A novel statistical approach for comparing meta-heuristic stochastic optimization algorithms according to the distribution of solutions in the search space

In this paper a novel statistical approach for comparing meta-heuristic stochastic optimization algorithms according to the distribution of the solutions in the search space is introduced, known as extended Deep Statistical Comparison. This approach is an extension of the recently proposed Deep Stat...

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Published inInformation sciences Vol. 489; pp. 255 - 273
Main Authors Eftimov, Tome, Korošec, Peter
Format Journal Article
LanguageEnglish
Published Elsevier Inc 01.07.2019
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Online AccessGet full text
ISSN0020-0255
1872-6291
1872-6291
DOI10.1016/j.ins.2019.03.049

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Abstract In this paper a novel statistical approach for comparing meta-heuristic stochastic optimization algorithms according to the distribution of the solutions in the search space is introduced, known as extended Deep Statistical Comparison. This approach is an extension of the recently proposed Deep Statistical Comparison approach used for comparing meta-heuristic stochastic optimization algorithms according to the solutions values. Its main contribution is that the algorithms are compared not only according to obtained solutions values, but also according to the distribution of the obtained solutions in the search space. The information it provides can additionally help to identify exploitation and exploration powers of the compared algorithms. This is important when dealing with a multimodal search space, where there are a lot of local optima with similar values. The benchmark results show that our proposed approach gives promising results and can be used for a statistical comparison of meta-heuristic stochastic optimization algorithms according to solutions values and their distribution in the search space.
AbstractList In this paper a novel statistical approach for comparing meta-heuristic stochastic optimization algorithms according to the distribution of the solutions in the search space is introduced, known as extended Deep Statistical Comparison. This approach is an extension of the recently proposed Deep Statistical Comparison approach used for comparing meta-heuristic stochastic optimization algorithms according to the solutions values. Its main contribution is that the algorithms are compared not only according to obtained solutions values, but also according to the distribution of the obtained solutions in the search space. The information it provides can additionally help to identify exploitation and exploration powers of the compared algorithms. This is important when dealing with a multimodal search space, where there are a lot of local optima with similar values. The benchmark results show that our proposed approach gives promising results and can be used for a statistical comparison of meta-heuristic stochastic optimization algorithms according to solutions values and their distribution in the search space.
Author Korošec, Peter
Eftimov, Tome
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Keywords Benchmarking
Exploitation power
Statistical comparison
Exploration power
Single objective problems
Language English
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SubjectTerms Benchmarking
Exploitation power
Exploration power
Single objective problems
Statistical comparison
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Title A novel statistical approach for comparing meta-heuristic stochastic optimization algorithms according to the distribution of solutions in the search space
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https://doi.org/10.1016/j.ins.2019.03.049
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