Component-wise differentiation modifies each candidate-vector component independently by adding a scaled difference between other candidate vectors. Differential evolution uses this mechanism to avoid relying on global gradients when approximating discontinuous or difficult functions. section 4.5.1
A simplified differential-evolution update proceeds as follows:
- Select three random agents, a, b, and c, from the population. section 4.5.1
- Evaluate the trial agent and replace the target only when its fitness improves. section 4.5.1
Approximating discontinuous functions
The EDL_4_5_DE.ipynb experiment applies differential evolution to polynomial, absolute, and step functions. Changing the function type and MAX_TIME lets you compare performance, including DE and ES results on a step function. section 4.5.1
