Publication Details

Bayesian Optimization Algorithms for Dynamic Problems

KOBLIHA, M.; SCHWARZ, J.; OČENÁŠEK, J. Bayesian Optimization Algorithms for Dynamic Problems. Applications of Evolutionary Computing. Lecture Notes in Computer Science. Budapest: Springer Verlag, 2006. p. 800-804. ISBN: 3-540-33237-5. ISSN: 0302-9743.
Czech title
Bayesovské optimalizační algoritmy pro dynamické problémy
Type
conference paper
Language
English
Authors
Kobliha Miloš, Ing.
Schwarz Josef, doc. Ing., CSc. (CM-SFE)
Očenášek Jiří, Ing.
Keywords

BOA algorithm, dynamic problem, optimalization

Abstract

Thispaper is an experimental study investigating the capability ofBayesian optimization algorithms to solve dynamic problems. We testedthe performance of two variants of Bayesian optimization algorithms -Mixed continuous-discrete Bayesian Optimization Algorithm (MBOA),Adaptive Mixed Bayesian Optimization Algorithm (AMBOA) - and newproposed modifications with embedded Sentinels concept andHypervariance. We have compared the performance of these variants ona simple dynamic problem - a time-varying function with predefinedparameters. The experimental resultsconfirmed the benefit of Sentinels concept and Hypervariance embeddedinto MBOA algorithm for tracking a moving optimum.

Published
2006
Pages
800–804
Journal
Lecture Notes in Computer Science, vol. 2006, no. 3907, ISSN 0302-9743
Proceedings
Applications of Evolutionary Computing
Conference
3rd European Workshop on Evolutionary Algorithms in Stochastic and Dynamic Environments, Budapešť, HU
ISBN
3-540-33237-5
Publisher
Springer Verlag
Place
Budapest
BibTeX 
@inproceedings{BUT22416,
  author="Miloš {Kobliha} and Josef {Schwarz} and Jiří {Očenášek}",
  title="Bayesian Optimization Algorithms for Dynamic Problems",
  booktitle="Applications of Evolutionary Computing",
  year="2006",
  journal="Lecture Notes in Computer Science",
  volume="2006",
  number="3907",
  pages="800--804",
  publisher="Springer Verlag",
  address="Budapest",
  isbn="3-540-33237-5",
  issn="0302-9743"
}
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