Title
Assessing ranking and effectiveness of evolutionary algorithm hyperparameters using global sensitivity analysis methodologies
Abstract
We present a comprehensive global sensitivity analysis of two single-objective and two multi-objective state-of-the-art global optimization evolutionary algorithms as an algorithm configuration problem. That is, we investigate the quality of influence hyperparameters have on the performance of algorithms in terms of their direct effect and interaction effect with other hyperparameters. Using three sensitivity analysis methods, Morris LHS, Morris, and Sobol, to systematically analyze tunable hyperparameters of covariance matrix adaptation evolutionary strategy, differential evolution, non-dominated sorting genetic algorithm III, and multi-objective evolutionary algorithm based on decomposition, the framework reveals the behaviors of hyperparameters to sampling methods and performance metrics. That is, it answers questions like what are hyperparameters influence patterns, how they interact, how much they interact, and how much their direct influence is. Consequently, the ranking of hyperparameters suggests their order of tuning, and the pattern of influence reveals the stability of the algorithms.
Year
DOI
Venue
2022
10.1016/j.swevo.2022.101130
Swarm and Evolutionary Computation
Keywords
DocType
Volume
Hyperparameter optimization,Evolutionary algorithms,Global sensitivity analysis,Algorithm design,Algorithm stability analysis
Journal
74
ISSN
Citations 
PageRank 
2210-6502
0
0.34
References 
Authors
10
3
Name
Order
Citations
PageRank
Varun Kumar Ojha1329.25
Jon Timmis21237120.32
Giuseppe Nicosia300.34