Corpus ID: 23677896

Evaluating Noisy Optimisation Algorithms: First Hitting Time is Problematic

@article{Lucas2017EvaluatingNO,
  title={Evaluating Noisy Optimisation Algorithms: First Hitting Time is Problematic},
  author={Simon M. M. Lucas and Jialin Liu and Diego P{\'e}rez-Li{\'e}bana},
  journal={ArXiv},
  year={2017},
  volume={abs/1706.05086}
}
A key part of any evolutionary algorithm is fitness evaluation. When fitness evaluations are corrupted by noise, as happens in many real-world problems as a consequence of various types of uncertainty, a strategy is needed in order to cope with this. Resampling is one of the most common strategies, whereby each solution is evaluated many times in order to reduce the variance of the fitness estimates. When evaluating the performance of a noisy optimisation algorithm, a key consideration is the… Expand
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