An Experimental Method to Estimate Running Time of Evolutionary Algorithms for Continuous Optimization
An Experimental Method to Estimate Running Time of Evolutionary Algorithms for Continuous Optimization
复制标题
估计连续优化进化算法运行时间的实验方法
DOI:
10.1109/tevc.2019.2921547
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发表时间:
2020-04
影响因子:
14.3
通讯作者:
Hao Zhifeng
中科院分区:
文献类型:
--
作者:
Huang Han;Su Junpeng;Zhang Yushan;Hao Zhifeng
Running time analysis is a fundamental problem of.critical importance in evolutionary computation. However, the.analysis results have rarely been applied to advanced evolutionary algorithms (EAs) in practice, let alone their variants for.continuous optimization. In this paper, an experimental method.is proposed for analyzing the running time of EAs that are.widely used for solving continuous optimization problems. Based.on Glivenko–Cantelli theorem, the proposed method simulates.the distribution of gain, which is introduced by average gain.model to characterize progress during the optimization process..Data fitting techniques are subsequently adopted to obtain a.desired function for further analyses. To verify the validity of the.proposed method, experiments were conducted to estimate the.upper bounds on expected first hitting time of various evolutionary strategies, such as (1, λ) evolution strategy, standard evolution.strategy, covariance matrix adaptation evolution strategy, and its.improved variants. The results suggest that all estimated upper.bounds are correct. Backed up by the proposed method, stateof-the-art EAs for continuous optimization will have identical.results about the running time as simplified schemes, which will.bridge the gap between theoretical foundation and applications.of evolutionary computation.
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发表时间:
2014-07
期刊:
bioRxiv
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