LB+IC-CMA-ES: Two Simple Modifications of CMA-ES to Handle Mixed-Integer Problems
摘要
We present LB+IC-CMA-ES, a variant of CMA-ES that handles mixed-integer problems. The algorithm uses two simple mechanisms to handle integer variables: (i) a lower bound (LB) on the variance of integer variables and (ii) integer centering (IC) of variables to their domain middle depending on their value. After presenting the algorithm, we evaluate the different variants ensuing from these modifications on the BBOB mixed-integer testbed and compare the performance with the recently introduced CMA-ES with margin.