Evolutionary algorithm using kernel density estimation model in continuous domain

Estimation of distribution algorithm (EDA) is a kind of evolutionary algorithm which updates and samples from probabilistic model in evolutionary course. The key of EDA is the construction of probability model suitable for real distribution. Gaussian distribution is widely used in EDAs but the assumption of normality is not realistic for many real-life problems. In this paper, a new EDA using kernel density estimation (KEDA) is introduced. Adaptive change strategy of kernel width is presented and selection scheme, sampling method are also given cooperated with KEDA. The results of 5 benchmark functions show that results of KEDA outperform PBIL_C, UMDA_C, EDA^G, H-EDA.