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Histogram-Based Estimation of Distribution Algorithm: A Competent Method for Continuous Optimization
Authors:Nan Ding  Shu-De Zhou  Zeng-Qi Sun
Affiliation:(1) Department of Electronic Engineering, Tsinghua University, Beijing, 100084, China;(2) Department of Computer Science and Technology, Tsinghua University, Beijing, 100084, China
Abstract:Designing efficient estimation of distribution algorithms for optimizing complex continuous problems is still a challenging task. This paper utilizes histogram probabilistic model to describe the distribution of population and to generate promising solutions. The advantage of histogram model, its intrinsic multimodality, makes it proper to describe the solution distribution of complex and multimodal continuous problems. To make histogram model more efficiently explore and exploit the search space, several strategies are brought into the algorithms: the surrounding effect reduces the population size in estimating the model with a certain number of the bins and the shrinking strategy guarantees the accuracy of optimal solutions. Furthermore, this paper shows that histogram-based EDA (Estimation of distribution algorithm) can give comparable or even much better performance than those predominant EDAs based on Gaussian models. Electronic Supplementary Material The online version of this article (doi ) contains supplementary material, which is available to authorized users. This work is funded by the National Grand Fundamental Research 973 Program of China (Grant No. G2002cb312205).
Keywords:evolutionary algorithm  estimation of distribution algorithm  histogram probabilistic model  surrounding effect  shrinking strategy
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