Dimension Selection in Axis-Parallel Brent-STEP Method for Black-Box Optimization of Separable Continuous Functions
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F15%3A00236352" target="_blank" >RIV/68407700:21230/15:00236352 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1145/2739482.2768469" target="_blank" >http://dx.doi.org/10.1145/2739482.2768469</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1145/2739482.2768469" target="_blank" >10.1145/2739482.2768469</a>
Alternative languages
Result language
angličtina
Original language name
Dimension Selection in Axis-Parallel Brent-STEP Method for Black-Box Optimization of Separable Continuous Functions
Original language description
The recently proposed Brent-STEP algorithm was generalized for separable functions by performing axis-parallel searches, interleaving the steps in individual dimensions in a round-robin fashion. This article explores the possibility to choose the dimension for the next step in a more "intelligent way", i.e. to optimize first along dimensions which are believed to bring the highest profit. We present here the results for the epsilon-greedy strategy, and for a method based on the internals of the Brent-STEP algorithm. Although the proposed methods work better than the round robin strategy in some situations, due to the marginal improvement they bring we suggest the round robin strategy to be used, thanks to its simplicity.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
JC - Computer hardware and software
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the Companion Publication of the 2015 on Genetic and Evolutionary Computation Conference (GECCO 2015)
ISBN
978-1-4503-3488-4
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
1151-1158
Publisher name
ACM
Place of publication
New York
Event location
Madrid
Event date
Jul 11, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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