Confidence intervals of success rates in evolutionary computation

Authors:
David F. Barrero;David Camacho;María D. R-Moreno
Affiliations:
University of Alcalá, Alcalá de Henares, Spain;Autonomous University of Madrid, Madrid, Spain;University of Alcalá, Alcalá de Henares, Spain
Venue:
Proceedings of the 12th annual conference on Genetic and evolutionary computation
Year:
2010

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Evolutionary Computation

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Abstract

Success Rate (SR) is a statistic straightforward to use and interpret, however a number of non-trivial statistical issues arises when it is examinated in detail. We address some of those issues, providing evidence that suggests that SR follows a binomial density function, therefore its statistical properties are independent of the flavour of the Evolutionary Algorithm (EA) and its domain. It is fully described by the SR and the number of runs. Moreover, the binomial distribution is a well known statistical distribution with a large corpus of tools available that can be used in the context of EC research. One of those tools, confidence intervals (CIs), is studied.