A Mathematical Modelling Technique for the Analysis of the Dynamics of a Simple Continuous EDA

Authors Marcus Gallagher, Bo Yuan



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Marcus Gallagher
Bo Yuan

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Marcus Gallagher and Bo Yuan. A Mathematical Modelling Technique for the Analysis of the Dynamics of a Simple Continuous EDA. In Theory of Evolutionary Algorithms. Dagstuhl Seminar Proceedings, Volume 6061, pp. 1-7, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2006) https://doi.org/10.4230/DagSemProc.06061.3

Abstract

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.

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Keywords
  • Estimation of Distribution Algorithms

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