de.mpg.escidoc.pubman.appbase.FacesBean
English
 
Help Guide Disclaimer Contact us Login
  Advanced SearchBrowse

Item

ITEM ACTIONSEXPORT

Released

Conference Paper

Natural Evolution Strategies

MPS-Authors
http://pubman.mpdl.mpg.de/cone/persons/resource/persons84135

Schaul T, Peters,  J
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;
Dept. Empirical Inference, Max Planck Institute for Intelligent Systems, Max Planck Society;

Locator
There are no locators available
Fulltext (public)
There are no public fulltexts available
Supplementary Material (public)
There is no public supplementary material available
Citation

Wierstra, D., Schaul T, Peters, J., & Schmidhuber, J. (2008). Natural Evolution Strategies. Proceedings of the IEEE Congress on Evolutionary Computation (CEC 2008), 3381-3387.


Cite as: http://hdl.handle.net/11858/00-001M-0000-0013-C901-8
Abstract
This paper presents natural evolution strategies (NES), a novel algorithm for performing real-valued dasiablack boxpsila function optimization: optimizing an unknown objective function where algorithm-selected function measurements constitute the only information accessible to the method. Natural evolution strategies search the fitness landscape using a multivariate normal distribution with a self-adapting mutation matrix to generate correlated mutations in promising regions. NES shares this property with covariance matrix adaption (CMA), an evolution strategy (ES) which has been shown to perform well on a variety of high-precision optimization tasks. The natural evolution strategies algorithm, however, is simpler, less ad-hoc and more principled. Self-adaptation of the mutation matrix is derived using a Monte Carlo estimate of the natural gradient towards better expected fitness. By following the natural gradient instead of the dasiavanillapsila gradient, we can ensure efficient update steps while preventing early convergence due to overly greedy updates, resulting in reduced sensitivity to local suboptima. We show NES has competitive performance with CMA on unimodal tasks, while outperforming it on several multimodal tasks that are rich in deceptive local optima.