Estimation of distribution algorithms based on two copula selection methods

Authors:
Xiaoping Wang;Huimin Gao;Jianchao Zeng
Affiliations:
College of Electrical and Information Engineering, Lanzhou University of Technology, Lanzhou, 730050, China/ School of Business, Jiaxing University, Jiaxing, Zhejing, 314001, China;Mechanical and Electrical Engineering College, Jiaxing University, Jiaxing, Zhejing, 314001, China;Complex System and Computational Intelligence Lab, Taiyuan University of Science and Technology, Taiyuan, 030024, China
Venue:
International Journal of Computing Science and Mathematics
Year:
2012

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Abstract

In order to solve the copula selection problem, an innovative method, called switched copula selection method is introduced, which is inspired by the mixed copula selection method. The new method can ignore how to determine a fixed copula beforehand, whereas it organises different kinds of copulas through a copula selection pool. Applying copula selection methods to estimation of distribution algorithms EDAs, the procedures of proposed mixed copula-EDAs and switched copula-EDAs are described in detail. Comparing with the single copula-EDAs, the experiment results show that switched copula-EDAs is easy to implement and provides a balance between accuracy and efficiency of the copula selection, in the meantime it promotes the performance whereas the computation complexity is almost the same.