Title
Proposal of distance-weighted exponential natural evolution strategies
Abstract
This paper presents a new evolutionary algorithm for function optimization named the distance-weighted exponential natural evolution strategies (DX-NES). DX-NES remedies two problems of a conventional method, the exponential natural evolution strategies (xNES), that shows good performance when it does not need to move the distribution for sampling individuals down the slope to the optimal point. The first problem of xNES is that the search efficiency deteriorates while the distribution moves down the slope of an ill-scaled function because it degenerates before reaching the optimal point. The second problem is that the settings of learning rates are inappropriate because they do not taking account of some factors affecting the estimate accuracy of the natural gradient. We compared the performance of DX-NES with that of xNES and CMA-ES on typical benchmark functions and confirmed that DX-NES outperformed the xNES on all the benchmark functions and that DX-NES showed better performance than CMA-ES on the almost all functions except the k-tablet function.
Year
DOI
Venue
2011
10.1109/CEC.2011.5949614
IEEE Congress on Evolutionary Computation
Keywords
Field
DocType
evolutionary computation,sampling methods,search problems,CMA-ES,DX- NES,distance weighted exponential natural evolution strategy,evolutionary algorithm,function optimization,k-tablet function,natural gradient,sampling distribution,xNES
Sampling distribution,Convergence (routing),Mathematical optimization,Exponential function,Evolutionary algorithm,Evolutionary computation,CMA-ES,Artificial intelligence,Covariance matrix,Benchmark (computing),Machine learning,Mathematics
Conference
ISSN
ISBN
Citations 
Pending
978-1-4244-7834-7
6
PageRank 
References 
Authors
0.59
13
4
Name
Order
Citations
PageRank
Nobusumi Fukushima160.59
Yuichi Nagata2111.17
Shigenobu Kobayashi360.59
Isao Ono4162.37