Mixed-Effects Modeling of Optimisation Algorithm Performance

Authors:
Matteo Gagliolo;Catherine Legrand;Mauro Birattari
Affiliations:
IRIDIA, CoDE, Université Libre de Bruxelles, Brussels, Belgium and Faculty of Informatics, University of Lugano, Lugano, Switzerland;Institut de Statistique, Université Catholique de Louvain, Louvain-la-Neuve, Belgium;IRIDIA, CoDE, Université Libre de Bruxelles, Brussels, Belgium
Venue:
SLS '09 Proceedings of the Second International Workshop on Engineering Stochastic Local Search Algorithms. Designing, Implementing and Analyzing Effective Heuristics
Year:
2009

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Abstract

The learning curves of optimisation algorithms, plotting the evolution of the objective vs. runtime spent. can be viewed as a sample of longitudinal data. In this paper we describe mixed-effects modeling, a standard technique in longitudinal data analysis, and give an example of its application to algorithm performance modeling.