Related papers: Evaluating Noisy Optimisation Algorithms: First Hi…
This paper discusses the challenge when evaluating multi-objective optimisation algorithms under noise, and argues that decision maker preferences need to be taken into account. It demonstrates that commonly used performance metrics are…
In noisy evolutionary optimization, sampling is a common strategy to deal with noise. By the sampling strategy, the fitness of a solution is evaluated multiple times (called \emph{sample size}) independently, and its true fitness is then…
The performance measure of an algorithm is a crucial part of its analysis. The performance can be determined by the study on the convergence rate of the algorithm in question. It is necessary to study some (hopefully convergent) sequence…
Optimization problems are crucial in artificial intelligence. Optimization algorithms are generally used to adjust the performance of artificial intelligence models to minimize the error of mapping inputs to outputs. Current evaluation…
We reconsider stochastic convergence analyses of particle swarm optimisation, and point out that previously obtained parameter conditions are not always sufficient to guarantee mean square convergence to a local optimum. We show that…
The mathematical runtime analysis of evolutionary algorithms traditionally regards the time an algorithm needs to find a solution of a certain quality when initialized with a random population. In practical applications it may be possible…
Many optimization tasks have to be handled in noisy environments, where we cannot obtain the exact evaluation of a solution but only a noisy one. For noisy optimization tasks, evolutionary algorithms (EAs), a kind of stochastic…
Adaptive random search approaches have been shown to be effective for global optimization problems, where under certain conditions, the expected performance time increases only linearly with dimension. However, previous analyses assume that…
Optimization is an important module of modern machine learning applications. Tremendous efforts have been made to accelerate optimization algorithms. A common formulation is achieving a lower loss at a given time. This enables a…
Recent technological developments have focused the interest of the quantum computing community on investigating how near-term devices could outperform classical computers for practical applications. A central question that remains open is…
An experimental comparison of two or more optimization algorithms requires the same computational resources to be assigned to each algorithm. When a maximum runtime is set as the stopping criterion, all algorithms need to be executed in the…
Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…
We empirically evaluate the finite-time performance of several simulation-optimization algorithms on a testbed of problems with the goal of motivating further development of algorithms with strong finite-time performance. We investigate if…
We investigate the problem of designing optimal classifiers in the strategic classification setting, where the classification is part of a game in which players can modify their features to attain a favorable classification outcome (while…
When a problem instance is perturbed by a small modification, one would hope to find a good solution for the new instance by building on a known good solution for the previous one. Via a rigorous mathematical analysis, we show that…
The fitness level method is a widely used technique for estimating the mean hitting time of elitist evolutionary algorithms on level-based fitness functions. However, this paper identifies its main limitation: the linear lower bound derived…
It is known that evolution strategies in continuous domains might not converge in the presence of noise. It is also known that, under mild assumptions, and using an increasing number of resamplings, one can mitigate the effect of additive…
Evolutionary algorithms (EAs) are a sort of nature-inspired metaheuristics, which have wide applications in various practical optimization problems. In these problems, objective evaluations are usually inaccurate, because noise is almost…
Randomized search heuristics (RSHs) are known to have a certain robustness to noise. Mathematical analyses trying to quantify rigorously how robust RSHs are to a noisy access to the objective function typically assume that each solution is…
The model selection procedure is usually a single-criterion decision making in which we select the model that maximizes a specific metric in a specific set, such as the Validation set performance. We claim this is very naive and can perform…