COCO: The Experimental Procedure

Anne Auger (Inria); Dimo Brockhoff (Inria); Nikolaus Hansen (Inria); Olaf Mersmann; Tea Tusar (Inria)

COCO: The Experimental Procedure

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arxiv 1603.08776 v2 pith:VREI2BC6 submitted 2016-03-29 cs.AI cs.NE

Nikolaus Hansen (Inria) , Tea Tusar (Inria) , Olaf Mersmann , Anne Auger (Inria) , Dimo Brockhoff (Inria) This is my paper · ORCID

classification cs.AIcs.NE

keywords procedurebenchmarkingcocoexperimentalalgorithmalgorithmsappliedblack-box

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We present a budget-free experimental setup and procedure for benchmarking numericaloptimization algorithms in a black-box scenario. This procedure can be applied with the COCO benchmarking platform. We describe initialization of and input to the algorithm and touch upon therelevance of termination and restarts.

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A method for computing the required number of instances and per-instance runs when comparing multiple algorithms, based on pairwise effect sizes, power, and Holm-corrected error rates.

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