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1 TAO - Machine Learning and Optimisation LRI - Laboratoire de Recherche en Informatique, UP11 - Université Paris-Sud - Paris 11, Inria Saclay - Ile de France, CNRS - Centre National de la Recherche Scientifique : UMR8623 2 LRI - Laboratoire de Recherche en Informatique

Abstract : The Steady State variants of the Multi-Objective Covariance Matrix Adaptation Evolution Strategy SS-MO-CMA-ES generate one offspring from a uniformly selected parent. Some other parental selection operators for SS-MO-CMA-ES are investigated in this paper. These operators involve the definition of multi-objective rewards, estimating the expectation of the offspring survival and its Hypervolume contribution. Two selection modes, respectively using tournament, and inspired from the Multi-Armed Bandit framework, are used on top of these rewards. Extensive experimental validation comparatively demonstrates the merits of these new selection operators on unimodal MO problems.

Author: Ilya Loshchilov - Marc Schoenauer - Michèle Sebag -



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