Efficient retrieval of landscape Hessian: Forced optimal covariance adaptive learning

Ofer M. Shir, Jonathan Roslund, Darrell Whitley, Herschel Rabitz

Research output: Contribution to journalArticlepeer-review

16 Scopus citations


Knowledge of the Hessian matrix at the landscape optimum of a controlled physical observable offers valuable information about the system robustness to control noise. The Hessian can also assist in physical landscape characterization, which is of particular interest in quantum system control experiments. The recently developed landscape theoretical analysis motivated the compilation of an automated method to learn the Hessian matrix about the global optimum without derivative measurements from noisy data. The current study introduces the forced optimal covariance adaptive learning (FOCAL) technique for this purpose. FOCAL relies on the covariance matrix adaptation evolution strategy (CMA-ES) that exploits covariance information amongst the control variables by means of principal component analysis. The FOCAL technique is designed to operate with experimental optimization, generally involving continuous high-dimensional search landscapes (30) with large Hessian condition numbers (104). This paper introduces the theoretical foundations of the inverse relationship between the covariance learned by the evolution strategy and the actual Hessian matrix of the landscape. FOCAL is presented and demonstrated to retrieve the Hessian matrix with high fidelity on both model landscapes and quantum control experiments, which are observed to possess nonseparable, nonquadratic search landscapes. The recovered Hessian forms were corroborated by physical knowledge of the systems. The implications of FOCAL extend beyond the investigated studies to potentially cover other physically motivated multivariate landscapes.

Original languageEnglish (US)
Article number063306
JournalPhysical Review E - Statistical, Nonlinear, and Soft Matter Physics
Issue number6
StatePublished - Jun 16 2014

All Science Journal Classification (ASJC) codes

  • Condensed Matter Physics
  • Statistical and Nonlinear Physics
  • Statistics and Probability


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