inria-00112813, version 1
Comparison-based algorithms: worst-case optimality, optimality w.r.t a bayesian prior, the intraclass-variance minimization in EDA, and implementations with billiards
Sylvain Gelly
a, 1Sylvie Ruette
a, 2Olivier Teytaud a, 1
Parallel Problem Solving from Nature BTP-Workshop (2006)
Abstract: This paper is centered on the analysis of comparison-based algorithms. It has been shown recently that these algorithms are at most linearly convergent with a constant 1 − O(1/d); we here show that these algorithms are however optimal for robust optimization w.r.t increasing transformations of the fitness. We then turn our attention to the design of optimal comparison-based algorithms. No-Free-Lunch theorems have shown that introducing priors is necessary in order to design algorithms better than others; therefore, we include a bayesian prior in the spirit of learning theory. We show that these algorithms have a nice interpretation in terms of Estimation-Of-Distribution algorithms, and provide tools for the optimal design of generations of lambda-points by the way of billiard algorithms.
- a – Université Paris Sud - Paris XI
- 1: TAO (INRIA Futurs)
- INRIA – CNRS : UMR8623 – Université Paris XI - Paris Sud
- 2: Laboratoire de Mathématiques d'Orsay (LM-Orsay)
- CNRS : UMR8628 – Université Paris XI - Paris Sud
- Domain : Computer Science/Artificial Intelligence
- inria-00112813, version 1
- http://hal.inria.fr/inria-00112813
- oai:hal.inria.fr:inria-00112813
- From: Sylvain Gelly
- Submitted on: Thursday, 9 November 2006 17:10:26
- Updated on: Thursday, 9 November 2006 17:27:03






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