An enhanced statistical approach for evolutionary algorithm comparison

  • Authors:
  • Eduardo G. Carrano;Ricardo H.C. Takahashi;Elizabeth F. Wanner

  • Affiliations:
  • Centro Federal de Educacao Tecnologica de Minas Gerais, Belo Horizonte, Brazil;Universidade Federal de Minas Gerais, Belo Horizonte, Brazil;Universidade Federal de Ouro Preto, Belo Horizonte, Brazil

  • Venue:
  • Proceedings of the 10th annual conference on Genetic and evolutionary computation
  • Year:
  • 2008

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Abstract

This paper presents an enhanced approach for comparing evolutionary algorithm. This approach is based on three statistical techniques: (a) Principal Component Analysis, which is used to make the data uncorrelated; (b) Bootstrapping, which is employed to build the probability distribution function of the merit functions; and (c) Stochastic Dominance Analysis, that is employed to make possible the comparison between two or more probability distribution functions. Since the approach proposed here is not based on parametric properties, it can be applied to compare any kind of quantity, regardless the probability distribution function. The results achieved by the proposed approach have provided more supported decisions than former approaches, when applied to the same problems.