A New Approach for Predicting the Final Outcome of Evolution Strategy Optimization Under Noise

Differential-geometric methods are applied to derive steady state conditions for the (μ/μI,λ)-ES on the general quadratic test function disturbed by fitness noise of constant strength. A new approach for estimating the expected final fitness deviation observed under such conditions is presented. The theoretical results obtained are compared with real ES runs, showing a surprisingly excellent agreement.

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