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Bivariate empirical and n-variate Archimedean copulas in estimation of distribution algorithms

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5 Author(s)
Alfredo Cuesta-Infante ; Felipe II College, Universidad Complutense de Madrid, Capitan 39, Aranjuez, Spain ; Roberto Santana ; J. Ignacio Hidalgo ; Concha Bielza
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This paper investigates the use of empirical and Archimedean copulas as probabilistic models of continuous estimation of distribution algorithms (EDAs). A method for learning and sampling empirical bivariate copulas to be used in the context of n-dimensional EDAs is first introduced. Then, by using Archimedean copulas instead of empirical makes possible to construct n-dimensional copulas with the same purpose. Both copula-based EDAs are compared to other known continuous EDAs on a set of 24 functions and different number of variables. Experimental results show that the proposed copula-based EDAs achieve a better behaviour than previous approaches in a 20% of the benchmark functions.

Published in:

IEEE Congress on Evolutionary Computation

Date of Conference:

18-23 July 2010