TY - GEN
T1 - Forced optimal covariance adaptive learning
T2 - 12th Annual Genetic and Evolutionary Computation Conference, GECCO-2010
AU - Shir, Ofer M.
AU - Roslund, Jonathan
AU - Rabitz, Herschel
PY - 2010
Y1 - 2010
N2 - Although the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is commonly believed to evolve a covariance matrix reflective of the underlying search landscape, its deployment on high-dimensional (n ≳ 30) landscapes fails to discover a matrix associated with the well-defined Hessian at the global optimum. After illustrating and explaining this deportment, we introduce a novel technique, entitled Forced Optimal Covariance Adaptive Learning (FOCAL), with the explicit goal of Hessian determination at the global basin of attraction. FOCAL is demonstrated to retrieve the Hessian matrix with high fidelity on both model landscapes and experimental Quantum Control systems, which are observed to possess a non-separable, non-quadratic search landscape. The recovered Hessian forms are corroborated by physical knowledge of the systems and are indeed shown to be local.
AB - Although the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is commonly believed to evolve a covariance matrix reflective of the underlying search landscape, its deployment on high-dimensional (n ≳ 30) landscapes fails to discover a matrix associated with the well-defined Hessian at the global optimum. After illustrating and explaining this deportment, we introduce a novel technique, entitled Forced Optimal Covariance Adaptive Learning (FOCAL), with the explicit goal of Hessian determination at the global basin of attraction. FOCAL is demonstrated to retrieve the Hessian matrix with high fidelity on both model landscapes and experimental Quantum Control systems, which are observed to possess a non-separable, non-quadratic search landscape. The recovered Hessian forms are corroborated by physical knowledge of the systems and are indeed shown to be local.
KW - Experimental optimization
KW - FOCAL
KW - Hessian learning
UR - http://www.scopus.com/inward/record.url?scp=77955888009&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=77955888009&partnerID=8YFLogxK
U2 - 10.1145/1830483.1830563
DO - 10.1145/1830483.1830563
M3 - Conference contribution
AN - SCOPUS:77955888009
SN - 9781450300728
T3 - Proceedings of the 12th Annual Genetic and Evolutionary Computation Conference, GECCO '10
SP - 421
EP - 422
BT - Proceedings of the 12th Annual Genetic and Evolutionary Computation Conference, GECCO '10
Y2 - 7 July 2010 through 11 July 2010
ER -