Estimation-of-Distribution Algorithms for Multi-Valued Decision Variables
share
With apparently all research on estimation-of-distribution algorithms (EDAs) concentrated on pseudo-Boolean optimization and permutation problems, we undertake the first steps towards using EDAs for problems in which the decision variables can take more than two values, but which are not permutation problems. To this aim, we propose a natural way to extend the known univariate EDAs to such variables. Different from a naive reduction to the binary case, it avoids additional constraints. Since understanding genetic drift is crucial for an optimal parameter choice, we extend the known quantitative analysis of genetic drift to EDAs for multi-valued variables. Roughly speaking, when the variables take r different values, the time for genetic drift to become significant is r times shorter than in the binary case. Consequently, the update strength of the probabilistic model has to be chosen r times lower now. To investigate how desired model updates take place in this framework, we undertake a mathematical runtime analysis on the r-valued LeadingOnes problem. We prove that with the right parameters, the multi-valued UMDA solves this problem efficiently in O(rlog(r)^2 n^2 log(n)) function evaluations. Overall, our work shows that EDAs can be adjusted to multi-valued problems, and it gives advice on how to set the main parameters.
READ FULL TEXT