Volume 6, Number 1, 7-24, DOI: 10.1007/s10710-005-7617-y

A New Approach for Predicting the Final Outcome of Evolution Strategy Optimization Under Noise

Hans-George Beyer, Dirk V. Arnold and Silja Meyer-Nieberg

From the issue entitled "Special Issue on Genetic and Evolutionary Computation Conference 2003"

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Abstract

Differential-geometric methods are applied to derive steady state conditions for the (μ/μ I ,λ)-ES on the general quadratic test function disturbed by fitness noise of constant strength. A new approach for estimating the expected final fitness deviation observed under such conditions is presented. The theoretical results obtained are compared with real ES runs, showing a surprisingly excellent agreement.

Keywords  evolution strategies - final fitness error - noisy optimization - optimization quality - robust optimization

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