Dimension Selection in Axis-Parallel Brent-STEP Method for Black-Box Optimization of Separable Continuous Functions

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

Dimension Selection in Axis-Parallel Brent-STEP Method for Black-Box Optimization of Separable Continuous Functions

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Dimension Selection in Axis-Parallel Brent-STEP Method for Black-Box Optimization of Separable Continuous Functions

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

JC - Počítačový hardware a software

OECD FORD obor

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Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2015

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Proceedings of the Companion Publication of the 2015 on Genetic and Evolutionary Computation Conference (GECCO 2015)

ISBN

978-1-4503-3488-4

ISSN

—

e-ISSN

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Počet stran výsledku

8

Strana od-do

1151-1158

Název nakladatele

ACM

Místo vydání

New York

Místo konání akce

Madrid

Datum konání akce

11. 7. 2015

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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