Publication Details

Multivariate Gaussian Copula in Estimation of Distribution Algorithm with Model Migration

HYRŠ, M.; SCHWARZ, J. Multivariate Gaussian Copula in Estimation of Distribution Algorithm with Model Migration. In 2014 IEEE Symposium on Foundations of Computational Intelligence (FOCI) Proceedings. Piscataway: Institute of Electrical and Electronics Engineers, 2014. p. 114-119. ISBN: 978-1-4799-4492-7.
Czech title
Vícerozměrná Gassovská kopule v algoritmu s pravděpodobnostím modelem s migrací modelů
Type
conference paper
Language
English
Authors
Hyrš Martin, Ing., Ph.D.
Schwarz Josef, doc. Ing., CSc. (CM-SFE)
Keywords

Estimation of distribution algorithms, Copula Theory, Sklar's theorem, multivariate Gaussian copula, island-based model, model migration, optimization problems. 

Abstract

The paper presents a new concept of an island-based model of Estimation of Distribution Algorithms (EDAs) with a bidirectional topology in the field of numerical optimization in continuous domain. The traditional migration of individuals is replaced by the probability model migration. Instead of a classical joint probability distribution model, the multivariate Gaussian copula is used which must be specified by correlation coefficients and parameters of a univariate marginal distributions. The idea of the proposed Gaussian Copula EDA algorithm with model migration (GC-mEDA) is to modify the parameters of a resident model respective to each island by the immigrant model of the neighbour island. The performance of the proposed algorithm is tested over a group of five well-known benchmarks.

Published
2014
Pages
114–119
Proceedings
2014 IEEE Symposium on Foundations of Computational Intelligence (FOCI) Proceedings
ISBN
978-1-4799-4492-7
Publisher
Institute of Electrical and Electronics Engineers
Place
Piscataway
DOI
UT WoS
000380480600016
EID Scopus
BibTeX
@inproceedings{BUT111681,
  author="Martin {Hyrš} and Josef {Schwarz}",
  title="Multivariate Gaussian Copula in Estimation of Distribution Algorithm with Model Migration",
  booktitle="2014 IEEE Symposium on Foundations of Computational  Intelligence (FOCI) Proceedings",
  year="2014",
  pages="114--119",
  publisher="Institute of Electrical and Electronics Engineers",
  address="Piscataway",
  doi="10.1109/FOCI.2014.7007815",
  isbn="978-1-4799-4492-7"
}
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