Advanced parallel copula based EDA

Abstract

Estimation of distribution algorithms (EDAs) are stochastic optimization techniques that are based on building and sampling a probability model. Copula theory provides methods that simplify the estimation of the probability model. To improve the efficiency of current copula based EDAs (CEDAs) new modifications of parallel CEDA were proposed. We investigated eight variants of island-based algorithms utilizing the capability of promising copula families, inter-island migration and additional adaptation of marginal parameters using CT-AVS technique. The proposed algorithms were tested on two sets of well-known standard optimization benchmarks in the continuous domain. The results of the experiments validate the efficiency of our algorithms.