Mirrored orthogonal sampling with pairwise selection in evolution strategies

Hao Wang, Michael Emmerich, Thomas Bäck

Abstract: In this paper, an improvement of the mirrored sampling method, called mirrored orthogonal sampling, is propsed. The convergence rates on the sphere function are estimated. It is also applied to Covariance Matrix Adaptation Evolution Strategy (CMA-ES). The resulting algorithm, termed (μ/μw, λom)-CMA-ES, is benchmarked on the Black-box optimization benchmark (BBOB). The newly proposed technique is found to outperform both the standard (μ/μw, λ)-CMA-ES and its mirrored variant.