Holographic memory-based Bayesian optimization algorithm (HM-BOA) in dynamic environments

Abstract

This paper presents a new evolutionary dynamic optimization algorithm, holographic memory-based Bayesian optimization algorithm (HM-BOA), whose objective is to address the weaknesses of sequential memorybased dynamic optimization approaches. To this end, holographic associative neural memory is applied to one of the recent successful memory-based evolutionary methods, DBN-MBOA (memory-based BOA with dynamic Bayesian networks). Holographic memory is appropriate for encoding environmental changes since its stimulus and response data are represented by a vector of complex numbers such that the phase and the magnitude denote the information and its confidence level, respectively. In the learning process in HM-BOA, holographic memory is trained by probabilistic models at every environmental change. Its weight matrix contains abstract information obtained from previous changes and is used for constructing a new probabilistic model when the environment changes. The unique features of HM-BOA are: 1) the stored information can be generalized, and 2) a small amount of memory is required for storing the probabilistic models. Experimental results adduce grounds for its effectiveness especially in random environments.