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TitleBootstrap performance profiles in stochastic algorithms assessment
Author(s)Costa, Lino
Espírito Santo, I. A. C. P.
Oliveira, Pedro
KeywordsPerformance profiles
Stochastic algorithms
Numerical optimization
Issue date2015
PublisherAIP Publishing
JournalAIP Conference Proceedings
Abstract(s)Optimization with stochastic algorithms has become a relevant research field. Due to its stochastic nature, its assessment is not straightforward and involves integrating accuracy and precision. Performance profiles for the mean do not show the trade-off between accuracy and precision, and parametric stochastic profiles require strong distributional assumptions and are limited to the mean performance for a large number of runs. In this work, bootstrap performance profiles are used to compare stochastic algorithms for different statistics. This technique allows the estimation of the sampling distribution of almost any statistic even with small samples. Multiple comparison profiles are presented for more than two algorithms. The advantages and drawbacks of each assessment methodology are discussed.
TypeConference paper
AccessRestricted access (UMinho)
Appears in Collections:CAlg - Artigos em revistas internacionais/Papers in international journals

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