Invariance Properties
Recently proposed comparison-based surrogate models (e.g. Ranking Support Vector Machine) for evolutionary algorithms, such as CMA-ES, allow to preserve some invariance properties of surrogate-assisted optimizers:
- 1. Invariance with respect to monotonous transformations of the function (scaling)
- 2. Invariance with respect to orthogonal transformations of the search space (rotation).
A recent survey of surrogate-assisted evolutionary optimization techniques can be found in.
Read more about this topic: Surrogate Model
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