Blocked stochastic sampling versus Estimation of Distribution Algorithms

  • Authors:
  • R. Santana;H. Muhlenbein

  • Affiliations:
  • ICIMAF, Havana, Cuba;Dept. of Inf. Eng., Feng China Univ., Taichung, Taiwan

  • Venue:
  • CEC '02 Proceedings of the Evolutionary Computation on 2002. CEC '02. Proceedings of the 2002 Congress - Volume 02
  • Year:
  • 2002

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Abstract

The Boltzmann distribution is a good candidate for a search distribution for optimization problems. We compare two methods to approximate the Boltzmann distribution - Estimation of Distribution Algorithms (EDA) and Markov Chain Monte Carlo methods (MCMC). It turns out that in the space of binary functions even blocked MCMC methods outperform EDA on a small class of problems only. In these cases a temperature of T = 0 performed best.