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
Abstract : Noisy optimization is the optimization of objective functions corrupted by noise. A portfolio of algorithms is a set of algorithms equipped with an algorithm selection tool for distributing the compu- tational power among them. We study portfolios of noisy optimization solvers, show that different settings lead to dramatically different perfor- mances, obtain mathematically proved adaptivity by an ad hoc selection algorithm dedicated to noisy optimization. A somehow surprising result is that it is better to compare solvers with some lag; i.e., recommend the current recommendation of the best solver, selected from a comparison based on their recommendations earlier in the run.
Type de document :
Communication dans un congrès
Learning and Intelligent Optimization Conference, Feb 2014, Florida, United States. 2014
https://hal.inria.fr/hal-00926638
Contributeur : Jialin Liu
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Soumis le : vendredi 4 avril 2014 - 10:38:32
Dernière modification le : jeudi 5 avril 2018 - 12:30:12
Document(s) archivé(s) le : vendredi 4 juillet 2014 - 10:37:10
