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Register a new userBlack-box optimization benchmarking of IPOP-saACM-ES and BIPOP-saACM-ES on the BBOB-2012 noiseless testbed
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Loshchilov Ilya
Publication date
2012
fields
Informatics Engineering
and research's language is
English
Authors
Ilya Loshchilov
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In this paper, we study the performance of IPOP-saACM-ES and BIPOP-saACM-ES, recently proposed self-adaptive surrogate-assisted Covariance Matrix Adaptation Evolution Strategies. Both algorithms were tested using restarts till a total number of function evaluations of $10^6D$ was reached, where $D$ is the dimension of the function search space. We compared surrogate-assisted algorithms with their surrogate-le
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In this paper, we study the performance of IPOP-saACM-ES, recently proposed self-adaptive surrogate-assisted Covariance Matrix Adaptation Evolution Strategy. The algorithm was tested using restarts till a total number of function evaluations of $10^6D$ was reached, where $D$ is the dimension of the function search space. The experiments show that the surrogate model control allows IPOP-saACM-ES to be as robust as the original IPOP-aCMA-ES and outperforms the latter by a factor from 2 to 3 on 6 benchmark problems with moderate noise. On 15 out of 30 benchmark problems in dimension 20, IPOP-saACM-ES exceeds the records observed during BBOB-2009 and BBOB-2010.
We propose a computationally efficient limited memory Covariance Matrix Adaptation Evolution Strategy for large scale optimization, which we call the LM-CMA-ES. The LM-CMA-ES is a stochastic, derivative-free algorithm for numerical optimization of non-linear, non-convex optimization problems in continuous domain. Inspired by the limited memory BFGS method of Liu and Nocedal (1989), the LM-CMA-ES samples candidate solutions according to a covariance matrix reproduced from $m$ direction vectors selected during the optimization process. The decomposition of the covariance matrix into Cholesky factors allows to reduce the time and memory complexity of the sampling to $O(mn)$, where $n$ is the number of decision variables. When $n$ is large (e.g., $n$ > 1000), even relatively small values of $m$ (e.g., $m=20,30$) are sufficient to efficiently solve fully non-separable problems and to reduce the overall run-time.
In recent decades, with the emergence of numerous novel intelligent optimization algorithms, many optimization researchers have begun to look for a basic search mechanism for their schemes that provides a more essential explanation of their studies. This paper aims to study the basic mechanism of an algorithm for black-box optimization with quantum theory. To achieve this goal, the Schroedinger equation is employed to establish the relationship between the optimization problem and the quantum system, which makes it possible to study the dynamic search behaviors in the evolution process with quantum theory. Moreover, to explore the basic behavior of the optimization system, the optimization problem is assumed to be decomposed and approximated. Then, a multilevel approximation quantum dynamics model of the optimization algorithm is established, which provides a mathematical and physical framework for the analysis of the optimization algorithm. Correspondingly, the basic search behavior based on this model is derived, which is governed by quantum theory. Comparison experiments and analysis between different bare-bones algorithms confirm the existence of the quantum mechanic based basic search mechanism of the algorithm on black-box optimization.
The CHANG-ES (Continuum Halos in Nearby Galaxies) survey of 35 nearby edge-on galaxies is revealing new and sometimes unexpected and startling results in their radio continuum emission. The observations were in wide bandwidths centered at 1.6 and 6.0 GHz. Unique to this survey is full polarization data showing magnetic field structures in unprecedented detail, resolution and sensitivity for such a large sample. A wide range of new results are reported here, some never before seen in any galaxy. We see circular polarization and variability in active galactic nuclei (AGNs), in-disk discrete features, disk-halo structures sometimes only seen in polarization, and broad-scale halos with reversing magnetic fields, among others. This paper summarizes some of the CHANG-ES results seen thus far. Released images can be found at https://www.queensu.ca/changes.
The encoding of solutions in black-box optimization is a delicate, handcrafted balance between expressiveness and domain knowledge -- between exploring a wide variety of solutions, and ensuring that those solutions are useful. Our main insight is that this process can be automated by generating a dataset of high-performing solutions with a quality diversity algorithm (here, MAP-Elites), then learning a representation with a generative model (here, a Variational Autoencoder) from that dataset. Our second insight is that this representation can be used to scale quality diversity optimization to higher dimensions -- but only if we carefully mix solutions generated with the learned representation and those generated with traditional variation operators. We demonstrate these capabilities by learning an low-dimensional encoding for the inverse kinematics of a thousand joint planar arm. The results show that learned representations make it possible to solve high-dimensional problems with orders of magnitude fewer evaluations than the standard MAP-Elites, and that, once solved, the produced encoding can be used for rapid optimization of novel, but similar, tasks. The presented techniques not only scale up quality diversity algorithms to high dimensions, but show that black-box optimization encodings can be automatically learned, rather than hand designed.
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