Local Meta-Models for Optimization Using Evolution Strategies
Kern, S., Hansen N., Koumoutsakos P. (2006). In Ninth International Conference on Parallel Problem Solving from Nature PPSN IX, Proceedings, pp.939-948, Berlin: Springer
We employ local meta-models to enhance the efficiency of evolution strategies in the optimization of computationally expensive problems. The method involves the combination of second order local regression meta-models with the covariance matrix adaptation evolution strategy. Experiments on benchmark problems demonstrate that the proposed meta-models have the potential to reliably account for the ranking of the offspring population resulting in significant computational savings. The results show that the use of local meta-models significantly increases the efficiency of already competitive evolution strategies.