Automatic Tuning of the CMA-ES

Consider the following situation: The user has created a working directory for running the experiments, say MyJavaExperiments. This directory contains the following files.

SPOT configuration (CONF), e.g., cmaEs0.conf
Region of interest (ROI), e.g., cmaEs0.roi
Algorithm and problem parameters (APD) cmaEs0.apd
The interface to the algorithm. spotAlgStartCmaEsJava.R
The algorithm, i.e., the jar file. cmaEs.jar

R is started in the working directory. The following command starts SPOT's automatic tuning procedure.

> library(SPOT)
> spot("cmaEs0.conf")

Sometimes is it required to start a clean R session, because data from previous runs are in the workspace. Execute

rm(list=ls());

to perform a cleanup before SPOT is loaded and run.

The output from Fig. 2 is shown by default during the tuning process.

**Figure 2:** Default output during the optimization run
$\includegraphics{cmaEs0Online.eps}$

The tuning process terminates with the following output:

Best solution found with 502 evaluations:
          Y  S RESTARTS     IPSF       ISD        LS   USPROP COUNT CONFIG
82 117.2177 10        3 2.790516 0.1132285 0.7860233 1.846407     5     82

A short summary is also shown:

      y                   S            RESTARTS           IPSF      
 Min.   :    27.96   Min.   : 2.00   Min.   : 1.000   Min.   :1.103  
 1st Qu.:   819.95   1st Qu.: 9.00   1st Qu.: 4.000   1st Qu.:1.865  
 Median :  2445.59   Median :19.00   Median : 6.000   Median :2.648  
 Mean   : 10084.99   Mean   :22.90   Mean   : 5.703   Mean   :2.625  
 3rd Qu.:  9162.28   3rd Qu.:36.00   3rd Qu.: 7.000   3rd Qu.:3.221  
 Max.   :430195.03   Max.   :49.00   Max.   :10.000   Max.   :4.859  
      ISD               LS              USPROP     
 Min.   :0.1006   Min.   :0.05975   Min.   :1.040  
 1st Qu.:0.1717   1st Qu.:0.67164   1st Qu.:1.610  
 Median :0.2611   Median :0.78602   Median :1.682  
 Mean   :0.3317   Mean   :0.75616   Mean   :1.684  
 3rd Qu.:0.4081   3rd Qu.:0.86056   3rd Qu.:1.774  
 Max.   :2.7564   Max.   :0.97134   Max.   :1.980

A result file (RES), which contains important information from the tuning process, has been written to the working directory. It can be downloaded as cmaEs0.res from the workshop's web page.

bartz 2010-07-08