificial Intelligence

Our aim in this paper is to analyse the phenotypic effects (evolvability) of diverse coding conversion operators in an instance of the states based evolutionary algorithm (SEA). Since the representation of solutions or the selection of the best encoding during the optimization process has been proved to be very important for the efficiency of evolutionary algorithms (EAs), we will discuss a strategy of coupling more than one representation and different procedures of conversion from one coding to another during the search. Elsewhere, some EAs try to use multiple representations (SM-GA, SEA, etc.) in intention to benefit from the characteristics of each of them. In spite of those results, this paper shows that the change of the representation is also a crucial approach to take into consideration while attempting to increase the performances of such EAs. As a demonstrative example, we use a two states SEA (2-SEA) which has two identical search spaces but different coding conversion operators. The results show that the way of changing from one coding to another and not only the choice of the best representation nor the representation itself is very advantageous and must be taken into account in order to well-desing and improve EAs execution.