Hierarchical Bayesian Optimization Algorithm


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Hierarchical Bayesian Optimization Algorithm


Hierarchical Bayesian Optimization Algorithm

Author: Martin Pelikan

language: en

Publisher: Springer Science & Business Media

Release Date: 2005-02


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This book provides a framework for the design of competent optimization techniques by combining advanced evolutionary algorithms with state-of-the-art machine learning techniques. The book focuses on two algorithms that replace traditional variation operators of evolutionary algorithms by learning and sampling Bayesian networks: the Bayesian optimization algorithm (BOA) and the hierarchical BOA (hBOA). BOA and hBOA are theoretically and empirically shown to provide robust and scalable solution for broad classes of nearly decomposable and hierarchical problems. A theoretical model is developed that estimates the scalability and adequate parameter settings for BOA and hBOA. The performance of BOA and hBOA is analyzed on a number of artificial problems of bounded difficulty designed to test BOA and hBOA on the boundary of their design envelope. The algorithms are also extensively tested on two interesting classes of real-world problems: MAXSAT and Ising spin glasses with periodic boundary conditions in two and three dimensions. Experimental results validate the theoretical model and confirm that BOA and hBOA provide robust and scalable solution for nearly decomposable and hierarchical problems with only little problem-specific information.

Scalable Optimization via Probabilistic Modeling


Scalable Optimization via Probabilistic Modeling

Author: Martin Pelikan

language: en

Publisher: Springer

Release Date: 2007-01-12


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I’m not usually a fan of edited volumes. Too often they are an incoherent hodgepodge of remnants, renegades, or rejects foisted upon an unsuspecting reading public under a misleading or fraudulent title. The volume Scalable Optimization via Probabilistic Modeling: From Algorithms to Applications is a worthy addition to your library because it succeeds on exactly those dimensions where so many edited volumes fail. For example, take the title, Scalable Optimization via Probabilistic M- eling: From Algorithms to Applications. You need not worry that you’re going to pick up this book and ?nd stray articles about anything else. This book focuseslikealaserbeamononeofthehottesttopicsinevolutionary compu- tion over the last decade or so: estimation of distribution algorithms (EDAs). EDAs borrow evolutionary computation’s population orientation and sel- tionism and throw out the genetics to give us a hybrid of substantial power, elegance, and extensibility. The article sequencing in most edited volumes is hard to understand, but from the get go the editors of this volume have assembled a set of articles sequenced in a logical fashion. The book moves from design to e?ciency enhancement and then concludes with relevant applications. The emphasis on e?ciency enhancement is particularly important, because the data-mining perspectiveimplicitinEDAsopensuptheworldofoptimizationtonewme- ods of data-guided adaptation that can further speed solutions through the construction and utilization of e?ective surrogates, hybrids, and parallel and temporal decompositions.

Clever Algorithms


Clever Algorithms

Author: Jason Brownlee

language: en

Publisher: Jason Brownlee

Release Date: 2011


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This book provides a handbook of algorithmic recipes from the fields of Metaheuristics, Biologically Inspired Computation and Computational Intelligence that have been described in a complete, consistent, and centralized manner. These standardized descriptions were carefully designed to be accessible, usable, and understandable. Most of the algorithms described in this book were originally inspired by biological and natural systems, such as the adaptive capabilities of genetic evolution and the acquired immune system, and the foraging behaviors of birds, bees, ants and bacteria. An encyclopedic algorithm reference, this book is intended for research scientists, engineers, students, and interested amateurs. Each algorithm description provides a working code example in the Ruby Programming Language.