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GECCO
2007
Springer

Convergence phases, variance trajectories, and runtime analysis of continuous EDAs

10 years 4 months ago
Convergence phases, variance trajectories, and runtime analysis of continuous EDAs
Considering the available body of literature on continuous EDAs, one must state that many important questions are still unanswered, e.g.: How do continuous EDAs really work, and how can we increase their efficiency further? The first question must be answered on the basis of formal models, but despite some recent results, the majority of contributions to the field is experimental. The second question should be answered by exploiting the insights that have been gained from formal models. We contribute to the theoretical literature on continuous EDAs by focussing on a simple, yet important, question: How should the variances used to sample offspring from change over an EDA run? To answer this question, the convergence process is separated into three phases and it is shown that for each phase, a preferable strategy exists for setting the variances. It is highly likely that the use of variances that have been estimated with maximum likelihood is not optimal. Thus, variance modificatio...
Jörn Grahl, Peter A. N. Bosman, Stefan Minner
Added 07 Jun 2010
Updated 07 Jun 2010
Type Conference
Year 2007
Where GECCO
Authors Jörn Grahl, Peter A. N. Bosman, Stefan Minner
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