Time-dependent performance comparison of evolutionary algorithms

  • Authors:
  • David Shilane;Jarno Martikainen;Seppo J. Ovaska

  • Affiliations:
  • University of California, Berkeley;Helsinki University of Technology;Helsinki University of Technology

  • Venue:
  • ICANNGA'09 Proceedings of the 9th international conference on Adaptive and natural computing algorithms
  • Year:
  • 2009

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Abstract

We propose a statistical methodology for comparing the performance of evolutionary algorithms that iteratively generate candidate optima over the course of many generations. Performance data are analyzed using multiple hypothesis testing to compare competing algorithms. Such comparisons may be drawn for general performance metrics of any iterative evolutionary algorithm with any data distribution. We also propose a data reduction technique to reduce computational costs.