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Detail publikačního výsledku
HYRŠ, M.; SCHWARZ, J.
Originální název
Multivariate Gaussian Copula in Estimation of Distribution Algorithm with Model Migration
Anglický název
Druh
Stať ve sborníku v databázi WoS či Scopus
Originální abstrakt
The paper presents a new concept of an island-based model of Estimation of Distribution Algorithms (EDAs) with a bidirectional topology in the field of numerical optimization in continuous domain.The traditional migration of individuals is replaced by the probability model migration.Instead of a classical joint probability distribution model, the multivariate Gaussian copula is used which must be specified by correlation coefficients and parameters of a univariate marginal distributions.The idea of the proposed Gaussian Copula EDA algorithm with model migration (GC-mEDA) is to modify the parameters of a resident model respective to each island by the immigrant model of the neighbour island.The performance of the proposed algorithm is tested over a group of five well-known benchmarks.
Anglický abstrakt
Klíčová slova
Estimation of distribution algorithms, Copula Theory, Sklar's theorem, multivariate Gaussian copula, island-based model, model migration, optimization problems.
Klíčová slova v angličtině
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Rok RIV
2015
Vydáno
11.12.2014
Nakladatel
Institute of Electrical and Electronics Engineers
Místo
Piscataway
ISBN
978-1-4799-4492-7
Kniha
2014 IEEE Symposium on Foundations of Computational Intelligence (FOCI) Proceedings
Strany od
114
Strany do
119
Strany počet
6
BibTex
@inproceedings{BUT111681, author="Martin {Hyrš} and Josef {Schwarz}", title="Multivariate Gaussian Copula in Estimation of Distribution Algorithm with Model Migration", booktitle="2014 IEEE Symposium on Foundations of Computational Intelligence (FOCI) Proceedings", year="2014", pages="114--119", publisher="Institute of Electrical and Electronics Engineers", address="Piscataway", doi="10.1109/FOCI.2014.7007815", isbn="978-1-4799-4492-7" }