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ICML
2003
IEEE

Evolutionary MCMC Sampling and Optimization in Discrete Spaces

10 years 6 months ago
Evolutionary MCMC Sampling and Optimization in Discrete Spaces
The links between genetic algorithms and population-based Markov Chain Monte Carlo (MCMC) methods are explored. Genetic algorithms (GAs) are well-known for their capability to optimize functions of discretevalued variables, but the MCMC interpretation allows GA variants to be used for sampling discrete spaces (e.g. in Bayesian inference for machine learning). The GA crossover and mutation operators are modified to provide valid MCMC samples, and a new “exclusive-or” operator is introduced as an alternative way to recombine population members. This is shown to improve sampling performance in a medical diagnostic problem domain. The sampler can also be used within simulated annealing to provide a global optimizer that is similar to a GA in structure but has known convergence properties.
Malcolm J. A. Strens
Added 05 Jul 2010
Updated 05 Jul 2010
Type Conference
Year 2003
Where ICML
Authors Malcolm J. A. Strens
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