Title
Differential Evolution For Strongly Noisy Optimization: Use 1.01(N) Resamplings At Iteration N And Reach The-1/2 Slope
Abstract
This paper is devoted to noisy optimization in case of a noise with standard deviation as large as variations of the fitness values, specifically when the variance does not decrease to zero around the optimum. We focus on comparing methods for choosing the number of resamplings. Experiments are performed on the differential evolution algorithm. By mathematical analysis, we design a new rule for choosing the number of resamplings for noisy optimization, as a function of the dimension, and validate its efficiency compared to existing heuristics.
Year
Venue
Keywords
2015
2015 IEEE CONGRESS ON EVOLUTIONARY COMPUTATION (CEC)
Noisy Optimization, Differential Evolution, Resampling
Field
DocType
Citations 
Mathematical optimization,Algorithm design,Noise measurement,Computer science,Meta-optimization,Differential evolution,Heuristics,Artificial intelligence,Standard deviation,Resampling,Machine learning,Differential evolution algorithm
Conference
2
PageRank 
References 
Authors
0.35
21
7
Name
Order
Citations
PageRank
Shih-Yuan Chiu1355.40
Ching-Nung Lin220.35
Jialin Liu312816.56
Tsan-Cheng Su493.57
Fabien Teytaud513618.23
Olivier Teytaud679484.86
Shi-jim Yen713427.99