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GECCO
2009
Springer
142views Optimization» more  GECCO 2009»
14 years 9 days ago
Benchmarking the (1+1)-CMA-ES on the BBOB-2009 noisy testbed
We benchmark an independent-restart-(1+1)-CMA-ES on the BBOB-2009 noisy testbed. The (1+1)-CMA-ES is an adaptive stochastic algorithm for the optimization of objective functions d...
Anne Auger, Nikolaus Hansen
GECCO
2009
Springer
161views Optimization» more  GECCO 2009»
14 years 9 days ago
Benchmarking the BFGS algorithm on the BBOB-2009 noisy testbed
The BFGS quasi-Newton method is benchmarked on the noisy BBOB-2009 testbed. A multistart strategy is applied with a maximum number of function evaluations of about 104 times the s...
Raymond Ros
ICML
2000
IEEE
14 years 8 months ago
A Nonparametric Approach to Noisy and Costly Optimization
This paper describes Pairwise Bisection: a nonparametric approach to optimizing a noisy function with few function evaluations. The algorithm uses nonparametric reasoning about si...
Brigham S. Anderson, Andrew W. Moore, David Cohn
TSMC
2011
258views more  TSMC 2011»
13 years 2 months ago
Cross-Entropy Optimization of Control Policies With Adaptive Basis Functions
—This paper introduces an algorithm for direct search of control policies in continuous-state discrete-action Markov decision processes. The algorithm looks for the best closed-l...
Lucian Busoniu, Damien Ernst, Bart De Schutter, Ro...
GECCO
2009
Springer
135views Optimization» more  GECCO 2009»
14 years 9 days ago
Benchmarking the (1+1)-ES with one-fifth success rule on the BBOB-2009 noisy testbed
The (1+1)-ES with one-fifth success rule is one of the first and simplest stochastic algorithm proposed for optimization on a continuous search space in a black-box scenario. In...
Anne Auger