Proceedings of the 13th Annual Conference on Genetic and Evolutionary Computation 2011
DOI: 10.1145/2001576.2001697
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Adaptive coordinate descent

Abstract: Independence from the coordinate system is one source of efficiency and robustness for the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). The recently proposed Adaptive Encoding (AE) procedure generalizes CMA-ES adaptive mechanism, and can be used together with any optimization algorithm. Adaptive Encoding gradually builds a transformation of the coordinate system such that the new coordinates are as decorrelated as possible with respect to the objective function. But any optimization algorithm can … Show more

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Cited by 46 publications
(44 citation statements)
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“…In the case that some other direction is unconditionally required, there is always the possibility to rotate the coordinate system so that one of coordinate axes becomes coincident with the desired direction. This is, in fact, what happens in so-called adaptive coordinate descent method [9]. Hence, arbitrary search directions are possible, but with a more involved computation.…”
Section: Introductionmentioning
confidence: 89%
“…In the case that some other direction is unconditionally required, there is always the possibility to rotate the coordinate system so that one of coordinate axes becomes coincident with the desired direction. This is, in fact, what happens in so-called adaptive coordinate descent method [9]. Hence, arbitrary search directions are possible, but with a more involved computation.…”
Section: Introductionmentioning
confidence: 89%
“…An appropriate coordinate system can be used to accelerate the convergence. For example, the adaptive coordinate descent method takes principal component analysis to obtain a new coordinate system with as little correlation as possible between the coordinates [152]. The coordinate descent method still has limitations when performing on the non-smooth objective function, which may fall into a non-stationary point.…”
Section: Derivative-free Optimizationmentioning
confidence: 99%
“…It is similar to several applications where the estimate of error in the previous iteration is used in deciding the move. Such algorithms are referred to as adaptive algorithms, such as the well-known 'adaptive coordinate descent method' [53] and the 'adaptive algorithms for deterministic and stochastic differential equations' [54].…”
Section: Adaptivitymentioning
confidence: 99%