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Optimal mutation rate using Bayesian priors for estimation of distribution algorithms

: Mahnig, T.; Mühlenbein, H.


Steinhöfel, K.:
Stochastic algorithms: Foundations and applications : International symposium; proceedings, SAGA 2001, Berlin, Germany, December 13 - 14, 2001
Berlin: Springer, 2001 (Lecture Notes in Computer Science 2264)
ISBN: 3-540-43025-3
ISSN: 0302-9743
International Symposium on Stochastic Algorithms, Foundations and Applications (SAGA) <1, 2001, Berlin>
Fraunhofer GMD

UMDA(the univariate marginal distribution algorithm) was derived by analyzing the mathematical principles behind recombination. Mutation, however, was not considered. The same is true for the FDA (factorized distribution algorithm), an extension of the UMDA which can cover dependencies between variables. In this paper mutation is introduced into these algorithms by a technique called Bayesian prior. We derive theoretically an estimate how to choose the Bayesian prior. The recommended Bayesian prior turns out to be a good choice in a number of experiments. These experiments also indicate that mutation increases in many cases the performance of the algorithms and decreases the dependence on a good choice of the population size.