Evolution strategy

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In computer science, evolution strategy (ES, from German Evolutionsstrategie) is an optimization technique based on ideas of adaptation and evolution. It belongs to a more general class of evolutionary computation.

Evolution strategies use real-vectors as coding representation, and primarily mutation and selection as search operators. As common with evolutionary algorithms, the operators are applied in a loop. An iteration of the loop is called a generation. The sequence of generations is continued until a termination criterion is met.

Mutation is normally performed by adding a normally distributed random value to each vector component. The step size or mutation strength (ie. the standard deviation of the normal distribution) is often governed by self-adaptation (see evolution window). Individual step sizes for each coordinate or correlations between coordinates are either governed by self-adaptation or by covariance matrix adaptation (CMA-ES).

The (environmental) selection in evolution strategies is deterministic and only based on the fitness rankings, not on the actual fitness values. The simplest ES operates on a population of size two: the current point (parent) and the result of its mutation. Only if the mutant has a higher fitness than the parent, it becomes the parent of the next generation. Otherwise the mutant is disregarded. This is a (1+1)-ES. More generally, λ mutants can be generated and compete with the parent, called (1+λ)-ES. In a (1,λ)-ES the best mutant becomes the parent of the next generation while the current parent is always disregarded.

Contemporary derivatives of evolution strategy often use a population of μ parents and also recombination as an additional operator (called (μ/ρ+,λ)-ES). This is believed to make them less prone to get stuck in local optima. Because of using recombination, these algorithms might also be classified as real-coded genetic algorithms.

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  • H.-G. Beyer and H.-P. Schwefel. Evolution Strategies: A Comprehensive Introduction. Journal Natural Computing, 1(1):3-52, 2002.
  • Hans-Georg Beyer: The Theory of Evolution Strategies: Springer April 27, 2001.
  • Hans-Paul Schwefel: Evolution and Optimum Seeking: New York: Wiley & Sons 1995.
  • Ingo Rechenberg: Evolutionsstrategie '94. Stuttgart: Frommann-Holzboog 1994.
  • J. Klockgether and H. P. Schwefel (1970). Two-Phase Nozzle And Hollow Core Jet Experiments. AEG-Forschungsinstitut. MDH Staustrahlrohr Project Group. Berlin, Federal Republic of Germany. Proceedings of the 11th Symposium on Engineering Aspects of Magneto-Hydrodynamics, Caltech, Pasadena, Cal., 24.-26.3. 1970.

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