Using statistical tools to determine the significance and relative importance of the main parameters of an evolutionary algorithm

  • Authors:
  • M. G. Arenas;N. Rico;A. M. Mora;P. A. Castillo;J. J. Merelo

  • Affiliations:
  • ETSIIT. CITIC. University of Granada, Granada, Spain;ETSIIT. CITIC. University of Granada, Granada, Spain;ETSIIT. CITIC. University of Granada, Granada, Spain;ETSIIT. CITIC. University of Granada, Granada, Spain;ETSIIT. CITIC. University of Granada, Granada, Spain

  • Venue:
  • Intelligent Data Analysis
  • Year:
  • 2013

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Abstract

It is very important when search methods are being designed to know which parameters have the greatest influence on the behaviour and performance of the algorithm. To this end, algorithm parameters are commonly calibrated by means of either theoretic analysis or intensive experimentation. However, due to the importance of parameters and its effect on the results, finding appropriate parameter values should be carried out using robust tools to determine the way they operate and influence the results. When undertaking a detailed statistical analysis of the influence of each parameter, the designer should pay attention mostly to the parameters that are statistically significant. In this paper the ANOVA ANalysis Of the VAriance method is used to carry out an exhaustive analysis of an evolutionary algorithm method and the different parameters it requires. Following this idea, the significance and relative importance of the parameters regarding the obtained results, as well as suitable values for each of these, were obtained using ANOVA and post-hoc Tukey's Honestly Significant Difference tests on four well known function optimization problems. Through this statistical study we have verified the adequacy of parameter values available in the bibliography using parametric hypothesis tests.