BOA: the Bayesian optimization algorithm

Abstract

In this paper, an algorithm based on the concepts of genetic algorithms that uses an estimation of a probability distribution of promising solutions in order to generate new candidate solutions is proposed. To estimate the distribution, techniques for modeling multivariate data by Bayesian networks are used. The proposed algorithm identifies, reproduces and mixes building blocks up to a specified order. It is independent of the ordering of the variables in the strings representing the solutions. Moreover, prior information about the problem can be incorporated into the algorithm. However, prior information is not essential. Preliminary experiments show that the BOA outperforms the simple genetic algorithm even on decomposable functions with tight building blocks as a problem size grows. 1 INTRODUCTION Recently, there has been a growing interest in optimization methods that explicitly model the good solutions found so far and use the constructed model to guide the fu...