Please use this identifier to cite or link to this item: http://hdl.handle.net/1822/39485

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dc.contributor.authorCosta, Linopor
dc.contributor.authorEspírito Santo, I. A. C. P.por
dc.contributor.authorOliveira, Pedropor
dc.date.accessioned2016-01-18T15:03:53Z-
dc.date.issued2015-
dc.identifier.isbn9780735412873por
dc.identifier.issn0094-243Xpor
dc.identifier.urihttp://hdl.handle.net/1822/39485-
dc.description.abstractOptimization 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.por
dc.description.sponsorshipThis work has been supported by FCT - Fundação para a Ciência e Tecnologia in the scope of the project: PEstOE/EEI/UI0319/2014.por
dc.language.isoengpor
dc.publisherAIP Publishingpor
dc.relationinfo:eu-repo/grantAgreement/FCT/5876/135968/PTpor
dc.relationinfo:eu-repo/grantAgreement/FCT/3599-PPCDT/137309/PT-
dc.rightsrestrictedAccesspor
dc.subjectPerformance profilespor
dc.subjectStochastic algorithmspor
dc.subjectNumerical optimizationpor
dc.titleBootstrap performance profiles in stochastic algorithms assessmentpor
dc.typeconferencePaperpor
dc.peerreviewedyespor
sdum.publicationstatuspublishedpor
oaire.citationStartPage140009por
oaire.citationIssue1por
oaire.citationVolume1648por
dc.identifier.doi10.1063/1.4912429por
dc.subject.wosScience & Technologypor
sdum.journalAIP Conference Proceedingspor
sdum.conferencePublicationPROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014)-
Appears in Collections:CAlg - Artigos em revistas internacionais/Papers in international journals

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