Integer Natural Evolution Strategies

Abstract

While contemporary Evolution Strategies handle integer optimization problems effectively, their adaptation mechanism is grounded in ${\ell }_2$-based Gaussian models, which are not native to the integer lattice. In contrast, the ${\ell }_1$-norm provides the natural measure of displacement on ${\mathbb{Z}}^n$, with the double geometric distribution as its canonical mutation operator. In this work, we derive a fully ${\ell }_1$-native step-size adaptation mechanism from first principles and propose an Integer Natural Evolution Strategy. We show that the DG distribution belongs to the exponential family, and that its sufficient statistic $|z|$ yields a natural-gradient signal for dispersion adaptation. By accumulating this signal via an evolution path, we obtain a fading-memory online estimator of the natural gradient, following Ollivier (2018). This establishes that DG-based step-size adaptation arises directly from the statistical structure of the mutation distribution, rather than as a discrete analog of continuous ES mechanisms. Empirical results on integer quadratic benchmarks show that \textsc{INES} learns meaningful coordinate-wise step-sizes and is competitive with integer-handling CMA-ES baselines. Its advantages are most visible in high-dimensional Ellipsoidal problems and in robust convergence at larger dimensions.