Comparison of cauchy EDA and BIPOP-CMA-ES algorithms on the BBOB noiseless testbed

Estimation-of-distribution algorithm using Cauchy sampling distribution is compared with the bi-population CMA evolutionary strategy which was one of the best contenders in the black-box optimization benchmarking workshop in 2009. The results clearly indicate that the CMA evolutionary strategy is in all respects a better optimization algorithm than the Cauchy estimation-of-distribution algorithm. This paper compares both algorithms in more detail and adds to the understanding of their key features and differences. Categories and Subject Descriptors

• Type: Conference
• Year: 2010
• Where: GECCO
• Authors: Petr Posík
• Keywords: Cauchy Sampling Distribution, CMA Evolutionary Strategy, Estimation-of-distribution Algorithm, GECCO 2010, Optimization