An implicitly parallel EDA based on restricted boltzmann machines
Malte Probst, Franz Rothlauf, Jörn Grahl · 2014
We present a parallel version of RBM-EDA. RBM-EDA is an Estimation of Distribution Algorithm (EDA) that models dependencies between decision variables using a Restricted Boltzmann Machine (RBM). In contrast to other EDAs, RBM-EDA mainly uses matrix-matrix multiplications for model estimation and sampling. Hence, for implementation, standard libraries for linear algebra can be used. This allows an easy parallelization and leads to a high utilization of parallel architectures. The probabilistic model of the parallel version and the version on a single core are identical. We explore the speedups gained from running RBM-EDA on a Graphics Processing Unit. For problems of bounded difficulty like deceptive traps, parallel RBM-EDA is faster by several orders of magnitude (up to 750 times) in comparison to a single-threaded implementation on a CPU. As the speedup grows linearly with problem size, parallel RBM-EDA may be particularly useful for large problems.