Center-of-Mass Interpretation of Evolution Strategies

Abstract

Evolution strategies (ES) update a model by sampling a population of perturbed copies, scoring each one, and moving in the reward-weighted direction of the perturbations. This update is usually presented as an estimate of a smoothed gradient. We present a geometrical interpretation of this update instead. Treat each perturbed model as a particle and its reward as the particle's mass. Before scoring, every particle has the same mass and the population balances at its centroid. Once rewards are assigned, it balances at its reward-weighted center of mass instead. We show that the mean-subtracted ES update is exactly this displacement, scaled by a scalar factor that depends on the mean reward, for any finite population. The physical reading needs nonnegative rewards, which can always be arranged by adding a constant to every reward without changing the update. In the limit of a large population or under antithetic sampling, the centroid sits on the model itself, so ES has an even simpler geometric interpretation: from its current location, the model moves towards the reward-weighted center of mass of its own population. The same picture explains what subtracting the mean reward does: it changes the point from which the displacement is measured, from the model to the sampled centroid. Our contribution is an intuitive, geometric way to visualize an ES update, exact for any finite population.