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}
} |