Cloud Model Based Evolution Strategy Driven by Kurtosis
Zhen He · 2012
The Cloud Distribution's kurtosis statistic and its application are considered to analyze and improve cloud model based evolution strategy(CMES) from the angle of the classical evolution strategy.By adjusting the kurtosis,the Cloud Distribution with a fixed standard deviation changes the shape of noise,which makes the mutation more effective.The formula of the cloud distribution's kurtosis is derived,which enables the transformation between the entropy-hyper entropy space and the standard deviation-kurtosis space.The influences of the kurtosis and the kurtosis ratio on the cloud distribution noises are compared to prove that the kurtosis is more suitable for self-adaptive.A kurtosis driven CMES,whose parameter evolution combines a 1/5 rule based standard deviation evolution and a self-adaptive kurtosis evolution,is presented.The experimental results of 8 test functions show that a high kurtosis benefits global optimization,a low kurtosis is in favor of local optimization,and the self-adaptive adjustment of the kurtosis can integrate the benefits from both.