inria-00386475, version 1
Optimizing Low-Discrepancy Sequences with an Evolutionary Algorithm
François-Michel De Rainville a, 1Christian Gagné a, 1Olivier Teytaud
2, 3, 4Denis Laurendeau a, 1
Genetic and Evolutionary Computation Conference (2009) 8 pages
Abstract: Many elds rely on some stochastic sampling of a given com- plex space. Low-discrepancy sequences are methods aim- ing at producing samples with better space-lling properties than uniformly distributed random numbers, hence allow- ing a more ecient sampling of that space. State-of-the-art methods like nearly orthogonal Latin hypercubes and scram- bled Halton sequences are congured by permutations of in- ternal parameters, where permutations are commonly done randomly. This paper proposes the use of evolutionary al- gorithms to evolve these permutations, in order to optimize a discrepancy measure. Results show that an evolution- ary method is able to generate low-discrepancy sequences of signicantly better space-lling properties compared to sequences congured with purely random permutations.
- a – Université Laval
- 1: Département de génie électrique et de génie informatique (GEL-GIF)
- Université Laval
- 2: TAO (INRIA Futurs)
- INRIA – CNRS : UMR8623 – Université Paris XI - Paris Sud
- 3: Laboratoire de Recherche en Informatique (LRI)
- CNRS : UMR8623 – Université Paris XI - Paris Sud
- 4: TAO (INRIA Saclay - Ile de France)
- INRIA – CNRS : UMR8623 – Université Paris XI - Paris Sud
- Domain : Mathematics/Optimization and Control
- inria-00386475, version 1
- http://hal.inria.fr/inria-00386475
- oai:hal.inria.fr:inria-00386475
- From: Olivier Teytaud
- Submitted on: Thursday, 21 May 2009 22:15:49
- Updated on: Friday, 22 May 2009 08:30:37






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