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
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
UT WoS
000380480600016
EID Scopus
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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