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Authors: Martin Hyrš and Josef Schwarz

Affiliation: Brno University of Technology and Faculty of Information Technology, Czech Republic

Keyword(s): Estimation of Distribution Algorithms, Copula Theory, Parallel EDA, Island-based Model, Multivariate Copula Sampling, Migration of Probabilistic Models.

Related Ontology Subjects/Areas/Topics: Artificial Intelligence ; Computational Intelligence ; Concurrent Co-Operation ; Evolutionary Computing ; Genetic Algorithms ; Informatics in Control, Automation and Robotics ; Intelligent Control Systems and Optimization ; Representation Techniques ; Soft Computing

Abstract: Estimation of distribution algorithms (EDAs) are stochastic optimization techniques that are based on building and sampling a probability model. Copula theory provides methods that simplify the estimation of a probability model. An island-based version of copula-based EDA with probabilistic model migration (mCEDA) was tested on a set of well-known standard optimization benchmarks in the continuous domain. We investigated two families of copulas – Archimedean and elliptical. Experimental results confirm that this concept of model migration (mCEDA) yields better convergence as compared with the sequential version (sCEDA) and other recently published copula-based EDAs.

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Paper citation in several formats:
Hyrš, M. and Schwarz, J. (2015). Elliptical and Archimedean Copulas in Estimation of Distribution Algorithm with Model Migration. In Proceedings of the 7th International Joint Conference on Computational Intelligence (IJCCI 2015) - ECTA; ISBN 978-989-758-157-1, SciTePress, pages 212-219. DOI: 10.5220/0005594602120219

@conference{ecta15,
author={Martin Hyrš. and Josef Schwarz.},
title={Elliptical and Archimedean Copulas in Estimation of Distribution Algorithm with Model Migration},
booktitle={Proceedings of the 7th International Joint Conference on Computational Intelligence (IJCCI 2015) - ECTA},
year={2015},
pages={212-219},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005594602120219},
isbn={978-989-758-157-1},
}

TY - CONF

JO - Proceedings of the 7th International Joint Conference on Computational Intelligence (IJCCI 2015) - ECTA
TI - Elliptical and Archimedean Copulas in Estimation of Distribution Algorithm with Model Migration
SN - 978-989-758-157-1
AU - Hyrš, M.
AU - Schwarz, J.
PY - 2015
SP - 212
EP - 219
DO - 10.5220/0005594602120219
PB - SciTePress