No Free Lunch Theorems for Search
@inproceedings{Wolpert1995NoFL, title={No Free Lunch Theorems for Search}, author={David H. Wolpert and William G. Macready}, year={1995} }
We show that all algorithms that search for an extremum of a cost function perform exactly the same, when averaged over all possible cost functions. In particular, if algorithm A outperforms algorithm B on some cost functions, then loosely speaking there must exist exactly as many other functions where B outperforms A. Starting from this we analyze a number of the other a priori characteristics of the search problem, like its geometry and its information-theoretic aspects. This analysis allows…
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