PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Why one must use reweighting in Estimation Of Distribution Algorithms
Fabien Teytaud and Olivier Teytaud
In: Gecco 2009(2009).

Abstract

We study the update of the distribution in Estimation of Distribution Algorithms, and show that a simple modifica- tion leads to unbiased estimates of the optimum. The simple modification (based on a proper reweighting of estimates) leads to a strongly improved behavior in front of premature convergence.

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EPrint Type:Conference or Workshop Item (Talk)
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
ID Code:6890
Deposited By:Olivier Teytaud
Deposited On:09 April 2010