Anisotropic adaptive variance scaling for Gaussian estimation of distribution algorithm

• Published in: Knowledge-based systems Vol. 146; pp. 142 - 151
• Main Authors: Ren, Zhigang, Liang, Yongsheng, Wang, Lin, Zhang, Aimin, Pang, Bei, Li, Biying
• Format: Journal Article
• Language: English
• Published: Amsterdam Elsevier B.V 15.04.2018; Elsevier Science Ltd
• Subjects: Anisotropic adaptive variance scaling; Anisotropy; Convergence; Evolutionary algorithms; Fitness; Gaussian distribution; Gaussian estimation of distribution algorithm; Genetic algorithms; Global optimization; Normal distribution; Optimization; Performance enhancement; Premature convergence; Scaling; Search direction; Searching; Variance; Variance analysis; Search direction; Premature convergence; Anisotropic adaptive variance scaling; Gaussian estimation of distribution algorithm
• DOI: 10.1016/j.knosys.2018.02.001
• ISSN: 0950-7051

Traditional Gaussian estimation of distribution algorithms (EDAs) are confronted with issues that the variable variances decrease fast and the main search direction tends to become perpendicular to the improvement direction of the fitness function, which reduces the search efficiency of Gaussian EDAs (GEDAs) and makes them subject to premature convergence. In this paper, a novel anisotropic adaptive variance scaling (AAVS) technique is proposed to improve the performance of traditional GEDAs and a new GEDA variant named AAVS-EDA is developed. The advantages of AAVS over the existing variance scaling strategies lie in its ability for tuning the variances and main search direction of GEDA simultaneously, which are achieved by anisotropically scaling the variances along different eigendirections based on corresponding landscape characteristics captured by a simple topology-based detection method. Besides, AAVS-EDA also adopts an auxiliary global monitor to ensure its convergence by shrinking all the variances if no improvement is achieved in a generation. The evaluation results on 30 benchmark functions of CEC2014 test suite demonstrate that AAVS-EDA possesses stronger global optimization efficiency than traditional GEDAs. The comparison with other state-of-the-art evolutionary algorithms also shows that AAVS-EDA is efficient and competitive.