Learning Structure Illuminates Black Boxes - An Introduction to Estimation of Distribution Algorithms

This chapter serves as an introduction to estimation of distribution algorithms (EDAs). Estimation of distribution algorithms are a new paradigm in evolutionary computation. They combine statistical learning with population-based search in order to automatically identify and exploit certain structural properties of optimization problems. State-of-the-art EDAs consistently outperform classical genetic algorithms on a broad range of hard optimization problems. We review fundamental terms, concepts, and algorithms which facilitate the understanding of EDA research. The focus is on EDAs for combinatorial and continuous non-linear optimization and the major differences between the two fields are discussed.