FDA:一种用于可加性分解函数优化的可扩展进化算法

FDA -A Scalable Evolutionary Algorithm for the Optimization of Additively Decomposed Functions

Evolutionary Computation · 1999
被引 291
ABS 3

中文导读

研究了因子化分布算法(FDA)及其扩展LFDA,用于优化可加性分解函数,理论分析和数值实验表明其在链或树结构上能以O(n√n)复杂度求解,且LFDA无需函数结构信息即可近似分解。

Abstract

The Factorized Distribution Algorithm (FDA) is an evolutionary algorithm which combines mutation and recombination by using a distribution. The distribution is estimated from a set of selected points. In general, a discrete distribution defined for n binary variables has 2(n) parameters. Therefore it is too expensive to compute. For additively decomposed discrete functions (ADFs) there exist algorithms which factor the distribution into conditional and marginal distributions. This factorization is used by FDA. The scaling of FDA is investigated theoretically and numerically. The scaling depends on the ADF structure and the specific assignment of function values. Difficult functions on a chain or a tree structure are solved in about O(n radical n) operations. More standard genetic algorithms are not able to optimize these functions. FDA is not restricted to exact factorizations. It also works for approximate factorizations as is shown for a circle and a grid structure. By using results from Bayes networks, FDA is extended to LFDA. LFDA computes an approximate factorization using only the data, not the ADF structure. The scaling of LFDA is compared to the scaling of FDA.

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