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inria-00386475, version 1

Optimizing Low-Discrepancy Sequences with an Evolutionary Algorithm

François-Michel De Rainville a1, Christian Gagné a1, Olivier Teytaud () 234, Denis Laurendeau a1

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.

  • Domain : Mathematics/Optimization and Control
 
  • inria-00386475, version 1
  • oai:hal.inria.fr:inria-00386475
  • From: 
  • Submitted on: Thursday, 21 May 2009 22:15:49
  • Updated on: Friday, 22 May 2009 08:30:37
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