Upper Bounds on the Runtime of the Univariate Marginal Distribution Algorithm on OneMax
A runtime analysis of the Univariate Marginal Distribution Algorithm (UMDA) is presented on the OneMax function for wide ranges of its parameters $\mu$ and $\lambda$. If $\mu\ge c\log n$ for some constant $c>0$ and $\lambda=(1+\Theta(1))\mu$, a general bound $O(\mu n)$ on the expected runtime is obtained. This bound crucially assumes that all marginal probabilities of the algorithm are confined to the interval $[1/n,1-1/n]$. If $\mu\ge c' \sqrt{n}\log n$ for a constant $c'>0$ and $\lambda=(1+\Theta(1))\mu$, the behavior of the algorithm changes and the bound on the expected runtime becomes $O(\mu\sqrt{n})$, which typically even holds if the borders on the marginal probabilities are omitted. The results supplement the recently derived lower bound $\Omega(\mu\sqrt{n}+n\log n)$ by Krejca and Witt (FOGA 2017) and turn out as tight for the two very different values $\mu=c\log n$ and $\mu=c'\sqrt{n}\log n$. They also improve the previously best known upper bound $O(n\log n\log\log n)$ by Dang and Lehre (GECCO 2015).
Code (0)
등록된 구현이 없습니다.
Similar Papers 제목 키워드 기반
Runtime Analysis of the Univariate Marginal Distribution Algorithm under Low Selective Pressure and Prior Noise
We perform a rigorous runtime analysis for the Univariate Marginal Distribution Algorithm on the LeadingOnes function, a well-known benchmark function in the theory community of evolutionary computation with a high corre…
Improved Runtime Bounds for the Univariate Marginal Distribution Algorithm via Anti-Concentration
Unlike traditional evolutionary algorithms which produce offspring via genetic operators, Estimation of Distribution Algorithms (EDAs) sample solutions from probabilistic models which are learned from selected individual…
Evolutionary AlgorithmsWorst-Case Expected Shortfall with Univariate and Bivariate Marginals
Worst-case bounds on the expected shortfall risk given only limited information on the distribution of the random variables has been studied extensively in the literature. In this paper, we develop a new worst-case bound…
Level-Based Analysis of the Univariate Marginal Distribution Algorithm
Estimation of Distribution Algorithms (EDAs) are stochastic heuristics that search for optimal solutions by learning and sampling from probabilistic models. Despite their popularity in real-world applications, there is l…
On the Limitations of the Univariate Marginal Distribution Algorithm to Deception and Where Bivariate EDAs might help
We introduce a new benchmark problem called Deceptive Leading Blocks (DLB) to rigorously study the runtime of the Univariate Marginal Distribution Algorithm (UMDA) in the presence of epistasis and deception. We show that…
Evolutionary Algorithms