Department of Computer Systems

Conference paper

HYRŠ Martin and SCHWARZ Josef. Elliptical and Archimedean Copulas in Estimation of Distribution Algorithm with Model Migration. In: Proceedings of the 7th International Joint Conference on Computational Intelligence (IJCCI 2015). Lisbon: SciTePress - Science and Technology Publications, 2015, pp. 212-219. ISBN 978-989-758-157-1.

Publication language:

english

Original title:

Elliptical and Archimedean Copulas in Estimation of Distribution Algorithm with Model Migration

Title (cs):

Eliptické a Archimedovské kopule v EDA s migrací modelů

Pages:

212-219

Proceedings:

Proceedings of the 7th International Joint Conference on Computational Intelligence (IJCCI 2015)

Conference:

International Conference on Evolutionary Computation Theory and Applications 2015

Place:

Lisbon, PT

Year:

2015

ISBN:

978-989-758-157-1

Publisher:

SciTePress - Science and Technology Publications

URL:

[PDF]

Files:

Keywords

Estimation of Distribution Algorithms, Copula Theory, Parallel EDA, Island-based Model, Multivariate

Copula Sampling, Migration of Probabilistic Models.

Annotation

Estimation of distribution algorithms (EDAs) are stochastic optimization techniques that are based on building

and sampling a probability model. Copula theory provides methods that simplify the estimation of a probability

model. An island-based version of copula-based EDA with probabilistic model migration (mCEDA) was

tested on a set of well-known standard optimization benchmarks in the continuous domain. We investigated

two families of copulas - Archimedean and elliptical. Experimental results confirm that this concept of model

migration (mCEDA) yields better convergence as compared with the sequential version (sCEDA) and other

recently published copula-based EDAs.

BibTeX:

@INPROCEEDINGS{
   author = {Martin Hyr{\v{s}} and Josef Schwarz},
   title = {Elliptical and Archimedean Copulas in Estimation
	of Distribution Algorithm with Model Migration},
   pages = {212--219},
   booktitle = {Proceedings of the 7th International Joint Conference on
	Computational Intelligence (IJCCI 2015)},
   year = {2015},
   location = {Lisbon, PT},
   publisher = {SciTePress - Science and Technology Publications},
   ISBN = {978-989-758-157-1},
   language = {english},
   url = {http://www.fit.vutbr.cz/research/view_pub.php?id=11013}
}

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Department of Computer Systems

Conference paper