Be the first to like this
Johann Dréo, \"Multi-criteria meta-parameter tuning for mono-objective stochastic metaheuristics\", 2nd International Conference on Metaheuristics and Nature Inspired Computing - 30 October 2008
One of the main difficulties of applying a stochastic metaheuristics to an optimization problem is to choose the best parameter setting. Our work suggest that this can be considered as a bi-objective problem, where one try to optimize both speed and precision of the underlying algorithm. Moreover, this objective function is perturbated by noise, due to the stochastic nature of the metaheuristics, thus necessiting appropriate estimation of the measure bias. In this article, we propose to use bi-objective metaheuristic along with a simple method of noise estimation to find the Pareto front of the bests sets of parameters. The method has the advantages of: aggregating the several parameters of the studied metaheuristic into a single one, permitting to study their relative influence on its behavior and comparing several metaheuristics.