Tracking property of UMDA in dynamic environment by landscape framework

  • Authors:
  • Ran Long;Liangqi Gong;Bo Yuan;Ping Ao;Qingsheng Ren

  • Affiliations:
  • Department of Computer Science and Engineering, Shanghai Jiao Tong University, Shanghai, China;Department of Computer Science and Engineering, Shanghai Jiao Tong University, Shanghai, China;Department of Computer Science and Engineering, Shanghai Jiao Tong University, Shanghai, China;Shanghai Center for Systems Biomedicine, Shanghai Jiao Tong University, Shanghai, China;Department of Computer Science and Engineering, Shanghai Jiao Tong University, Shanghai, China

  • Venue:
  • ICONIP'12 Proceedings of the 19th international conference on Neural Information Processing - Volume Part III
  • Year:
  • 2012

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Abstract

In this paper, the landscape framework is used to analysis the tracking performance of univariate marginal distribution algorithm (UMDA) in dynamic environment. A set of stochastic differential equations (SDEs) is used to describe the evolutionary dynamics of the algorithm. The corresponding potential function is constructed from these SDEs. Dynamic mean first passage time, which is a new concept, is defined as the time it takes from an optimum to another in a dynamic environment. This concept can be used to measure the tracking property of the algorithm.