Stochastic algorithms assessment using performance profiles

  • Authors:
  • Lino Costa;Isabel Espírito Santo;Pedro Oliveira

  • Affiliations:
  • University of Minho, Braga, Portugal;University of Minho, Braga, Portugal;Universidade do Porto, Porto, Portugal

  • Venue:
  • Proceedings of the 13th annual conference on Genetic and evolutionary computation
  • Year:
  • 2011

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Abstract

Optimization with stochastic algorithms has become a relevant approach, specially, in problems with complex search spaces. Due to the stochastic nature of these algorithms, the assessment and comparison is not straightforward. Several performance measures have been proposed to overcome this difficulty. In this work, the use of performance profiles and an analysis integrating a trade-off between accuracy and precision are carried out for the comparison of two stochastic algorithms. Traditionally, performance profiles are used to compare deterministic algorithms. This methodology is applied in the comparison of two stochastic algorithms - genetic algorithms and simulated annealing. The results highlight the advantages and drawbacks of the proposed assessment.