ABSTRACT
This paper presents an empirical cost-benefit analysis of an algorithm called Distribution Estimation Using MRF with direct sampling (DEUMd). DEUMd belongs to the family of Estimation of Distribution Algorithm (EDA). Particularly it is a univariate EDA. DEUMd uses a computationally more expensive model to estimate the probability distribution than other univariate EDAs. We investigate the performance of DEUMd in a range of optimization problem. Our experiments shows a better performance (in terms of the number of fitness evaluation needed by the algorithm to find a solution and the quality of the solution) of DEUMd on most of the problems analysed in this paper in comparison to that of other univariate EDAs. We conclude that use of a Markov Network in a univariate EDA can be of net benefit in defined set of circumstances.
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Index Terms
- Using a Markov network model in a univariate EDA: an empirical cost-benefit analysis
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