Qualitative and quantitative assessment of step size adaptation rules

TY - GEN

T1 - Qualitative and quantitative assessment of step size adaptation rules

AU - Krause, Oswin

AU - Glasmachers, Tobias

AU - Igel, Christian

N1 - Conference code: 14

PY - 2017

Y1 - 2017

N2 - We present a comparison of step size adaptation methods for evolution strategies, covering recent developments in the field. Following recent work by Hansen et al. we formulate a concise list of performance criteria: a) fast convergence of the mean, b) near-optimal fixed point of the normalized step size dynamics, and c) invariance to adding constant dimensions of the objective function. Our results show that algorithms violating these principles tend to underestimate the step size or are unreliable when the function does not fit to the algorithm's tuned hyperparameters. In contrast, we find that cumulative step size adaptation (CSA) and twopoint adaptation (TPA) provide reliable estimates of the optimal step size. We further find that removing the evolution path of CSA still leads to a reliable algorithm without the computational requirements of CSA.

AB - We present a comparison of step size adaptation methods for evolution strategies, covering recent developments in the field. Following recent work by Hansen et al. we formulate a concise list of performance criteria: a) fast convergence of the mean, b) near-optimal fixed point of the normalized step size dynamics, and c) invariance to adding constant dimensions of the objective function. Our results show that algorithms violating these principles tend to underestimate the step size or are unreliable when the function does not fit to the algorithm's tuned hyperparameters. In contrast, we find that cumulative step size adaptation (CSA) and twopoint adaptation (TPA) provide reliable estimates of the optimal step size. We further find that removing the evolution path of CSA still leads to a reliable algorithm without the computational requirements of CSA.

KW - Comparison

KW - Evolution strategies

KW - Step size adaptation

UR - http://www.scopus.com/inward/record.url?scp=85018963553&partnerID=8YFLogxK

U2 - 10.1145/3040718.3040725

DO - 10.1145/3040718.3040725

M3 - Article in proceedings

AN - SCOPUS:85018963553

SP - 139

EP - 148

BT - Proceedings of the 14th ACM/SIGEVO Conference on Foundations of Genetic Algorithms

PB - Association for Computing Machinery

T2 - 14th ACM/SIGEVO Conference on Foundations of Genetic Algorithms

Y2 - 12 January 2017 through 15 January 2017

ER -