The correlation-triggered adaptive variance scaling IDEA

  • Authors:
  • Jörn Grahl;Peter A.N. Bosman;Franz Rothlauf

  • Affiliations:
  • Mannheim Business School, Mannheim, Germany;Centre for Mathematics and Computer Science, Amsterdam, The Netherlands;Mannheim Business School, Mannheim, Germany

  • Venue:
  • Proceedings of the 8th annual conference on Genetic and evolutionary computation
  • Year:
  • 2006

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Abstract

It has previously been shown analytically and experimentally that continuous Estimation of Distribution Algorithms (EDAs) based on the normal pdf can easily suffer from premature convergence. This paper takes a principled first step towards solving this problem. First, prerequisites for the successful use of search distributions in EDAs are presented. Then, an adaptive variance scaling theme is introduced that aims at reducing the risk of premature convergence. Integrating the scheme into the iterated density--estimation evolutionary algorithm (IDEA) yields the correlation-triggered adaptive variance scaling IDEA (CT-AVS-IDEA). The CT-AVS-IDEA is compared to the original IDEA and the Evolution Strategy with Covariance Matrix Adaptation (CMA-ES) on a wide range of unimodal test-problems by means of a scalability analysis. It is found that the average number of fitness evaluations grows subquadratically with the dimensionality, competitively with the CMA-ES. In addition, CT-AVS-IDEA is indeed found to enlarge the class of problems that continuous EDAs can solve reliably.