Elliptical and Archimedean Copulas in Estimation of Distribution Algorithm with Model Migration

Abstract

Estimation of distribution algorithms (EDAs) are stochastic optimization techniques that are based on building and sampling a probability model. Copula theory provides methods that simplify the estimation of a probability model. An island-based version of copula-based EDA with probabilistic model migration (mCEDA) was tested on a set of well-known standard optimization benchmarks in the continuous domain. We investigated two families of copulas - Archimedean and elliptical. Experimental results confirm that this concept of model migration (mCEDA) yields better convergence as compared with the sequential version (sCEDA) and other recently published copula-based EDAs.