Detail výsledku

Estimation of distribution algorithm with copula probabilistic model: A short introduction.

HYRŠ, M.; SCHWARZ, J. Estimation of distribution algorithm with copula probabilistic model: A short introduction. In Proceedings of 20th international conference of softcomputing. Brno: Faculty of Mechanical Engineering BUT, 2014. p. 71-76. ISBN: 978-80-214-4984-8.
Typ
článek ve sborníku konference
Jazyk
anglicky
Autoři
Hyrš Martin, Ing., Ph.D., UPSY (FIT)
Schwarz Josef, doc. Ing., CSc., UPSY (FIT)
Abstrakt

A new approach of probabilistic modeling used in Estimation of Distribution Algorithms (EDAs) based on Copula theory is described. By means of copulas it is possible to separate the structure of dependence from the marginal distributions in a joint distribution. Two- dimensional Gaussian copula is depicted in more details including the sampling of the copula based on the conditional probabillity density function. The use of copulas for modeling joint distributions in EDAs is illustrated on several benchmarks.

Klíčová slova

Estimation of distribution algorithms, Copula Theory, Sklar's theorem, Gaussian copula, optimization problems.

Rok
2014
Strany
71–76
Sborník
Proceedings of 20th international conference of softcomputing
Konference
20th International Conference on Soft Computing
ISBN
978-80-214-4984-8
Vydavatel
Faculty of Mechanical Engineering BUT
Místo
Brno
EID Scopus
2-s2.0-84938067631
BibTeX 
@inproceedings{BUT111625,
  author="Martin {Hyrš} and Josef {Schwarz}",
  title="Estimation of distribution algorithm with copula probabilistic model: A short introduction.",
  booktitle="Proceedings of 20th international conference of softcomputing",
  year="2014",
  pages="71--76",
  publisher="Faculty of Mechanical Engineering BUT",
  address="Brno",
  isbn="978-80-214-4984-8",
  url="https://www.fit.vut.cz/research/publication/10678/"
}
Soubory
Projekty
Architektury paralelních a vestavěných počítačových systémů, VUT, Vnitřní projekty VUT, FIT-S-14-2297, zahájení: 2014-01-01, ukončení: 2016-12-31, ukončen
Výzkumné skupiny
Výzkumná skupina aplikovaných evolučních algoritmů (VZ EVA)
Pracoviště
Fakulta informačních technologií (FIT)
Nahoru