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Benchmarking a MOS-based algorithm on the BBOB-2010 noisy function testbed

Published: 07 July 2010 Publication History

Abstract

In this paper, a hybrid algorithm based on the Multiple Offspring Sampling framework is presented and benchmarked on the BBOB-2010 noisy testbed. MOS allows the seamless combination of multiple metaheuristics in a hybrid algorithm capable of dynamically adjusting the participation of each of the composing algorithms. The experimental results show a good performance on functions with moderate noise. However, on functions with severe noise the results deteriorate, which suggests that further research should be conducted to find more adequate control mechanisms for these types of functions.

References

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A. Auger and N. Hansen. A restart CMA evolution strategy with increasing population size. In Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2005, pages 1769--1776. IEEE Press, 2005.
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S. Finck, N. Hansen, R. Ros, and A. Auger. Real-parameter Black-Box Optimization Benchmarking 2010: Presentation of the noisy functions. Technical Report 2009/21, Research Center PPE, 2010.
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N. Hansen, A. Auger, S. Finck, and R. Ros. Real-parameter Black-Box Optimization Benchmarking 2010: Experimental setup. Technical Report RR-7215, INRIA, 2010.
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N. Hansen, S. Finck, R. Ros, and A. Auger. Real-parameter Black-Box Optimization Benchmarking 2009: Noisy functions definitions. Technical Report RR-6869, INRIA, 2009. Updated February 2010.
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A. LaTorre. A Framework for Hybrid Dynamic Evolutionary Algorithms: Multiple Offspring Sampling (MOS). PhD thesis, Universidad Politécnica de Madrid, November 2009.
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A. LaTorre, S. Muelas, and J. Peña. Benchmarking a MOS-based algorithm on the BBOB-2010 noiseless function testbed. In Workshop Proceedings of the GECCO Genetic and Evolutionary Computation Conference. ACM, 2010.
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R. Storn and K. Price. Differential evolution - A simple and efficient adaptive scheme for global optimization over continuous spaces. Technical report, 1995.
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E.-G. Talbi. A taxonomy of hybrid metaheuristics. Journal of Heuristics, 8(5):541--564, September 2002.

Cited By

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  • (2022)Noisy Optimization by Evolution Strategies With Online Population Size LearningIEEE Transactions on Systems, Man, and Cybernetics: Systems10.1109/TSMC.2021.313148252:9(5816-5828)Online publication date: Sep-2022
  • (2016)Analysis of Different Types of Regret in Continuous Noisy OptimizationProceedings of the Genetic and Evolutionary Computation Conference 201610.1145/2908812.2908933(205-212)Online publication date: 20-Jul-2016

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cover image ACM Conferences
GECCO '10: Proceedings of the 12th annual conference companion on Genetic and evolutionary computation
July 2010
1496 pages
ISBN:9781450300735
DOI:10.1145/1830761
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Published: 07 July 2010

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Author Tags

  1. IPOP-CMA-ES
  2. benchmarking of algorithms
  3. black-box optimization
  4. continuous optimization
  5. differential evolution
  6. multiple offspring sampling

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Cited By

View all
  • (2022)Noisy Optimization by Evolution Strategies With Online Population Size LearningIEEE Transactions on Systems, Man, and Cybernetics: Systems10.1109/TSMC.2021.313148252:9(5816-5828)Online publication date: Sep-2022
  • (2016)Analysis of Different Types of Regret in Continuous Noisy OptimizationProceedings of the Genetic and Evolutionary Computation Conference 201610.1145/2908812.2908933(205-212)Online publication date: 20-Jul-2016

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