Toward a Steady-State Analysis of an Evolution Strategy on a Robust Optimization Problem With Noise-Induced Multimodality
提出一种计算非二次噪声适应度景观进步率的新技术,应用于噪声诱导多模态函数类,推导进化策略的稳态行为并与实验比较,讨论是否采样平均适应度及如何选择截断比。
A steady state analysis of the optimization quality of a classical self-adaptive evolution strategy (ES) on a class of robust optimization problems is presented. A novel technique for calculating progress rates for nonquadratic noisy fitness landscapes is presented. This technique yields asymptotically exact results in the infinite population size limit. This technique is applied to a class of functions with noise-induced multimodality. The resulting progress rate formulas are compared with high-precision experiments. The influence of fitness resampling is considered and the steady state behavior of the ES is derived and compared with simulations. The questions whether one should sample and average fitness values and how to choose the truncation ratio are discussed giving rise to further research perspectives.