Abstract: |
Of late, much progress has been made in developing Estimation of Distribution Algorithms (EDA), algorithms that use probabilistic modelling of high quality solutions to guide their search. While experimental results on EDA behaviour are widely available, theoretical results are still rare. This is especially the case for continuous EDA. In this article, we develop theory that predicts the effect of iterated density estimation and sampling used in the Univariate Marginal Distribution Algorithm in the continuous domain (UMDAc). We use truncation selection and monotonous fitness functions. Monotonous functions are commonly used to model the algorithm behaviour far from the optimum. Our result includes formulae to predict population statistics in a specific generation as well as population statistics after convergence. We find that population statistics develop identically for monotonous functions. We show that if assuming monotonous fitness functions, the distance that UMDAc travels across the search space is bounded and solely relies on the percentage of selected individuals and not on the structure of the fitness landscape. This can be problematic if this distance is too small for the algorithm to find the optimum. Also, by wrongly setting the selection intensity, one might not be able to explore the whole search space. |
