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Algorithm Portfolios for Noisy Optimization: Compare Solvers Early
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.
Cited literature [33 references]
https://hal.inria.fr/hal-00926638
Contributor : Jialin Liu <>
Submitted on : Friday, April 4, 2014 - 10:38:32 AM
Last modification on : Thursday, June 17, 2021 - 3:47:06 AM
Long-term archiving on: : Friday, July 4, 2014 - 10:37:10 AM
Contributor : Jialin Liu <>
Submitted on : Friday, April 4, 2014 - 10:38:32 AM
Last modification on : Thursday, June 17, 2021 - 3:47:06 AM
Long-term archiving on: : Friday, July 4, 2014 - 10:37:10 AM
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portfolio2_LION8.pdf
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