Analyzing randomized search heuristics via stochastic domination

被引:52
作者
Doerr, Benjamin [1 ]
机构
[1] Ecole Polytech, CNRS, Lab Informat LIX, Palaiseau, France
关键词
Evolutionary algorithms; Runtime analysis; BLACK-BOX COMPLEXITY; EVOLUTIONARY ALGORITHMS; POPULATION-SIZE; 1+1 EA; TIME; MUTATION; BOUNDS; OPTIMIZATION; (1+1)-EA; RUNTIMES;
D O I
10.1016/j.tcs.2018.09.024
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
Apart from few exceptions, the mathematical runtime analysis of evolutionary algorithms is mostly concerned with expected runtimes, occasionally augmented by tail bounds. In this work, we argue that stochastic domination is a notion that should be used more frequently in this area. Stochastic domination allows to formulate much more informative performance guarantees, it allows to decouple the algorithm analysis into the true algorithmic part of detecting a domination statement and the probability-theoretical part of deriving the desired probabilistic guarantees from this statement, and it helps finding simpler and more natural proofs. As particular results, we prove a variant of the fitness level theorem which shows that the runtime of the search heuristic is dominated by a sum of independent geometric random variables, we prove the first tail bounds for several classic runtime problems, and we give a short and natural proof for Witt's result that the runtime of any (mu, p) mutation-based algorithm on any function with unique optimum is subdominated by the runtime of a variant of the (1 +1) EA on the ONEMAX function. As side-products, we determine the fastest unbiased (1 + 1) algorithm for the LEADINGONES benchmark problem, both in the general case and when restricted to static mutation operators, and we prove a Chernoff-type tail bound for sums of independent coupon collector distributions. (C) 2018 Elsevier B.V. All rights reserved.
引用
收藏
页码:115 / 137
页数:23
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