Deep statistical comparison of meta-heuristic stochastic optimization algorithms

Tome Eftimov, Peter Korošec, Barbara Koroušić Seljak · Proceedings of the Genetic and Evolutionary Computation Conference Companion · 2018

In this paper a recently proposed approach for making a statistical comparison of meta-heuristic stochastic optimization algorithms is presented. The main contribution of this approach is that the ranking scheme is based on the whole distribution, instead of using only one statistic to describe the distribution, such as average or median. Experimental results showed that our approach gives more robust results compared to state-of-the-art approaches in case when the results are affected by outliers or by statistical insignificant differences that could exist between data values.

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