Using the Empirical Attainment Function for Analyzing Single-objective Black-box Optimization Algorithms - Bioinformatics and Biostatistics Hub
Article Dans Une Revue IEEE Transactions on Evolutionary Computation Année : 2024

Using the Empirical Attainment Function for Analyzing Single-objective Black-box Optimization Algorithms

Résumé

A widely accepted way to assess the performance of iterative black-box optimizers is to analyze their empirical cumulative distribution function (ECDF) of pre-defined quality targets achieved not later than a given runtime. In this work, we consider an alternative approach, based on the empirical attainment function (EAF) and we show that the target-based ECDF is an approximation of the EAF. We argue that the EAF has several advantages over the target-based ECDF. In particular, it does not require defining a priori quality targets per function, captures performance differences more precisely, and enables the use of additional summary statistics that enrich the analysis. We also show that the average area over the convergence curves is a simpler-to-calculate, but equivalent, measure of anytime performance. To facilitate the accessibility of the EAF, we integrate a module to compute it into the IOHanalyzer platform. Finally, we illustrate the use of the EAF via synthetic examples and via the data available for the BBOB suite.
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hal-04759430 , version 1 (29-10-2024)

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Manuel López-Ibáñez, Diederick Vermetten, Johann Dreo, Carola Doerr. Using the Empirical Attainment Function for Analyzing Single-objective Black-box Optimization Algorithms. IEEE Transactions on Evolutionary Computation, inPress, pp.1-1. ⟨10.1109/TEVC.2024.3462758⟩. ⟨hal-04759430⟩
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