Parallel Problem Solving From Nature, PPSN XI 2010
DOI: 10.1007/978-3-642-15844-5_63
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A Natural Evolution Strategy for Multi-objective Optimization

Abstract: Abstract. The recently introduced family of natural evolution strategies (NES), a novel stochastic descent method employing the natural gradient, is providing a more principled alternative to the well-known covariance matrix adaptation evolution strategy (CMA-ES). Until now, NES could only be used for single-objective optimization. This paper extends the approach to the multi-objective case, by first deriving a (1 + 1) hillclimber version of NES which is then used as the core component of a multi-objective opt… Show more

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Cited by 19 publications
(26 citation statements)
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“…Natural Evolution Strategies (NES) [31,28,27,11,10,25] have been derived as population-based variants and as hill-climbers from the simple and powerful principle to adapt the search distribution in order to optimize (here, minimize) expected fitness by means of natural gradient descent. This general paradigm can be applied to all kinds of search distributions.…”
Section: Evolution Strategiesmentioning
confidence: 99%
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“…Natural Evolution Strategies (NES) [31,28,27,11,10,25] have been derived as population-based variants and as hill-climbers from the simple and powerful principle to adapt the search distribution in order to optimize (here, minimize) expected fitness by means of natural gradient descent. This general paradigm can be applied to all kinds of search distributions.…”
Section: Evolution Strategiesmentioning
confidence: 99%
“…This general paradigm can be applied to all kinds of search distributions. Gaussians with different subsets of adaptive parameters have been treated in the literature, such as adaptation of the full covariance matrix [31,28,27,11,10] and diagonal covariance matrices [25].…”
Section: Evolution Strategiesmentioning
confidence: 99%
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“…The paper is organized as follows. We start with an introduction to the general NES scheme, including two recent variants, the exponential version (xNES, [3]) and the hillclimber version [2]. We then introduce SNES with its computationally efficient updates, and generalize NES to heavytailed search distributions.…”
Section: Introductionmentioning
confidence: 99%