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- W3013804682 abstract "We present a novel black box optimization algorithm called Hessian Estimation Evolution Strategy. The algorithm updates the covariance matrix of its sampling distribution by directly estimating the curvature of the objective function. This algorithm design is targeted at twice continuously differentiable problems. For this, we extend the cumulative step-size adaptation algorithm of the CMA-ES to mirrored sampling. We demonstrate that our approach to covariance matrix adaptation is efficient by evaluation it on the BBOB/COCO testbed. We also show that the algorithm is surprisingly robust when its core assumption of a twice continuously differentiable objective function is violated. The approach yields a new evolution strategy with competitive performance, and at the same time it also offers an interesting alternative to the usual covariance matrix update mechanism." @default.
- W3013804682 created "2020-04-03" @default.
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- W3013804682 date "2020-03-30" @default.
- W3013804682 modified "2023-09-27" @default.
- W3013804682 title "The Hessian Estimation Evolution Strategy" @default.
- W3013804682 hasPublicationYear "2020" @default.
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