The correlation-triggered adaptive variance scaling IDEA

It has previously been shown analytically and experimentally that continuous Estimation of Distribution Algorithms (EDAs) based on the normal pdf can easily suffer from premature convergence. This paper takes a principled first step towards solving this problem. First, prerequisites for the successful use of search distributions in EDAs are presented. Then, an adaptive variance scaling theme is introduced that aims at reducing the risk of premature convergence. Integrating the scheme into the iterated density

• Type: Conference
• Year: 2006
• Where: GECCO
• Authors: Jörn Grahl, Peter A. N. Bosman, Franz Rothlauf
• Keywords: Adaptive Variance, GECCO 2006, Optimization, Premature Convergence, Variance Scaling Theme