A Study of the Effects of Dimensionality on Stochastic Hill Climbers and Estimation of Distribution Algorithms - Mines Saint-Étienne Accéder directement au contenu
Chapitre D'ouvrage Année : 2004

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

Résumé

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 et versions

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

Identifiants

Citer

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⟩
71 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More