Preventing Premature Convergence in a Simple EDA Via Global Step Size Setting

  • Authors:
  • Petr Pošík

  • Affiliations:
  • Faculty of Electrical Engineering, Department of Cybernetics, Czech Technical University in Prague, Prague 6, Czech Republic 166 27

  • Venue:
  • Proceedings of the 10th international conference on Parallel Problem Solving from Nature: PPSN X
  • Year:
  • 2008

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Abstract

When a simple real-valued estimation of distribution algorithm (EDA) with Gaussian model and maximum likelihood estimation of parameters is used, it converges prematurely even on the slope of the fitness function. The simplest way of preventing premature convergence by multiplying the variance estimate by a constant factor keach generation is studied. Recent works have shown that when increasing the dimensionality of the search space, such an algorithm becomes very quickly unable to traverse the slope and focus to the optimum at the same time. In this paper it is shown that when isotropic distributions with Gaussian or Cauchy distributed norms are used, the simple constant setting of kis able to ensure a reasonable behaviour of the EDA on the slope and in the valley of the fitness function at the same time.