3 years ago

Drift Theory in Continuous Search Spaces: Expected Hitting Time of the (1+1)-ES with 1/5 Success Rule.

Youhei Akimoto, Anne Auger, Tobias Glasmachers

This paper explores the use of the standard approach for proving runtime bounds in discrete domains---often referred to as drift analysis---in the context of optimization on a continuous domain. Using this framework we analyze the (1+1) Evolution Strategy with one-fifth success rule on the sphere function. To deal with potential functions that are not lower-bounded, we formulate novel drift theorems. We then use the theorems to prove bounds on the expected hitting time to reach a certain target fitness in finite dimension $d$. The bounds are akin to linear convergence. We then study the dependency of the different terms on $d$ proving a convergence rate dependency of $\Theta(1/d)$. Our results constitute the first non-asymptotic analysis for the algorithm considered as well as the first explicit application of drift analysis to a randomized search heuristic with continuous domain.

Publisher URL: http://arxiv.org/abs/1802.03209

DOI: arXiv:1802.03209v3

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