Self-adaptation of evolution strategies under noisy fitness evaluations

被引：11

作者：

Beyer H.-G. ^{[1
]}

Meyer-Nieberg S. ^{[2
]}

机构：

[1] Department of Computer Science, Vorarlberg University of Applied Sciences, A-6850 Dornbirn

[2] Department of Computer Science, Universität der Bundeswehr München

来源：

Genetic Programming and Evolvable Machines | 2006年 / 7卷 / 4期

关键词：

Evolution strategies; Noisy optimization; Noisy sphere model; Self-adaptation;

D O I：

10.1007/s10710-006-9017-3

中图分类号：

学科分类号：

摘要：

This paper investigates the self-adaptation behavior of ( 1,λ )-evolution strategies (ES) on the noisy sphere model. To this end, the stochastic system dynamics is approximated on the level of the mean value dynamics. Being based on this "microscopic" analysis, the steady state behavior of the ES for the scaled noise scenario and the constant noise strength scenario will be theoretically analyzed and compared with real ES runs. An explanation will be given for the random walk like behavior of the mutation strength in the vicinity of the steady state. It will be shown that this is a peculiarity of the (1,λ) -ES and that intermediate recombination strategies do not suffer from such behavior. © Springer Science+Business Media, LLC 2006.

引用

页码：295 / 328

页数：33

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