DocumentCode :
2688602
Title :
Covariance matrix repairing in Gaussian based EDAs
Author :
Dong, Weishan ; Yao, Xin
Author_Institution :
Inst. of Autom., Chinese Acad. of Sci., Beijing
fYear :
2007
fDate :
25-28 Sept. 2007
Firstpage :
415
Lastpage :
422
Abstract :
Gaussian models are widely adopted in continuous Estimation of Distribution Algorithms (EDAs). In this paper, we analyze continuous EDAs and show that they don´t always work because of computation error: covariance matrix of Gaussian model can be ill-posed and Gaussian based EDAs using full covariance matrix will fail under specific conditions. It is a universal problem that all existing Gaussian based EDAs using full covariance matrix suffer from. Through theoretical analysis with examples of simulated data and experiments, we show that the ill-posed covariance matrix strongly affects those EDAs. This paper proposes a Covariance Matrix Repairing (CMR) method to fix ill-posed covariance matrix. CMR significantly improves the robustness of EDAs. Even some EDA´s performance that was previously thought inefficient can be improved surprisingly with the help of CMR. CMR can also guarantee those EDAs to be used with small scale of population (but still should be large enough to find the global optimum) to accelerate the convergence rate while maintaining the quality of solutions.
Keywords :
Gaussian processes; convergence; covariance matrices; optimisation; Gaussian model; convergence; covariance matrix repair; estimation of distribution algorithms; theoretical analysis; Acceleration; Analytical models; Computational modeling; Covariance matrix; Differential equations; Electronic design automation and methodology; Failure analysis; Probability distribution; Robustness; Sampling methods;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Evolutionary Computation, 2007. CEC 2007. IEEE Congress on
Conference_Location :
Singapore
Print_ISBN :
978-1-4244-1339-3
Electronic_ISBN :
978-1-4244-1340-9
Type :
conf
DOI :
10.1109/CEC.2007.4424501
Filename :
4424501
Link To Document :
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