Contributions to Convergence Analysis of Noisy Optimization Algorithms
Author | : Sandra Astete morales |
Publisher | : |
Total Pages | : 0 |
Release | : 2016 |
ISBN-10 | : OCLC:987302403 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Download or read book Contributions to Convergence Analysis of Noisy Optimization Algorithms written by Sandra Astete morales and published by . This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis exposes contributions to the analysis of algorithms for noisy functions. It exposes convergence rates for linesearch algorithms as well as for random search algorithms. We prove in terms of Simple Regret and Cumulative Regret that a Hessian based algorithm can reach the same results as some optimal algorithms in the literature, when parameters are tuned correctly. On the other hand we analyse the convergence order of Evolution Strategies when solving noisy functions. We deduce log-log convergence. We also give a lower bound for the convergence rate of the Evolution Strategies. We extend the work on revaluation by applying it to a discrete settings. Finally we analyse the performance measure itself and prove that the use of an erroneus performance measure can lead to misleading results on the evaluation of different methods.