Self-adaptation of evolution strategies under noisy fitness evaluations
This paper investigates the self-adaptation behavior of (\(1,\lambda \))-evolution strategies (ES) on the noisy sphere model. To this end, the stochastic system dynamics is approximated on the level of the mean value dynamics. Being based on this microscopic analysis, the steady state behavior of the ES for the scaled noise scenario and the constant noise strength scenario will be theoretically analyzed and compared with real ES runs. An explanation will be given for the random walk like behavior of the mutation strength in the vicinity of the steady state. It will be shown that this is a peculiarity of the \((1,\lambda)\)-ES and that intermediate recombination strategies do not suffer from such behavior.
self-adaptation evolution strategies noisy sphere model noisy optimization