Enhancing the Performance of Maximum–Likelihood Gaussian EDAs Using Anticipated Mean Shift

  • Peter A. N. Bosman
  • Jörn Grahl
  • Dirk Thierens
Conference paper

DOI: 10.1007/978-3-540-87700-4_14

Part of the Lecture Notes in Computer Science book series (LNCS, volume 5199)
Cite this paper as:
Bosman P.A.N., Grahl J., Thierens D. (2008) Enhancing the Performance of Maximum–Likelihood Gaussian EDAs Using Anticipated Mean Shift. In: Rudolph G., Jansen T., Beume N., Lucas S., Poloni C. (eds) Parallel Problem Solving from Nature – PPSN X. PPSN 2008. Lecture Notes in Computer Science, vol 5199. Springer, Berlin, Heidelberg

Abstract

Many Estimation–of–Distribution Algorithms use maximum-likelihood (ML) estimates. For discrete variables this has met with great success. For continuous variables the use of ML estimates for the normal distribution does not directly lead to successful optimization in most landscapes. It was previously found that an important reason for this is the premature shrinking of the variance at an exponential rate. Remedies were subsequently successfully formulated (i.e. Adaptive Variance Scaling (AVS) and Standard–Deviation Ratio triggering (SDR)). Here we focus on a second source of inefficiency that is not removed by existing remedies. We then provide a simple, but effective technique called Anticipated Mean Shift (AMS) that removes this inefficiency.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2008

Authors and Affiliations

  • Peter A. N. Bosman
    • 1
  • Jörn Grahl
    • 2
  • Dirk Thierens
    • 3
  1. 1.Centre for Mathematics and Computer ScienceAmsterdamThe Netherlands
  2. 2.University of MannheimMannheimGermany
  3. 3.Department of Information and Computing SciencesUtrecht UniversityUtrechtThe Netherlands

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