NDLI: Bare Bones Particle Swarm Optimization With Scale Matrix Adaptation

Content Provider	IEEE Xplore Digital Library
Author	Campos, M. Krohling, R.A. Enriquez, I.
Copyright Year	2013
Abstract	Bare bones particle swarm optimization (BBPSO) is a swarm algorithm that has shown potential for solving single-objective unconstrained optimization problems over continuous search spaces. However, it suffers of the premature convergence problem that means it may get trapped into a local optimum when solving multimodal problems. In order to address this drawback and improve the performance of the BBPSO, we propose a variant of this algorithm, named by us as BBPSO with scale matrix adaptation (SMA), SMA-BBPSO for short reference. In the SMA-BBPSO, the position of a particle is selected from a multivariate t -distribution with a rule for adaptation of its scale matrix. We use the multivariate t -distribution in its hierarchical form, as a scale mixtures of normal distributions. The t -distribution has heavier tails than those of the normal distribution, which increases the ability of the particles to escape from a local optimum. In addition, our approach includes the normal distribution as a particular case. As a consequence, the t -distribution can be applied during the optimization process by maintaining the proper balance between exploration and exploitation. We also propose a simple update rule to adapt the scale matrix associated with a particle. Our strategy consists of adapting the scale matrix of a particle such that the best position found by any particle in its neighborhood is sampled with maximum likelihood in the next iteration. A theoretical analysis was developed to explain how the SMA-BBPSO works, and an empirical study was carried out to evaluate the performance of the proposed algorithm. The experimental results show the suitability of the proposed approach in terms of effectiveness to find good solutions for all benchmark problems investigated. Nonparametric statistical tests indicate that SMA-BBPSO shows a statistically significant improvement compared with other swarm algorithms.
Page Count	12
File Size	9445869
Starting Page	1567
Ending Page	1578
File Format	PDF
ISSN	21682267
Volume Number	44
Issue Number	9
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2014-01-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Gaussian distribution Optimization Covariance matrices Particle swarm optimization Search problems Standards Vectors swarm algorithms Multivariate t-distribution scale matrix adaptation (SMA) scale mixtures of normal distributions Multivariate $t$ -distribution
Content Type	Text
Resource Type	Article
Subject	Control and Systems Engineering Information Systems Electrical and Electronic Engineering Human-Computer Interaction Computer Science Applications Software

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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