A Study of the Effects of Dimensionality on Stochastic Hill Climbers and Estimation of Distribution Algorithms - Mines Saint-Étienne Access content directly
Book Sections Year : 2004

A Study of the Effects of Dimensionality on Stochastic Hill Climbers and Estimation of Distribution Algorithms

Abstract

One of the most important features of an optimization method is its response to an increase in the number of variables, n . Random stochastic hill climber (SHC) and univariate marginal distribution algorithms (UMDA) are two fundamentally different stochastic optimizers. SHC proceeds with local perturbations while UMDA infers and uses a global probability density. The response to dimensionality of the two methods is compared both numerically and theoretically on unimodal functions. SHC response is , while UMDA response ranges from to . On two test problems whose sizes go up to 7 200 , SHC is faster than UMDA.

Dates and versions

emse-00686907 , version 1 (11-04-2012)

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Laurent Grosset, Rodolphe Le Riche, Raphael T. Haftka. A Study of the Effects of Dimensionality on Stochastic Hill Climbers and Estimation of Distribution Algorithms. Liardet, Pierre Editor: Collet, Pierre : Fonlupt, Cyril : Lutton, Evelyne : Schoenauer, Marc. Artificial Evolution, Springer Berlin / Heidelberg, p 27 - 38, 2004, Lecture Notes in Computer Science, 978-3-540-21523-3. ⟨10.1007/978-3-540-24621-3_3⟩. ⟨emse-00686907⟩
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