Multimodal estimation of distribution algorithms

Taking the advantage of estimation of distribution algorithms (EDAs) in preserving high diversity, this paper proposes a multimodal EDA. Integrated with clustering strategies for crowding and speciation, two versions of this algorithm are developed, which operate at the niche level. Then these two algorithms are equipped with three distinctive techniques: 1) a dynamic cluster sizing strategy; 2) an alternative utilization of Gaussian and Cauchy distributions to generate offspring; and 3) an adaptive local search. The dynamic cluster sizing affords a potential balance between exploration and exploitation and reduces the sensitivity to the cluster size in the niching methods. Taking advantages of Gaussian and Cauchy distributions, we generate the offspring at the niche level through alternatively using these two distributions. Such utilization can also potentially offer a balance between exploration and exploitation. Further, solution accuracy is enhanced through a new local search scheme probabilistically conducted around seeds of niches with probabilities determined self-adaptively according to fitness values of these seeds. Extensive experiments conducted on 20 benchmark multimodal problems confirm that both algorithms can achieve competitive performance compared with several state-of-the-art multimodal algorithms, which is supported by nonparametric tests. Especially, the proposed algorithms are very promising for complex problems with many local optima

Sub-structural Niching in Estimation of Distribution Algorithms

We propose a sub-structural niching method that fully exploits the problem decomposition capability of linkage-learning methods such as the estimation of distribution algorithms and concentrate on maintaining diversity at the sub-structural level. The proposed method consists of three key components: (1) Problem decomposition and sub-structure identification, (2) sub-structure fitness estimation, and (3) sub-structural niche preservation. The sub-structural niching method is compared to restricted tournament selection (RTS)--a niching method used in hierarchical Bayesian optimization algorithm--with special emphasis on sustained preservation of multiple global solutions of a class of boundedly-difficult, additively-separable multimodal problems. The results show that sub-structural niching successfully maintains multiple global optima over large number of generations and does so with significantly less population than RTS. Additionally, the market share of each of the niche is much closer to the expected level in sub-structural niching when compared to RTS

Adaptive multimodal continuous ant colony optimization

Seeking multiple optima simultaneously, which multimodal optimization aims at, has attracted increasing attention but remains challenging. Taking advantage of ant colony optimization algorithms in preserving high diversity, this paper intends to extend ant colony optimization algorithms to deal with multimodal optimization. First, combined with current niching methods, an adaptive multimodal continuous ant colony optimization algorithm is introduced. In this algorithm, an adaptive parameter adjustment is developed, which takes the difference among niches into consideration. Second, to accelerate convergence, a differential evolution mutation operator is alternatively utilized to build base vectors for ants to construct new solutions. Then, to enhance the exploitation, a local search scheme based on Gaussian distribution is self-adaptively performed around the seeds of niches. Together, the proposed algorithm affords a good balance between exploration and exploitation. Extensive experiments on 20 widely used benchmark multimodal functions are conducted to investigate the influence of each algorithmic component and results are compared with several state-of-the-art multimodal algorithms and winners of competitions on multimodal optimization. These comparisons demonstrate the competitive efficiency and effectiveness of the proposed algorithm, especially in dealing with complex problems with high numbers of local optima

Multimodal nested sampling: an efficient and robust alternative to MCMC methods for astronomical data analysis

In performing a Bayesian analysis of astronomical data, two difficult problems often emerge. First, in estimating the parameters of some model for the data, the resulting posterior distribution may be multimodal or exhibit pronounced (curving) degeneracies, which can cause problems for traditional MCMC sampling methods. Second, in selecting between a set of competing models, calculation of the Bayesian evidence for each model is computationally expensive. The nested sampling method introduced by Skilling (2004), has greatly reduced the computational expense of calculating evidences and also produces posterior inferences as a by-product. This method has been applied successfully in cosmological applications by Mukherjee et al. (2006), but their implementation was efficient only for unimodal distributions without pronounced degeneracies. Shaw et al. (2007), recently introduced a clustered nested sampling method which is significantly more efficient in sampling from multimodal posteriors and also determines the expectation and variance of the final evidence from a single run of the algorithm, hence providing a further increase in efficiency. In this paper, we build on the work of Shaw et al. and present three new methods for sampling and evidence evaluation from distributions that may contain multiple modes and significant degeneracies; we also present an even more efficient technique for estimating the uncertainty on the evaluated evidence. These methods lead to a further substantial improvement in sampling efficiency and robustness, and are applied to toy problems to demonstrate the accuracy and economy of the evidence calculation and parameter estimation. Finally, we discuss the use of these methods in performing Bayesian object detection in astronomical datasets.Comment: 14 pages, 11 figures, submitted to MNRAS, some major additions to the previous version in response to the referee's comment