计算智能课件 分布估计算法.pptVIP

分布估计算法 简介 遗传算法中的交叉、变异等操作有可能破坏已经优化好的个体。一种新的演化算法 – 分布估计算法应运而生。 分布估计算法中没有交叉和变异。主要用到是好的个体的一种概率模型，以及根据此模型抽样产生下一代。 基于种群的增强式学习 Population based Incremental Learning (PBIL, Baluja, 1994) Basic PBIL P ? initialize probability vector (each position = 0.5) while (generations++ limit) for each vector i do for each position j do generate Vi(j) according to P(j) end-do evaluate f(Vi) end-do Vmax = max(f(Vi)) update P according to Vmax if random(0,1] Pmutate mutate P end-if end-while Details Population replaced by probability vector P = {p1 , p2 , …, p?} pi : Probability of 1 in the ith bit Generate n individuals Update P using the best individual pi(t+1) = ?xi + pi(t)(1- ?), i = 1,2,…,? Mutate P: pi(t+1) = ?mU[0,1) + pi(t+1)(1- ?m) PBIL Example t = 0, P = {0.5, 0.5, 0.5, 0.5} Generate 5 individuals {1010, 1100, 0100, 0111, 0001} Fitness: {2, 2, 1, 3, 1} Best individual: 0111; ? = 0.1 Update P p1 = 0.5*(1-0.1) = 0.45 p2 = p3 = p4 = 0.1*1 + 0.5*(1-0.1) = 0.55 Some applications Function optimization Job-shop scheduling TSP Bin-packing Knapsack Problem Neural Network weight training 分布估计算法：总的框架 Estimation of Distribution Algorithms do just that! Typically they operate as follows: Step 0: Randomly generate a set of ? individuals (t=0) Step 1: Evaluate the ? individuals While (not done) Step 2: Select ? individuals (where ? ? ?) to be parents Develop a probability distribution/density function, pt, based on the parents Step 3: Create ? offspring using pt Step 4: Evaluate the offspring Step 5: The ? offspring replace the ? parents (t = t + 1) Step 6: Goto While 分布估计算法：概率向量和高斯分布 The EDA is known as the Univariate Marginal Distribution Algorithm Let’s try to solve the following problem f(x) = x2, where -2.0 ? x ? 2.0, Let l = 7, therefore our mapping function will be d(2,-2,7,c) = 4*decode(c)/127 - 2 EDA：An example run Randomly Generate an Initial Population Genotype Phenotype Fitness Person 1: 1001010 0.331 Fit: ? Person 2: 0100101