Heavy tails with parameter adaptation in random projection based continuous EDA

Abstract

In this paper, we present a new variant of EDA for high dimensional continuous optimisation, which extends a recently proposed random projections (RP) ensemble based approach by employing heavy tailed random matrices. In particular, we use random matrices with i.i.d. t-distributed entries. The use of t-distributions may look surprising in the context of… (More)
DOI: 10.1109/CEC.2015.7257140

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@article{Sanyang2015HeavyTW, title={Heavy tails with parameter adaptation in random projection based continuous EDA}, author={Momodou L. Sanyang and Ata Kab{\'a}n}, journal={2015 IEEE Congress on Evolutionary Computation (CEC)}, year={2015}, pages={2074-2081} }