Ticket #100 (new enhancement)
extend DESolver to use dithering
Reported by: | mmckerns | Owned by: | mmckerns |
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Priority: | minor | Milestone: | mystic-0.5a |
Component: | mystic.solvers | Keywords: | |
Cc: |
Description
extend the DESolver to use dithering
From Rainer Storn:
I would like to draw your attention to the fact that advanced versions of DE virtually always use dither in their scaling factor to enhance diversity while keeping the number of population members low. So if your variable "scale" varies with equal probability in the range [0.5, 1] rather than setting it to a fixed value you usually get a more robust behaviour while simultaneously increasing the convergence rate in the mean. The reason for that is that in classic DE a reduction of the population size increases the convergence speed but also the risk to get stuck in a local optimum due to stagnation. Stagnation again results from a lack of population diversity which can be compensated by using dither. Usually dither is used per generation - i.e. a changing value for "scale" in every generation - and not per vector because it is simpler. The results for both variants do not differ significantly.
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