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inria-00451416, version 1

Bias and variance in continuous EDA

Fabien Teytaud () 123, Olivier Teytaud () 23

EA 09 (2009)

Abstract: Estimation of Distribution Algorithms are based on statistical estimates. We show that when combining classical tools from statistics, namely bias/variance decomposition, reweighting and quasi-randomization, we can strongly improve the convergence rate. All modifications are easy, compliant with most algorithms, and experimentally very efficient in particular in the parallel case (large offsprings).

  • 1:  TAO (INRIA Futurs)
  • INRIA – CNRS : UMR8623 – Université Paris XI - Paris Sud
  • 2:  Laboratoire de Recherche en Informatique (LRI)
  • CNRS : UMR8623 – Université Paris XI - Paris Sud
  • 3:  TAO (INRIA Saclay - Ile de France)
  • INRIA – CNRS : UMR8623 – Université Paris XI - Paris Sud
  • Domain : Mathematics/Optimization and Control
 
  • inria-00451416, version 1
  • oai:hal.inria.fr:inria-00451416
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  • Submitted on: Friday, 29 January 2010 09:22:26
  • Updated on: Friday, 29 January 2010 22:48:38