Investigating the Local-Meta-Model CMA-ES for Large Population Sizes

  title={Investigating the Local-Meta-Model CMA-ES for Large Population Sizes},
  author={Zyed Bouzarkouna and Anne Auger and Didier Yu Ding},
For many real-life engineering optimization problems, the cost of one objective function evaluation can take several minutes or hours. In this context, a popular approach to reduce the number of function evaluations consists in building a (meta-)model of the function to be optimized using the points explored during the optimization process and replacing some (true) function evaluations by the function values given by the meta-model. In this paper, the local-meta-model CMA-ES (lmm-CMA) proposed… CONTINUE READING
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