We describe a mathematical model for the infinite-population dynamics of a simple continuous EDA: UMDAc. Using this model, it is possible to numerically generate the dynamics of the algorithm on a fitness function of known form. The technique is compared with existing analysis and illustrated on a number of simple test problems. The model is also used to examine the effect of adding an amplification constant to the variance parameter of the UMDAc model.
@InProceedings{gallagher_et_al:DagSemProc.06061.3, author = {Gallagher, Marcus and Yuan, Bo}, title = {{A Mathematical Modelling Technique for the Analysis of the Dynamics of a Simple Continuous EDA}}, booktitle = {Theory of Evolutionary Algorithms}, pages = {1--7}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2006}, volume = {6061}, editor = {Dirk V. Arnold and Thomas Jansen and Michael D. Vose and Jonathan E. Rowe}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.06061.3}, URN = {urn:nbn:de:0030-drops-5940}, doi = {10.4230/DagSemProc.06061.3}, annote = {Keywords: Estimation of Distribution Algorithms} }
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