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Covariance matrix adaptation evolution strategy based on correlated evolution paths with application to reinforcement learning

Published: 15 July 2024 Publication History

Abstract

Proven as an efficient population-based optimization algorithm, Covariance Matrix Adaptation Evolution Strategy (CMA-ES) features two evolution paths, one to update the covariance matrix and the other to adapt its mutation strength. Considering the time and space complexity of CMA-ES, there are several attempts in the literature to realize a single-path algorithm. However, such attempts require altering the original structure of CMA-ES and consequently eliminating some vital features crucial to the overall algorithm performance. In this paper, we show that the two evolution paths of CMA-ES are highly correlated and one can be expressed in terms of the other thus reducing the computational cost of the algorithm while preserving the original algorithmic framework. Based on experimental studies conducted using 30 functions from the IEEE CEC 2014 benchmark suite, the proposed algorithm shows comparable results with the standard CMA-ES as well as five other state-of-the-art CMA-ES variants. Furthermore, it is shown that the proposed algorithm can be applied to policy search in Deep Reinforcement Learning (DRL). Performance results based on selected DRL problems from different application domains prove the efficiency of the proposed algorithm compared to other population-based algorithms often applied for policy search in DRL.

Highlights

A correlated evolution path CMAES algorithm is proposed for optimization.
The proposed algorithm is evaluated on IEEE CEC 2014 Benchmark.
The proposed algorithm is applied in optimal policy search on RL tasks.
Comparative performance is demonstrated with other start-of-the-art algorithms.

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  • (2024)Covariance matrix adaptation evolution strategy based on ensemble of mutations for parking navigation and maneuver of autonomous vehiclesExpert Systems with Applications: An International Journal10.1016/j.eswa.2024.123565249:PAOnline publication date: 1-Sep-2024

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Published In

cover image Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal  Volume 246, Issue C
Jul 2024
1587 pages

Publisher

Pergamon Press, Inc.

United States

Publication History

Published: 15 July 2024

Author Tags

  1. Black-box optimization
  2. Covariance matrix adaptation evolution strategies (CMA-ES)
  3. Reinforcement learning

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  • (2024)Covariance matrix adaptation evolution strategy based on ensemble of mutations for parking navigation and maneuver of autonomous vehiclesExpert Systems with Applications: An International Journal10.1016/j.eswa.2024.123565249:PAOnline publication date: 1-Sep-2024

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