Parameter analysis based on stochastic model for differential evolution algorithm |
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| Authors: | Ling Wang Fu-zhuo Huang |
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| Affiliation: | Tsinghua National Laboratory for Information Science and Technology (TNList), Department of Automation, Tsinghua University, Beijing 100084, China |
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| Abstract: | In this paper, a stochastic model is used to describe and analyze the evolution process of differential evolution (DE) for numerical optimization. With the model, it illustrates how the probability distribution of the whole population is changed by mutation, selection and crossover operations. Based on the theoretical analysis, some guidelines about the parameter setting for DE are provided. In addition, numerical simulations are carried out to verify the conclusions drawn from model analysis. |
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| Keywords: | Differential evolution Parameter analysis Probability distribution function Stochastic model Numerical optimization |
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