[Paradiseo-help] [Paradiseo-users] [EO] Help with parameter control in evolution

Johann Dréo johann at dreo.fr
Mer 24 Avr 18:56:19 CEST 2013


On Wed, Apr 24, 2013 at 1:06 PM, Marc Schoenauer <marc.schoenauer at inria.fr>
wrote:
> * you say that your GA finds the solution - but there must be a precision
threshold, it is hard to believe that you reach actualy all 0s up to
machine precision

Believe me, it happens quite easily when the algorithm is good and the
problem simple. Reaching precision limits/problems is easier than most of
people think.


> * in any case, optimizing 100 parameters does take a long time with
self-adaptive mutation, and you should better try CMA-ES for that -
https://www.lri.fr/~hansen/cmaes_inmatlab.html - at some point it was
available in EO, but I don't think it has been maintained, and in any case
the best performing variants have never been there.
> But as Johann said, any volunteer is welcome to include the best of
CMA-ES in EO.

There is actually two implementations of CMA-ES in paradisEO: the old one,
which is written as a set of operators that are separated from most of the
framework and the new one, which is written with the EDO module. The old
one uses distribution as an EOT and is thus incompatible with most of the
operators existing in the framework, the new one is easier to hybrid with
other operators (it has been designed with some extensions to CMA-ES in
mind ;) and/but depends on a state-of-the-art linear algebra library
(namely Eigen3, very efficient). Moreover, the old one may have been
validated (but I'm not sure by whom, this is older than my involvement in
the framework) but the new one may (surely) contains bug (but it will
normally be validated soon, at least at the end of august).

--
Johann
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