Authors
David H Wolpert, William G Macready
Publication date
2005/12/5
Journal
IEEE Transactions on evolutionary computation
Volume
9
Issue
6
Pages
721-735
Publisher
IEEE
Description
Recent work on the foundational underpinnings of black-box optimization has begun to uncover a rich mathematical structure. In particular, it is now known that an inner product between the optimization algorithm and the distribution of optimization problems likely to be encountered fixes the distribution over likely performances in running that algorithm. One ramification of this is the "No Free Lunch" (NFL) theorems, which state that any two algorithms are equivalent when their performance is averaged across all possible problems. This highlights the need for exploiting problem-specific knowledge to achieve better than random performance. In this paper, we present a general framework covering most optimization scenarios. In addition to the optimization scenarios addressed in the NFL results, this framework covers multiarmed bandit problems and evolution of multiple coevolving players. As a particular instance of …
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DH Wolpert, WG Macready - IEEE Transactions on evolutionary computation, 2005