Roulette-wheel selection via stochastic acceptance

Details Roulette-wheel selection via stochastic acceptance Roulette-wheel selection via stochastic acceptance

2011-09-16

arxiv.org/abs/1109.3627v2

Physica A 391 (2012) pp. 2193-2196

Computer Science

Neural and Evolutionary Computing

4 pages, Physica A, accepted

Scientific paper

10.1016/j.physa.2011.12.004

Roulette-wheel selection is a frequently used method in genetic and evolutionary algorithms or in modeling of complex networks. Existing routines select one of N individuals using search algorithms of O(N) or O(log(N)) complexity. We present a simple roulette-wheel selection algorithm, which typically has O(1) complexity and is based on stochastic acceptance instead of searching. We also discuss a hybrid version, which might be suitable for highly heterogeneous weight distributions, found, for example, in some models of complex networks. With minor modifications, the algorithm might also be used for sampling with fitness cut-off at a certain value or for sampling without replacement.

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