Winter 2019, Vol. 27, No. 4, Pages 699-725
© 2019 Massachusetts Institute of Technology
Mirrored Orthogonal Sampling for Covariance Matrix Adaptation Evolution Strategies
Article PDF (2.09 MB)
Generating more evenly distributed samples in high dimensional search spaces is the major purpose of the recently proposed
mirrored sampling technique for evolution strategies. The diversity of the mutation samples is enlarged and the convergence rate is therefore improved by the mirrored sampling. Motivated by the mirrored sampling technique, this article introduces a new derandomized sampling technique called mirrored orthogonal sampling. The performance of this new technique is both theoretically analyzed and empirically studied on the sphere function. In particular, the mirrored orthogonal sampling technique is applied to the well-known Covariance Matrix Adaptation Evolution Strategy (CMA-ES). The resulting algorithm is experimentally tested on the well-known Black-Box Optimization Benchmark (BBOB). By comparing the results from the benchmark, mirrored orthogonal sampling is found to outperform both the standard CMA-ES and its variant using mirrored sampling.