Title
Optimizing low-discrepancy sequences with an evolutionary algorithm
Abstract
Many fields rely on some stochastic sampling of a given complex space. Low-discrepancy sequences are methods aiming at producing samples with better space-filling properties than uniformly distributed random numbers, hence allowing a more efficient sampling of that space. State-of-the-art methods like nearly orthogonal Latin hypercubes and scrambled Halton sequences are configured by permutations of internal parameters, where permutations are commonly done randomly. This paper proposes the use of evolutionary algorithms to evolve these permutations, in order to optimize a discrepancy measure. Results show that an evolutionary method is able to generate low-discrepancy sequences of significantly better space-filling properties compared to sequences configured with purely random permutations.
Year
DOI
Venue
2009
10.1145/1569901.1570101
GECCO
Keywords
Field
DocType
stochastic sampling,random permutation,evolutionary method,space-filling property,random number,low-discrepancy sequence,evolutionary algorithm,efficient sampling,better space-filling property,complex space,evolutionary algorithms,combinatorial optimization
Halton sequence,Mathematical optimization,Evolutionary algorithm,Computer science,Permutation,Combinatorial optimization,Sampling (statistics),Complex space,Hypercube
Conference
Citations 
PageRank 
References 
2
0.39
9
Authors
4
Name
Order
Citations
PageRank
François-Michel De Rainville11999.27
Christian Gagné262752.38
Olivier Teytaud379484.86
Denis Laurendeau4803169.72