○種別 (必須): | □ | 学術論文 (審査論文)
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○言語 (必須): | □ | 日本語
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○著者 (必須): | 1. | (英) (日) 益富 和之 (読)
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| 2. | 永田 裕一 ([徳島大学.大学院社会産業理工学研究部.理工学域.知能情報系.情報工学分野]/[徳島大学.理工学部.理工学科.知能情報コース.情報工学講座])
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| 3. | (英) (日) 小野 功 (読)
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○題名 (必須): | □ | (英) A Novel Evolution Strategy for Noisy Function Optimization (日) ノイズを有する関数最適化のための進化戦略
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○要約 (任意): | □ | (英) This paper proposes a novel evolution strategy for noisy function optimization. We consider minimization of the expectation of a continuous domain function with stochastic parameters. The proposed method is an extended variant of distance-weighted exponential evolution strategy (DX-NES), which is a state-of-the-art algorithm for deterministic function optimization. We name it DX-NES for uncertain environments (DX-NES-UE). DX-NES-UE estimates the objective function by a quadratic surrogate function. In order to make a balance between speed and accuracy, DX-NES-UE uses surrogate function values when the noise is strong; otherwise it uses observed objective function values. We conduct numerical experiments on 20-dimensional benchmark problems to compare the performance of DX-NES-UE and that of uncertainty handling covariance matrix adaptation evolution strategy (UH-CMA-ES). UH-CMA-ES is one of the most promising methods for noisy function optimization. Benchmark problems include a multimodal function, ill-scaled functions and a non-C<SUP>2</SUP> function with additive noise and decision variable perturbation (sometime called actuator noise). The experiments show that DX-NES-UE requires about 1/100 times as many observations as UH-CMA-ES does on well-scaled functions. The performance difference is greater on ill-scaled functions. (日)
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○キーワード (推奨): | 1. | (英) DX-NES (日) (読)
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| 2. | (英) UH-CMA-ES (日) (読)
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| 3. | (英) noisy function optimization (日) (読)
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| 4. | (英) surrogate function (日) (読)
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| 5. | (英) stochastic descent (日) (読)
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| 6. | (英) additive noise (日) (読)
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| 7. | (英) decision variable perturbation (日) (読)
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○発行所 (推奨): | □ | (英) The Japanese Society for Evolutionary Computation (日) 進化計算学会 (読)
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○誌名 (必須): | □ | 進化計算学会論文誌 (進化計算学会)
(eISSN: 2185-7385)
○ISSN (任意): | □ | 2185-7385
ISSN: 2185-7385
(eISSN: 2185-7385) Title: 進化計算学会論文誌Supplier: 進化計算学会 (J-STAGE)
(No Scopus information.)
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○巻 (必須): | □ | 6
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○号 (必須): | □ | 1
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○頁 (必須): | □ | 1 12
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○年月日 (必須): | □ | 西暦 2015年 4月 28日 (平成 27年 4月 28日)
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○URL (任意): | □ | https://ci.nii.ac.jp/naid/130005068740/
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○DOI (任意): | □ | 10.11394/tjpnsec.6.1 (→Scopusで検索)
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○CRID (任意): | □ | 1390282680341421184
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○NAID : | □ | 130005068740
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