Continuous estimation of distribution algorithms based on factorized Gaussian Markov networks

Abstract

Because of their intrinsic properties, the majority of the estimation of distribution algorithms proposed for continuous optimization problems are based on the Gaussian distribution assumption for the variables. This paper looks over the relation between the general multivariate Gaussian distribution and the popular undirected graphical model of Markov networks and discusses how they can be employed in estimation of distribution algorithms for continuous optimization. A number of learning and sampling techniques for thesemodels, including the promising regularized model learning, are also reviewed and their application for function optimization in the context of estimation of distribution algorithms is studied. © Springer-Verlag Berlin Heidelberg 2012.