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Noisy Optimization Complexity Under Locality Assumption

Jérémie Decock 1, 2 Olivier Teytaud 1, 2
1 TAO - Machine Learning and Optimisation
CNRS - Centre National de la Recherche Scientifique : UMR8623, Inria Saclay - Ile de France, UP11 - Université Paris-Sud - Paris 11, LRI - Laboratoire de Recherche en Informatique
2 LRI - Laboratoire de Recherche en Informatique
Abstract : In spite of various recent publications on the subject, there are still gaps between upper and lower bounds in evolutionary optimization for noisy objective function. In this paper we reduce the gap, and get tight bounds within logarithmic factors in the case of small noise and no long-distance influence on the objective function.
Keywords : Noisy optimization black box complexity model local sampling
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https://hal.inria.fr/hal-00755663
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Submitted on : Sunday, April 7, 2013 - 1:52:25 AM
Last modification on : Thursday, July 8, 2021 - 3:47:45 AM
Long-term archiving on: : Monday, July 8, 2013 - 10:15:08 AM

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Jérémie Decock, Olivier Teytaud. Noisy Optimization Complexity Under Locality Assumption. FOGA - Foundations of Genetic Algorithms XII - 2013, Jan 2013, Adelaide, Australia. ⟨hal-00755663⟩

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