Opened 14 years ago
Last modified 7 years ago
#1386 new enhancement
Mutation of constant factors should not simply add a normally distributed value but a value sampled from a mixture of Gaussians
Reported by: | gkronber | Owned by: | gkronber |
---|---|---|---|
Priority: | low | Milestone: | HeuristicLab 4.0 |
Component: | Problems.DataAnalysis | Version: | 3.3.2 |
Keywords: | Cc: | maffenze |
Description
Now mutation of constants and variable weights is:
f = f + x x ~ N(0,sigma),
where sigma is a parameter supplied by the user.
This should be changed as suggested by maffenze to the following more complex adaption routine that is arguably more robust.
f = f + y y ~ N(0,s) s ~ U(0, s_max),
where s_max is a parameter supplied by the used. For variables s_max should automatically set to:
s_max = s_user * Var(x_i),
Where s_user is a user supplied parameter and Var(x_i) is the variance of variable x_i over the observations in the training set.
Change History (3)
comment:1 Changed 14 years ago by swagner
- Milestone changed from HeuristicLab 3.3.3 to HeuristicLab x.x.x
comment:2 Changed 11 years ago by gkronber
- Priority changed from medium to low
- Summary changed from Mutation of constant factors should not simply add a random normally distributed variable but a random variable that is a mixture of normally distributed variables to Mutation of constant factors should not simply add a normally distributed value but a value sampled from a mixture of Gaussians
comment:3 Changed 7 years ago by gkronber
- Milestone changed from HeuristicLab 3.3.x Backlog to HeuristicLab 4.0
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I suggest we use the switch to the new version (allowing behavior changes) to implement this change.
An quick experiment should be made first to check that algorithm performance doesn't deteriorate.