Publication Details

Bayesian Optimization Algorithm in Dynamic Environment

KOBLIHA, M., SCHWARZ, J., OČENÁŠEK, J. Bayesian Optimization Algorithm in Dynamic Environment. In Mendel 2005 11th Internacional Conference on Soft Computing. Brno, CZ: Faculty of Mechanical Engineering BUT, 2005. p. 15-20. ISBN: 80-214-2961-5.

Czech title

Bayesovský optimalizační algoritmus v dynamickém prostředí

Type

conference paper

Language

English

Authors

Kobliha Miloš, Ing.
Schwarz Josef, doc. Ing., CSc. (CM-SFE)
Očenášek Jiří, Ing.

Keywords

Dynamic environment, Estimation of Distribution Algorithms, Bayesian Optimization Algorithms, variance adaptation, time-varying test function

Abstract

This paper is an experimental study investigating the capability of Bayesian optimization algorithms to solve dynamic problems. We tested the performance of two types of Bayesian optimization algorithms - Mixed continuous-discrete Bayesian Optimization Algorithm (MBOA), and Adaptive Mixed Bayesian Optimization Algorithm (AMBOA). We have compared the behaviour of both algorithms on a simple dynamic environment defined as a time-varying function with predefined parameters.

Published

2005

Pages

15–20

Proceedings

Mendel 2005 11th Internacional Conference on Soft Computing

ISBN

80-214-2961-5

Publisher

Faculty of Mechanical Engineering BUT

Place

Brno, CZ

BibTeX

@inproceedings{BUT21527,
  author="Miloš {Kobliha} and Josef {Schwarz} and Jiří {Očenášek}",
  title="Bayesian Optimization Algorithm in Dynamic Environment",
  booktitle="Mendel 2005 11th Internacional Conference on Soft Computing",
  year="2005",
  pages="15--20",
  publisher="Faculty of Mechanical Engineering BUT",
  address="Brno, CZ",
  isbn="80-214-2961-5"
}