Using the observed realized input (the phenotype) in Evolutionary Strategy gradient estimation is a Rao-Blackwellization that provably lowers estimator variance and speeds up convergence in Optimization under Input Uncertainty.
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Robust optimization – a comprehensive survey.Computer Methods in Applied Mechanics and Engineering, 196(33):3190–3218, 2007
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Accelerating Evolutionary Strategy via Rao-Blackwellizing Realization of Uncertain Input
Using the observed realized input (the phenotype) in Evolutionary Strategy gradient estimation is a Rao-Blackwellization that provably lowers estimator variance and speeds up convergence in Optimization under Input Uncertainty.