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Using structural bias to analyse the behaviour of modular CMA-ES

Diederick Vermetten, Fabio Caraffini Orcid Logo, Bas van Stein, Anna V. Kononova

Proceedings of the Genetic and Evolutionary Computation Conference Companion

Swansea University Author: Fabio Caraffini Orcid Logo

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DOI (Published version): 10.1145/3520304.3534035

Abstract

The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is a commonly used iterative optimisation heuristic for optimising black-box functions. CMA-ES comes in many flavours with different configuration settings. In this work, we investigate whether CMA-ES suffers from structural bias and which...

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Published in: Proceedings of the Genetic and Evolutionary Computation Conference Companion
ISBN: 978-1-4503-9268-6
Published: New York, NY, USA ACM 2022
URI: https://cronfa.swan.ac.uk/Record/cronfa62444
first_indexed 2023-01-25T17:29:00Z
last_indexed 2023-02-21T04:19:04Z
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spelling 2023-02-20T13:33:44.8131335 v2 62444 2023-01-25 Using structural bias to analyse the behaviour of modular CMA-ES d0b8d4e63d512d4d67a02a23dd20dfdb 0000-0001-9199-7368 Fabio Caraffini Fabio Caraffini true false 2023-01-25 MACS The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is a commonly used iterative optimisation heuristic for optimising black-box functions. CMA-ES comes in many flavours with different configuration settings. In this work, we investigate whether CMA-ES suffers from structural bias and which modules and parameters affect the strength and type of structural bias. Structural bias occurs when an algorithm or a component of the algorithm biases the search towards a specific direction in the search space irrespective of the objective function. In addition to this investigation, we propose a method to assess the relationship between structural bias and the performance of configurations with different types of bias on the BBOB suite of benchmark functions. Surprisingly for such a popular algorithm, 90.3% of the 1 620 CMA-ES configurations were found to have Structural Bias. Some interesting patterns between module settings and bias types are presented and further insights are discussed. Conference Paper/Proceeding/Abstract Proceedings of the Genetic and Evolutionary Computation Conference Companion ACM New York, NY, USA 978-1-4503-9268-6 19 7 2022 2022-07-19 10.1145/3520304.3534035 COLLEGE NANME Mathematics and Computer Science School COLLEGE CODE MACS Swansea University Another institution paid the OA fee 2023-02-20T13:33:44.8131335 2023-01-25T17:27:17.2232013 Faculty of Science and Engineering School of Mathematics and Computer Science - Computer Science Diederick Vermetten 1 Fabio Caraffini 0000-0001-9199-7368 2 Bas van Stein 3 Anna V. Kononova 4 62444__26627__cb843fa9e6824082ac549f3f1353772a.pdf 62444_VoR.pdf 2023-02-20T13:24:46.0473030 Output 2472372 application/pdf Version of Record true © 2022 Copyright held by the owner/author(s). Released under the terms of a CC-BY License true eng https://creativecommons.org/licenses/by/4.0/
title Using structural bias to analyse the behaviour of modular CMA-ES
spellingShingle Using structural bias to analyse the behaviour of modular CMA-ES
Fabio Caraffini
title_short Using structural bias to analyse the behaviour of modular CMA-ES
title_full Using structural bias to analyse the behaviour of modular CMA-ES
title_fullStr Using structural bias to analyse the behaviour of modular CMA-ES
title_full_unstemmed Using structural bias to analyse the behaviour of modular CMA-ES
title_sort Using structural bias to analyse the behaviour of modular CMA-ES
author_id_str_mv d0b8d4e63d512d4d67a02a23dd20dfdb
author_id_fullname_str_mv d0b8d4e63d512d4d67a02a23dd20dfdb_***_Fabio Caraffini
author Fabio Caraffini
author2 Diederick Vermetten
Fabio Caraffini
Bas van Stein
Anna V. Kononova
format Conference Paper/Proceeding/Abstract
container_title Proceedings of the Genetic and Evolutionary Computation Conference Companion
publishDate 2022
institution Swansea University
isbn 978-1-4503-9268-6
doi_str_mv 10.1145/3520304.3534035
publisher ACM
college_str Faculty of Science and Engineering
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hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Computer Science{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Computer Science
document_store_str 1
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description The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is a commonly used iterative optimisation heuristic for optimising black-box functions. CMA-ES comes in many flavours with different configuration settings. In this work, we investigate whether CMA-ES suffers from structural bias and which modules and parameters affect the strength and type of structural bias. Structural bias occurs when an algorithm or a component of the algorithm biases the search towards a specific direction in the search space irrespective of the objective function. In addition to this investigation, we propose a method to assess the relationship between structural bias and the performance of configurations with different types of bias on the BBOB suite of benchmark functions. Surprisingly for such a popular algorithm, 90.3% of the 1 620 CMA-ES configurations were found to have Structural Bias. Some interesting patterns between module settings and bias types are presented and further insights are discussed.
published_date 2022-07-19T14:22:02Z
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score 11.048042

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