코시 분포의 축척 매개변수를 추정하여 돌연변이 연산에 적용한 진화 프로그래밍

Evolutionary Programming of Applying Estimated Scale Parameters of the Cauchy Distribution to the Mutation Operation

  • 이창용 (공주대학교 산업시스템공학과)
  • 투고 : 2010.04.26
  • 심사 : 2010.07.19
  • 발행 : 2010.09.15

초록

진화 프로그래밍은 실수형 최적화 문제에 널리 사용되는 알고리즘으로 돌연변이 연산이 중요한 연산이다. 일반적으로 돌연변이 연산은 확률 분포와 이에 따른 매개변수를 사용하여 변수값을 변화시키는데, 이 때 매개변수 역시 돌연변이 연산의 대상이 됨으로 이를 위한 또 다른 매개변수가 필요하다. 그러나 최적의 매개변수 값은 주어진 문제에 전적으로 의존하기 때문에 매개변수 개수가 많은 경우 매개변수값들에 대한 최적 조합을 찾기 어렵다. 이러한 문제를 부분적으로나마 해결하기 위하여 본 논문에서는 변수의 돌연변이 연산을 위한 매개변수를 자기 적응적 관점에서 이론적으로 추정한 돌연변이 연산을 제안하였다. 제안한 알고리즘에서는 코시 확률 분포의 축척 매개변수를 추정하여 돌연변이 연산에 적용함으로 축척 매개변수에 대한 돌연변이 연산이 필요하지 않다는 장점이 있다. 제안한 알고리즘을 벤치마킹 문제에 적용한 실험 결과를 통해 볼 때, 최적값 측면에서는 제안한 알고리즘의 상대적 우수성은 벤치마킹 문제에 의존하였으나 계산 시간 측면에서는 모든 벤치마킹 문제에 대하여 제안한 알고리즘이 우수하였다.

The mutation operation is the main operation in the evolutionary programming which has been widely used for the optimization of real valued function. In general, the mutation operation utilizes both a probability distribution and its parameter to change values of variables, and the parameter itself is subject to its own mutation operation which requires other parameters. However, since the optimal values of the parameters entirely depend on a given problem, it is rather hard to find an optimal combination of values of parameters when there are many parameters in a problem. To solve this shortcoming at least partly, if not entirely, in this paper, we propose a new mutation operation in which the parameter for the variable mutation is theoretically estimated from the self-adaptive perspective. Since the proposed algorithm estimates the scale parameter of the Cauchy probability distribution for the mutation operation, it has an advantage in that it does not require another mutation operation for the scale parameter. The proposed algorithm was tested against the benchmarking problems. It turned out that, although the relative superiority of the proposed algorithm from the optimal value perspective depended on benchmarking problems, the proposed algorithm outperformed for all benchmarking problems from the perspective of the computational time.

키워드

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