Spherical Distributions Used in Evolutionary Algorithms

Abstract

Performance of evolutionary algorithms in real space is evaluated by local measures such as success probability and expected progress. In high-dimensional landscapes, most algorithms rely on the normal multi-variate, easy to assemble from independent, identically distributed components. This paper analyzes a different distribution, also spherical, yet with dependent components and compact support: uniform in the sphere. Under a simple setting of the parameters, two algorithms are compared on a quadratic fitness function. The success probability and the expected progress of the algorithm with uniform distribution are proved to dominate their normal mutation counterparts by order n!!.

Keywords

• probabilistic optimization
• spherical distribution
• multi-variate calculus
• hypergeometric functions
• transition kernel