Determining the significance and relative importance of parameters of a simulated quenching algorithm using statistical tools

Fuente: arXiv
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Auteurs principaux: Castillo, Pedro A., Arenas, Maribel García, Rico, Nuria, Mora, Antonio Miguel, García-Sánchez, Pablo, Laredo, Juan Luis Jiménez, Guervós, Juan Julián Merelo
Format: Preprint
Publié: 2024
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author Castillo, Pedro A.
Arenas, Maribel García
Rico, Nuria
Mora, Antonio Miguel
García-Sánchez, Pablo
Laredo, Juan Luis Jiménez
Guervós, Juan Julián Merelo
author_facet Castillo, Pedro A.
Arenas, Maribel García
Rico, Nuria
Mora, Antonio Miguel
García-Sánchez, Pablo
Laredo, Juan Luis Jiménez
Guervós, Juan Julián Merelo
contents When search methods are being designed it is very important to know which parameters have the greatest influence on the behaviour and performance of the algorithm. To this end, algorithm parameters are commonly calibrated by means of either theoretic analysis or intensive experimentation. When undertaking a detailed statistical analysis of the influence of each parameter, the designer should pay attention mostly to the parameters that are statistically significant. In this paper the ANOVA (ANalysis Of the VAriance) method is used to carry out an exhaustive analysis of a simulated annealing based method and the different parameters it requires. Following this idea, the significance and relative importance of the parameters regarding the obtained results, as well as suitable values for each of these, were obtained using ANOVA and post-hoc Tukey HSD test, on four well known function optimization problems and the likelihood function that is used to estimate the parameters involved in the lognormal diffusion process. Through this statistical study we have verified the adequacy of parameter values available in the bibliography using parametric hypothesis tests.
format Preprint
id arxiv_https___arxiv_org_abs_2402_05791
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Determining the significance and relative importance of parameters of a simulated quenching algorithm using statistical tools
Castillo, Pedro A.
Arenas, Maribel García
Rico, Nuria
Mora, Antonio Miguel
García-Sánchez, Pablo
Laredo, Juan Luis Jiménez
Guervós, Juan Julián Merelo
Neural and Evolutionary Computing
When search methods are being designed it is very important to know which parameters have the greatest influence on the behaviour and performance of the algorithm. To this end, algorithm parameters are commonly calibrated by means of either theoretic analysis or intensive experimentation. When undertaking a detailed statistical analysis of the influence of each parameter, the designer should pay attention mostly to the parameters that are statistically significant. In this paper the ANOVA (ANalysis Of the VAriance) method is used to carry out an exhaustive analysis of a simulated annealing based method and the different parameters it requires. Following this idea, the significance and relative importance of the parameters regarding the obtained results, as well as suitable values for each of these, were obtained using ANOVA and post-hoc Tukey HSD test, on four well known function optimization problems and the likelihood function that is used to estimate the parameters involved in the lognormal diffusion process. Through this statistical study we have verified the adequacy of parameter values available in the bibliography using parametric hypothesis tests.
title Determining the significance and relative importance of parameters of a simulated quenching algorithm using statistical tools
topic Neural and Evolutionary Computing
url https://arxiv.org/abs/2402.05791