Using Copulas in Estimation of Distribution Algorithms

  • Authors:
  • Rogelio Salinas-Gutiérrez;Arturo Hernández-Aguirre;Enrique R. Villa-Diharce

  • Affiliations:
  • Centro de Investigación en Matemáticas, Guanajuato, México;Centro de Investigación en Matemáticas, Guanajuato, México;Centro de Investigación en Matemáticas, Guanajuato, México

  • Venue:
  • MICAI '09 Proceedings of the 8th Mexican International Conference on Artificial Intelligence
  • Year:
  • 2009

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Abstract

A new way of modeling probabilistic dependencies in Estimation of Distribution Algorithm (EDAs) is presented. By means of copulas it is possible to separate the structure of dependence from marginal distributions in a joint distribution. The use of copulas as a mechanism for modeling joint distributions and its application to EDAs is illustrated on several benchmark examples.