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How long it will take CMAES to solve 10-dimensional Rosenbrock? Here, it takes about 700 function evaluations: https://indiesolver.com/tutorials/rosenbrock_pyt
by indiesolver 8y ago
How long it will take CMAES to solve 10-dimensional Rosenbrock?
Here, it takes about 700 function evaluations:
https://indiesolver.com/tutorials/rosenbrock_python https://indiesolver.com/tutorials/rosenbrock_python
Please note that their work is primarily for expensive optimization where you cannot afford millions of function evaluations like you would need on rotated Rastrigin to solve it exactly for n>64.
- sevensor 8y ago> How long it will take CMAES to solve 10-dimensional Rosenbrock? Here, it takes about 700 function evaluations It really depends on parameterization though. Did they use off-the-shelf parameters? Did they make any attempt to tune CMAES for their test functions? Did they make any attempt to tune their own optimizer for the test functions? It's really easy to put your thumb on the scale when you're writing a paper about a black-box optimizer, and my default reaction is to assume that any paper claiming to equal or outdo CMAES is pure B.S. This paper did nothing to convince me otherwise.