A view of Estimation of Distribution Algorithms through the lens of Expectation-Maximization

24 May 2019  ·  David H. Brookes, Akosua Busia, Clara Fannjiang, Kevin Murphy, Jennifer Listgarten ·

We show that a large class of Estimation of Distribution Algorithms, including, but not limited to, Covariance Matrix Adaption, can be written as a Monte Carlo Expectation-Maximization algorithm, and as exact EM in the limit of infinite samples. Because EM sits on a rigorous statistical foundation and has been thoroughly analyzed, this connection provides a new coherent framework with which to reason about EDAs.

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