Publication Details

Bayesian Optimization Algorithm in Dynamic Environment

KOBLIHA, M.; SCHWARZ, J.; OČENÁŠEK, J. Bayesian Optimization Algorithm in Dynamic Environment. 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"
}
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