TAM-EDA: Multivariate t Distribution, Archive and Mutation Based Estimation of Distribution Algorithm

Bo Gao, Ian Wood · ANZIAM Journal · 2014

We present a novel estimation of a distribution algorithm (eda), tam-eda, which uses a multivariate t distribution model, an archive population and a mutation operation to escape local minima, avoid premature convergence and utilize a record of the best solutions. Earlier edas used multivariate normal distributions to model low-cost regions of the search space. The multivariate t distribution has heavier tails and so is more likely to maintain diversity, while still allowing convergence to occur. The current population of potential solutions has limited ability to represent all the best regions of the search space explored so far. The archive allows storage of a larger population of promising solutions, which are then used in model building. However, the eda model and archive may still become stuck at suboptimal solutions, so to combat this we introduce a decomposition mutation operation which retains most of the attributes of a current solution but attempts large changes in others. 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