Continuous iterated density estimation evolutionary algorithms within the IDEA framework

In this paper, we formalize the notion of performing optimization by iterated density estimation evolutionary algorithms as the IDEA framework. These algorithms build probabilistic models and estimate probability densities based upon a selection of available points. We show how these probabilistic models can be built and used for different probability density functions within the IDEA framework. We put the emphasis on techniques for vectors of continuous random variables and thereby introduce new continuous evolutionary optimization algorithms.

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