How to assess step-size adaptation mechanisms in randomised search

Abstract

Step-size adaptation for randomised search algorithms like evolution strategies is a crucial feature for their performance. The adaptation must, depending on the situation, sustain a large diversity or entertain fast convergence to the desired optimum. The assessment of step-size adaptation mechanisms is therefore non-trivial and often done in too restricted scenarios, possibly only on the sphere function. This paper introduces a (minimal) methodology combined with a practical procedure to conduct a more thorough assessment of the overall population diversity of a randomised search algorithm in different scenarios. We illustrate the methodology on evolution strategies with σ-self-adaptation, cumulative stepsize adaptation and two-point adaptation. For the latter, we introduce a variant that abstains from additional samples by constructing two particular individuals within the given population to decide on the step-size change. We find that results on the sphere function alone can be near function, the step-size increments are rather small, and on a moderately conditioned ellipsoid function, the adapted step-size is 20 times smaller than optimal.