Disadvantages of Statistical Comparisons of Stochastic Optimization Algorithms
Authors
T. Eftimov, P. Korošec, B. Koroušić Seljak
Publication
Bioinspired Optimizaiton Methods and their Applications BIOMA 2016
, Bled, Slovenia, 18-20 May, 2016
Abstract
In this paper a short overview and a case study in a statistical comparison of stochastic optimization algorithms are presented. The algorithms are part of the Black-Box Optimization Benchmarking 2015 competition that was held at the 5th GECCO Workshop for Real-Parameter Optimization. The question about the difference between parametric and non-parametric tests for single-problem analysis and for multipleproblem analysis is addressed in this paper. The main contributions are the disadvantages that can appear by using multiple-problem analysis, in the case when the data of some algorithms includes outliers.
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