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CMA-ES with Learning Rate Adaptation by Nomura, Masahiro; Akimoto, Youhei; Ono, Isao is a scholarly article available to read on EtoBox.

What is CMA-ES with Learning Rate Adaptation about?

The covariance matrix adaptation evolution strategy (CMA-ES) is one of the most successful methods for solving continuous black-box optimization problems. A practically useful aspect of the CMA-ES is that it can be used without hyperparameter tuning. However, the hyperparameter settings still have a considerable impact on performance, especially for difficult tasks, such as solving multimodal or noisy problems. This study comprehensively explores the impact of learning rate on the CMA-ES performance and demonstrates the necessity of a small learning rate by considering ordinary differential equations. Thereafter, it discusses the setting of an ideal learning rate. Based on these discussions, we develop a novel learning rate adaptation mechanism for the CMA-ES that maintains a constant signal-to-noise ratio. Additionally, we investigate the behavior of the CMA-ES with the proposed learning rate adaptation mechanism through numerical experiments, and compare the results with those obtained for the CMA-ES with a fixed learning rate and with population size adaptation. The results show that the CMA-ES with the proposed learning rate adaptation works well for multimodal and/or noisy pro

Author

Nomura, Masahiro; Akimoto, Youhei; Ono, Isao

Published

2024

Language

EN