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On the Anytime Behavior of IPOP-CMA-ES
Manuel López-Ibáñez, Tianjun Liao, and Thomas Stützle
IRIDIA, CoDE, Université Libre de Bruxelles, Brussels, Belgiummanuel.lopez-ibanez@ulb.ac.be
tliao@ulb.ac.be
stuetzle@ulb.ac.be
Abstract. Anytime algorithms aim to produce a high-quality solution for any termination criterion. A recent proposal is to improve automatically the anytime behavior of single-objective optimization algorithms by incorporating the hypervolume, a well-known quality measure in multi-objective optimization, into an automatic configuration tool. In this paper, we show that the anytime behavior of IPOP-CMA-ES can be significantly improved with respect to its default parameters by applying this method. We also show that tuning IPOP-CMA-ES with respect to the final quality obtained after a large termination criterion leads to better results at that particular termination criterion, but worsens the performance of IPOP-CMA-ES when stopped earlier. The main conclusion is that IPOP-CMA-ES should be tuned with respect to the anytime behavior if the exact termination criterion is not known in advance.
Keywords: Anytime algorithms, automatic parameter tuning, continuous optimization
LNCS 7491, p. 357 ff.
lncs@springer.com
© Springer-Verlag Berlin Heidelberg 2012