Faculty of Information Technology, BUT

Publication Details

Multivariate Gaussian Copula in Estimation of Distribution Algorithm with Model Migration

HYRŠ Martin and SCHWARZ Josef. Multivariate Gaussian Copula in Estimation of Distribution Algorithm with Model Migration. In: 2014 IEEE Symposium on Foundations of Computational Intelligence (FOCI) Proceedings. Piscataway: Institute of Electrical and Electronics Engineers, 2014, pp. 114-119. ISBN 978-1-4799-4492-7.
Czech title
Vícerozměrná Gassovská kopule v algoritmu s pravděpodobnostím modelem s migrací modelů
Type
conference paper
Language
english
Authors
Hyrš Martin, Ing. (DCSY FIT BUT)
Schwarz Josef, doc. Ing., CSc. (DCSY FIT BUT)
Keywords
Estimation of distribution algorithms, Copula Theory, Sklar's theorem, multivariate Gaussian copula, island-based model, model migration, optimization problems. 
Abstract
The paper presents a new concept of an island-based model of Estimation of Distribution Algorithms (EDAs) with a bidirectional topology in the field of numerical optimization in continuous domain.
The traditional migration of individuals is replaced by the probability model migration.
Instead of a classical joint probability distribution model, the multivariate Gaussian copula is used which must be specified by correlation coefficients and parameters of a univariate marginal distributions.
The idea of the proposed Gaussian Copula EDA algorithm with model migration (GC-mEDA) is to modify the parameters of a resident model respective to each island by the immigrant model of the neighbour island.
The performance of the proposed algorithm is tested over a group of five well-known benchmarks.
Published
2014
Pages
114-119
Proceedings
2014 IEEE Symposium on Foundations of Computational Intelligence (FOCI) Proceedings
Conference
IEEE Symposium Series on Computational Intelligence, Orlando, US
ISBN
978-1-4799-4492-7
Publisher
Institute of Electrical and Electronics Engineers
Place
Piscataway, US
DOI
BibTeX
@INPROCEEDINGS{FITPUB10786,
   author = "Martin Hyr\v{s} and Josef Schwarz",
   title = "Multivariate Gaussian Copula in Estimation of Distribution Algorithm with Model Migration",
   pages = "114--119",
   booktitle = "2014 IEEE Symposium on Foundations of Computational  Intelligence (FOCI) Proceedings",
   year = 2014,
   location = "Piscataway, US",
   publisher = "Institute of Electrical and Electronics Engineers",
   ISBN = "978-1-4799-4492-7",
   doi = "10.1109/FOCI.2014.7007815",
   language = "english",
   url = "https://www.fit.vut.cz/research/publication/10786"
}
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