Publication Details

Bayesian Optimization Algorithms for Dynamic Problems

KOBLIHA Miloš, SCHWARZ Josef and OČENÁŠEK Jiří. Bayesian Optimization Algorithms for Dynamic Problems. In: Applications of Evolutionary Computing. Budapest: Springer Verlag, 2006, pp. 800-804. ISBN 3-540-33237-5. ISSN 0302-9743.
Czech title
Bayesovské optimalizační algoritmy pro dynamické problémy
Type
conference paper
Language
english
Authors
Kobliha Miloš, Ing. (DCSY FIT BUT)
Schwarz Josef, doc. Ing., CSc. (DCSY FIT BUT)
Očenášek Jiří, Ing., Ph.D. (DCSY FIT BUT)
Keywords

BOA algorithm, dynamic problem, optimalization

Abstract

This paper is an experimental study investigating the capability of Bayesian optimization algorithms to solve dynamic problems. We tested the performance of two variants of Bayesian optimization algorithms - Mixed continuous-discrete Bayesian Optimization Algorithm (MBOA), Adaptive Mixed Bayesian Optimization Algorithm (AMBOA) - and new proposed modifications with embedded Sentinels concept and Hypervariance. We have compared the performance of these variants on a simple dynamic problem - a time-varying function with predefined parameters. The experimental results confirmed the benefit of Sentinels concept and Hypervariance embedded into MBOA algorithm for tracking a moving optimum.

Published
2006
Pages
800-804
Journal
Lecture Notes in Computer Science, vol. 2006, no. 3907, ISSN 0302-9743
Proceedings
Applications of Evolutionary Computing
Conference
3rd European Workshop on Evolutionary Algorithms in Stochastic and Dynamic Environments, Budapešť, HU
ISBN
3-540-33237-5
Publisher
Springer Verlag
Place
Budapest, HU
BibTeX 
@INPROCEEDINGS{FITPUB8083,
   author = "Milo\v{s} Kobliha and Josef Schwarz and Ji\v{r}\'{i} O\v{c}en\'{a}\v{s}ek",
   title = "Bayesian Optimization Algorithms for Dynamic Problems",
   pages = "800--804",
   booktitle = "Applications of Evolutionary Computing",
   journal = "Lecture Notes in Computer Science",
   volume = 2006,
   number = 3907,
   year = 2006,
   location = "Budapest, HU",
   publisher = "Springer Verlag",
   ISBN = "3-540-33237-5",
   ISSN = "0302-9743",
   language = "english",
   url = "https://www.fit.vut.cz/research/publication/8083"
}
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