Bayesian Inference in Estimation of Distribution Algorithms

Metaheuristics such as Estimation of Distribution Algorithms and the Cross-Entropy method use probabilistic modelling and inference to generate candidate solutions in optimization problems. The model fitting task in this class of algorithms has largely been carried out to date based on maximum likelihood. An alternative approach that is prevalent in statistics and machine learning is to use Bayesian inference. In this paper, we provide a framework for the application of Bayesian inference techniques in probabilistic model-based optimization. Based on this framework, a simple continuous Bayesian Estimation of Distribution Algorithm is described. We evaluate and compare this algorithm experimentally with its maximum likelihood equivalent, UMDAG c

Adaptation and self-organization in evolutionary algorithms

The objective of Evolutionary Computation is to solve practical problems (e.g.optimization, data mining) by simulating the mechanisms of natural evolution. This thesis addresses several topics related to adaptation and self-organization in evolving systems with the overall aims of improving the performance of Evolutionary Algorithms (EA), understanding its relation to natural evolution, and incorporating new mechanisms for mimicking complex biological systems. Part I of this thesis presents a new mechanism for allowing an EA to adapt its behavior in response to changes in the environment. Using the new approach, adaptation of EA behavior (i.e. control of EA design parameters) is driven by an analysis of population dynamics, as opposed to the more traditional use of fitness measurements. Comparisons with a number of adaptive control methods from the literature indicate substantial improvements in algorithm performance for a range of artificial and engineering design problems. Part II of this thesis involves a more thorough analysis of EA behavior based on the methods derived in Part 1. In particular, several properties of EA population dynamics are measured and compared with observations of evolutionary dynamics in nature. The results demonstrate that some large scale spatial and temporal features of EA dynamics are remarkably similar to their natural counterpart. Compatibility of EA with the Theory of Self-Organized Criticality is also discussed. Part III proposes fundamentally new directions in EA research which are inspired by the conclusions drawn in Part II. These changes involve new mechanisms which allow self-organization of the EA to occur in ways which extend beyond its common convergence in parameter space. In particular, network models for EA populations are developed where the network structure is dynamically coupled to EA population dynamics. Results indicate strong improvements in algorithm performance compared to cellular Genetic Algorithms and non-distributed EA designs. Furthermore, topological analysis indicates that the population network can spontaneously evolve to display similar characteristics to the interaction networks of complex biological systems