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arXiv 2204.09353cs.NE
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欠采样对进化算法基准测试和配置的影响分析

Analyzing the Impact of Undersampling on the Benchmarking and Configuration of Evolutionary Algorithms

Diederick Vermetten, Hao Wang, Manuel López-Ibañez, Carola Doerr, Thomas Bäck

摘要:

迭代优化算法的随机性导致固有的噪声性能测量。由于这些测量通常收集一次,然后重复使用,因此收集的样本数量将对算法比较的可靠性产生重大影响。我们表明,在根据有限的数据做出决策时,应该小心。特别是,我们表明,在许多基准研究中使用的运行次数,例如,COCO环境建议的默认值15可能不足以在众所周知的数值优化基准上可靠地对算法进行排名。此外,自动算法配置方法对样本量不足敏感。这可能导致配置器选择“幸运”但性能差的配置,尽管探索更好的配置。我们表明,依赖于平均性能值,因为许多配置器,可以需要大量的运行,以提供所考虑的配置之间的准确比较。在大多数情况下,普通的统计测试可以大大改善这种情况,但并不总是如此。我们展示了超过20%的性能损失的例子,即使使用统计竞赛来动态调整运行次数,就像irace所做的那样。我们的研究结果强调了适当考虑性能值的统计分布的重要性。

英文摘要:

The stochastic nature of iterative optimization heuristics leads to inherently noisy performance measurements. Since these measurements are often gathered once and then used repeatedly, the number of collected samples will have a significant impact on the reliability of algorithm comparisons. We show that care should be taken when making decisions based on limited data. Particularly, we show that the number of runs used in many benchmarking studies, e.g., the default value of 15 suggested by the COCO environment, can be insufficient to reliably rank algorithms on well-known numerical optimization benchmarks. Additionally, methods for automated algorithm configuration are sensitive to insufficient sample sizes. This may result in the configurator choosing a `lucky' but poor-performing configuration despite exploring better ones. We show that relying on mean performance values, as many configurators do, can require a large number of runs to provide accurate comparisons between the considered configurations. Common statistical tests can greatly improve the situation in most cases but not always. We show examples of performance losses of more than 20%, even when using statistical races to dynamically adjust the number of runs, as done by irace. Our results underline the importance of appropriately considering the statistical distribution of performance values.

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