The performance of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is significantly affected by the selection of the specific CMA-ES variant and the parameter values used. Furthermore,... Show moreThe performance of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is significantly affected by the selection of the specific CMA-ES variant and the parameter values used. Furthermore, optimal CMA-ES parameter configurations vary across different problem landscapes, making the task of tuning CMA-ES to a specific optimization problem a challenging mixed-integer optimization problem. In recent years, several advanced algorithms have been developed to address this problem, including the Sequential Model-based Algorithm Configuration (SMAC) and the Tree-structured Parzen Estimator (TPE).In this study, we propose a novel approach for tuning CMA-ES by leveraging CMA-ES itself. Therefore, we combine the modular CMA-ES implementation with the margin extension to handle mixed-integer optimization problems. We show that CMA-ES can not only compete with SMAC and TPE but also outperform them in terms of wall clock time. Show less
We present an online optimization method for time-evolving data streams that can automatically adapt the hyper-parameters of an embedding model. More specifically, we employ the Nelder-Mead... Show moreWe present an online optimization method for time-evolving data streams that can automatically adapt the hyper-parameters of an embedding model. More specifically, we employ the Nelder-Mead algorithm, which uses a set of heuristics to produce and exploit several potentially good configurations, from which the best one is selected and deployed. This step is repeated whenever the distribution of the data is changing. We evaluate our approach on streams of real-world as well as synthetic data, wherethe latter is generated in such way that its characteristics change over time (concept drift). Overall, we achieve good performance in terms of accuracy compared to state-of-the-art AutoML techniques. Show less
