A Two-Level Hierarchical EDA Using Conjugate Priori

Abstract

Estimation of distribution algorithms (EDAs) are stochastic optimization methods that guide the search by building and sampling probabilistic models. Inspired by Bayesian inference, we proposed a two-level hierarchical model based on beta distribution. Beta distribution is the conjugate priori for binomial distribution. Besides, we introduced a learning rate function into the framework to control the model update. To demonstrate the effectiveness and applicability of our proposed algorithm, experiments are carried out on the 01-knapsack problems. Experimental results show that the proposed algorithm outperforms cGA, PBIL and QEA.