DocumentCode :
1747751
Title :
Convergence properties of Bayesian evolutionary algorithms with population size greater than 1
Author :
Lee, Si-Eun ; Zhang, Byoung-Tak ; Doucet, Arnaud
Author_Institution :
Sch. of Comput. Sci. & Eng., Seoul Nat. Univ., South Korea
Volume :
1
fYear :
2001
fDate :
2001
Firstpage :
326
Abstract :
A Bayesian evolutionary algorithm is a probabilistic model of evolutionary computation for learning and optimization. It explicitly estimates the posterior distribution of the individuals and then samples offspring from the distribution. In the previous paper, using the asymptotic results from Markov chain Monte Carlo and annealing techniques, the asymptotic convergence of Bayesian evolutionary algorithms was shown for the case of population size 1. This paper presents convergence properties of Bayesian evolutionary algorithms with population size greater than 1. The basic idea is that BEAs can be reduced to Bayesian particle filters. The Bayesian particle filter approximates the posterior distribution of individuals at each generation. As the individuals evolve, the approximated posterior distribution also evolves. Then using the convergence properties of particle filters under some mild conditions, it is shown that as the number of individuals increases, a BEA converges to the posterior distribution
Keywords :
Markov processes; Monte Carlo methods; belief networks; evolutionary computation; learning (artificial intelligence); Bayesian evolutionary algorithms; Bayesian particle filters; Markov chain Monte Carlo methods; annealing; convergence properties; learning; optimization; particle filters; posterior distribution; probabilistic model; Annealing; Artificial intelligence; Bayesian methods; Computational modeling; Convergence; Evolutionary computation; Monte Carlo methods; Particle filters; Probability distribution; Sampling methods;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Evolutionary Computation, 2001. Proceedings of the 2001 Congress on
Conference_Location :
Seoul
Print_ISBN :
0-7803-6657-3
Type :
conf
DOI :
10.1109/CEC.2001.934408
Filename :
934408
Link To Document :
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