Parameter Setting for Multicore CMA-ES with Large Populations

Abstract

The goal of this paper is to investigate on the overall performance of CMA-ES, when dealing with a large number of cores -- considering the direct mapping between cores and individuals -- and to empirically find the best parameter strategies for a parallel machine. By considering the problem of parameter setting, we empirically determine a new strategy for CMA-ES, and we investigate whether Self-CMA-ES a self-adaptive variant of CMA-ES could be a viable alternative to CMA-ES when using parallel computers with a coarse-grained distribution of the fitness evaluations. According to a large population size, the resulting new strategy for Self-CMA-ES and CMA-ES, is experimentally validated on BBOB benchmark where it is shown to outperform a CMA-ES with default parameter strategy.