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A method to derive fixed budget results from expected optimisation times

Published: 06 July 2013 Publication History

Abstract

At last year's GECCO a novel perspective for theoretical performance analysis of evolutionary algorithms and other randomised search heuristics was introduced that concentrates on the expected function value after a pre-defined number of steps, called budget. This is significantly different from the common perspective where the expected optimisation time is analysed. While there is a huge body of work and a large collection of tools for the analysis of the expected optimisation time the new fixed budget perspective introduces new analytical challenges. Here it is shown how results on the expected optimisation time that are strengthened by deviation bounds can be systematically turned into fixed budget results. We demonstrate our approach by considering the (1+1) EA on LeadingOnes and significantly improving previous results. We prove that deviating from the expected time by an additive term of ω(n3/2 happens only with probability o(1). This is turned into tight bounds on the function value using the inverse function. We use three, increasingly strong or general approaches to proving the deviation bounds, namely via Chebyshev's inequality, via Chernoff bounds for geometric random variables, and via variable drift analysis.

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    cover image ACM Conferences
    GECCO '13: Proceedings of the 15th annual conference on Genetic and evolutionary computation
    July 2013
    1672 pages
    ISBN:9781450319638
    DOI:10.1145/2463372
    • Editor:
    • Christian Blum,
    • General Chair:
    • Enrique Alba
    Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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    New York, NY, United States

    Publication History

    Published: 06 July 2013

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    Author Tags

    1. (1+1) ea
    2. fixed budget computation
    3. leadingones
    4. runtime analysis
    5. tail bounds

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    • Research-article

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    GECCO '13
    Sponsor:
    GECCO '13: Genetic and Evolutionary Computation Conference
    July 6 - 10, 2013
    Amsterdam, The Netherlands

    Acceptance Rates

    GECCO '13 Paper Acceptance Rate 204 of 570 submissions, 36%;
    Overall Acceptance Rate 1,669 of 4,410 submissions, 38%

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    Cited By

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    • (2024)A Gentle Introduction to Theory (for Non-Theoreticians)Proceedings of the Genetic and Evolutionary Computation Conference Companion10.1145/3638530.3648402(800-829)Online publication date: 14-Jul-2024
    • (2024)A Block-Coordinate Descent EMO Algorithm: Theoretical and Empirical AnalysisProceedings of the Genetic and Evolutionary Computation Conference10.1145/3638529.3654169(493-501)Online publication date: 14-Jul-2024
    • (2024)Can Evolutionary Clustering Have Theoretical Guarantees?IEEE Transactions on Evolutionary Computation10.1109/TEVC.2023.329664528:5(1220-1234)Online publication date: Oct-2024
    • (2024)Fourier Analysis Meets Runtime Analysis: Precise Runtimes on PlateausAlgorithmica10.1007/s00453-024-01232-586:8(2479-2518)Online publication date: 10-May-2024
    • (2023)A Gentle Introduction to Theory (for Non-Theoreticians)Proceedings of the Companion Conference on Genetic and Evolutionary Computation10.1145/3583133.3595042(946-975)Online publication date: 15-Jul-2023
    • (2023)Do Additional Target Points Speed Up Evolutionary Algorithms?Theoretical Computer Science10.1016/j.tcs.2023.113757(113757)Online publication date: Feb-2023
    • (2022)Influence of Binomial Crossover on Approximation Error of Evolutionary AlgorithmsMathematics10.3390/math1016285010:16(2850)Online publication date: 10-Aug-2022
    • (2022)A gentle introduction to theory (for non-theoreticians)Proceedings of the Genetic and Evolutionary Computation Conference Companion10.1145/3520304.3533628(890-921)Online publication date: 9-Jul-2022
    • (2022)On optimal static and dynamic parameter choices for fixed-target optimizationProceedings of the Genetic and Evolutionary Computation Conference10.1145/3512290.3528875(876-883)Online publication date: 8-Jul-2022
    • (2022)Lower Bounds from Fitness Levels Made EasyAlgorithmica10.1007/s00453-022-00952-w86:2(367-395)Online publication date: 28-Apr-2022
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