On the Adaptation of Arbitrary Normal Mutation Distributions in Evolution Strategies: The Generating Set Adaptation

A new adaptation scheme for adapting arbitrary normal mutation distributions in evolution strategies is introduced. It can adapt correct scaling and correlations between object parameters. Furthermore, it is independent of any rotation of the objective function and reliably adapts mutation distributions corresponding to hyperellipsoids with high axis ratio. In simulations, the generating set adaptation is compared to two other schemes which also can produce non axis-parallel mutation ellipsoids. It turns out to be the only adaptation scheme which is completely independent of the chosen coordinate system.