Variance scaling for EDAs revisited

  • Authors:
  • Oliver Kramer;Fabian Gieseke

  • Affiliations:
  • Department Informatik, Carl von Ossietzky Universität Oldenburg, Oldenburg;Department Informatik, Carl von Ossietzky Universität Oldenburg, Oldenburg

  • Venue:
  • KI'11 Proceedings of the 34th Annual German conference on Advances in artificial intelligence
  • Year:
  • 2011

Quantified Score

Hi-index 0.00

Visualization

Abstract

Estimation of distribution algorithms (EDAs) are derivativefree optimization approaches based on the successive estimation of the probability density function of the best solutions, and their subsequent sampling. It turns out that the success of EDAs in numerical optimization strongly depends on scaling of the variance. The contribution of this paper is a comparison of various adaptive and self-adaptive variance scaling techniques for a Gaussian EDA. The analysis includes: (1) the Gaussian EDA without scaling, but different selection pressures and population sizes, (2) the variance adaptation technique known as Silverman's rule-of-thumb, (3) σ-self-adaptation known from evolution strategies, and (4) transformation of the solution space by estimation of the Hessian. We discuss the results for the sphere function, and its constrained counterpart.