Conference paper

HYRŠ Martin and SCHWARZ Josef. 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, pp. 114-119. ISBN 978-1-4799-4492-7.
Publication language:english
Original title:Multivariate Gaussian Copula in Estimation of Distribution Algorithm with Model Migration
Title (cs):Vícerozměrná Gassovská kopule v algoritmu s pravděpodobnostím modelem s migrací modelů
Pages:114-119
Proceedings:2014 IEEE Symposium on Foundations of Computational Intelligence (FOCI) Proceedings
Conference:IEEE Symposium Series on Computational Intelligence
Place:Piscataway, US
Year:2014
ISBN:978-1-4799-4492-7
Publisher:Institute of Electrical and Electronics Engineers
Keywords
Estimation of distribution algorithms, Copula Theory, Sklar's theorem, multivariate Gaussian copula, island-based model, model migration, optimization problems. 
Annotation
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.
BibTeX:
@INPROCEEDINGS{
   author = {Martin Hyr{\v{s}} and Josef Schwarz},
   title = {Multivariate Gaussian Copula in Estimation of Distribution
	Algorithm with Model Migration},
   pages = {114--119},
   booktitle = {2014 IEEE Symposium on Foundations of Computational 
	Intelligence (FOCI) Proceedings},
   year = {2014},
   location = {Piscataway, US},
   publisher = {Institute of Electrical and Electronics Engineers},
   ISBN = {978-1-4799-4492-7},
   language = {english},
   url = {http://www.fit.vutbr.cz/research/view_pub.php?id=10786}
}

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