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About this paper

Maria Laura Santoni, Christoph Dürr, Carola Doerr, Mike Preuss, Elena Raponi

CMA-ES-Diversity Search (CMA-ES-DS) is presented as an optimization algorithm capable of generating batches of high-quality, input-space diverse solutions by cascading multiple CMA-ES instances with dynamic tabu regions. The method reliably produces full batches meeting explicit distance constraints while maintaining competitive solution quality, outperforming other approaches especially under stringent diversity requirements.

Key insights

  • Enforcing input-space diversity through a cascading system of tabu regions within multiple CMA-ES instances enables the reliable generation of high-quality, diverse solution batches.
  • The choice of subset selection method significantly impacts computational efficiency; the "Clearing Process" offers a practical balance between speed and performance for extracting diverse batches from a generated portfolio.
  • CMA-ES-DS's explicit strategy for promoting diversity allows it to overcome limitations of traditional global and multimodal optimizers when faced with strict input-space distance constraints, making it robust across various function types and search budgets.

Summary by alphaXiv.

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