Parameter cross-validation and early-stopping in univariate marginal distribution algorithm

  • Authors:
  • Hao Wu;Jonathan L. Shapiro

  • Affiliations:
  • University of Manchester, Manchester, United Kingdom;University of Manchester, Manchester, United Kingdom

  • Venue:
  • Proceedings of the 9th annual conference on Genetic and evolutionary computation
  • Year:
  • 2007

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Abstract

In this paper, a cross-validation and early-stopping algorithm is devised for parameter updating in the Univariate Marginal Distribution Algorithm (UMDA) to reduce overftting. Our hypothesis is that the well-known problem of diversity loss in UMDA is a consequence of overfitting during the parameter estimation step at each generation. It is tested by experiments on two different optimization problems.