Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/39485
Título: | Bootstrap performance profiles in stochastic algorithms assessment |
Autor(es): | Costa, Lino Espírito Santo, I. A. C. P. Oliveira, Pedro |
Palavras-chave: | Performance profiles Stochastic algorithms Numerical optimization |
Data: | 2015 |
Editora: | AIP Publishing |
Revista: | AIP Conference Proceedings |
Resumo(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. |
Tipo: | Artigo em ata de conferência |
URI: | https://hdl.handle.net/1822/39485 |
ISBN: | 9780735412873 |
DOI: | 10.1063/1.4912429 |
ISSN: | 0094-243X |
Arbitragem científica: | yes |
Acesso: | Acesso restrito UMinho |
Aparece nas coleções: | CAlg - Artigos em revistas internacionais / Papers in international journals |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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paperICNAAM2014.pdf Acesso restrito! | 134,34 kB | Adobe PDF | Ver/Abrir |