Local Meta-Models for Optimization Using Evolution Strategies

Abstract. We employ local meta-models to enhance the efficiency of evolution strategies in the optimization of computationally expensive problems. The method involves the combination of second order local regression meta-models with the Covariance Matrix Adaptation Evolu-tion Strategy. Experiments on benchmark problems demonstrate that the proposed meta-models have the potential to reliably account for the ranking of the offspring population resulting in significant computational savings. The results show that the use of local meta-models significantly increases the efficiency of already competitive evolution strategies.