Machine Learning for Evolution Strategies

This bookintroduces numerous algorithmic hybridizations between both worlds that showhow machine learning can improve and support evolution strategies. The set ofmethods comprises covariance matrix estimation, meta-modeling of fitness andconstraint functions, dimensionality reduction for search and visualization ofhigh-dimensional optimization processes, and clustering-based niching. Aftergiving an introduction to evolution strategies and machine learning, the bookbuilds the bridge between both worlds with an algorithmic and experimentalperspective. Experiments mostly employ a (1+1)-ES and are implemented in Pythonusing the machine learning library scikit-learn. The examples are conducted ontypical benchmark problems illustrating algorithmic concepts and theirexperimental behavior. The book closes with a discussion of related lines ofresearch.