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Bayesian inference for algorithm ranking analysis

Published: 06 July 2018 Publication History

Abstract

The statistical assessment of the empirical comparison of algorithms is an essential step in heuristic optimization. Classically, researchers have relied on the use of statistical tests. However, recently, concerns about their use have arisen and, in many fields, other (Bayesian) alternatives are being considered. For a proper analysis, different aspects should be considered. In this work we focus on the question: what is the probability of a given algorithm being the best? To tackle this question, we propose a Bayesian analysis based on the Plackett-Luce model over rankings that allows several algorithms to be considered at the same time.

References

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Alessio Benavoli, Giorgio Corani, Janez Demsar, and Marco Zaffalon. 2017. Time for a Change: a Tutorial for Comparing Multiple Classifiers Through Bayesian Analysis. Journal of Machine Learning Research 18, 77 (2017), 1--36.
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Josu Ceberio, Ekhine Irurozki, Alexander Mendiburu, and Jose A Lozano. 2012. A review on estimation of distribution algorithms in permutation-based combinatorial optimization problems. Progress in Artificial Intelligence 1, 1 (2012), 103--117.
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C.P. de Campos and A. Benavoli. 2016. Joint Analysis of Multiple Algorithms and Performance Measures. New Generation Computing 35, 1 (2016), 69--86.
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Gerd Gigerenzer and Julian N. Marewski. 2015. Surrogate Science: The Idol of a Universal Method for Scientific Inference. Journal of Management 41, 2 (2015), 421--440.
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Walter R Gilks, Sylvia Richardson, and David Spiegelhalter. 1995. Markov chain Monte Carlo in practice. CRC press.
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Greenland, Sander and Senn, Stephen J and Rothman, Kenneth J and Carlin, John B and Poole, Charles and Goodman, Steven N and Altaian, Douglas G. 2016. Statistical tests, P values, confidence intervals, and power: a guide to misinterpretations. European journal of epidemiology 31, 4 (2016), 337--350.
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Robin L. Plackett. 1975. The Analysis of Permutations. Journal of the Royal Statistical Society 24, 10 (1975), 193--202.
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Wasserstein, Ronald L and Lazar, Nicole A. 2016. The ASA's statement on p-values: context, process, and purpose. The American Statistician 70, 2 (2016), 129--133.

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cover image ACM Conferences
GECCO '18: Proceedings of the Genetic and Evolutionary Computation Conference Companion
July 2018
1968 pages
ISBN:9781450357647
DOI:10.1145/3205651
Permission to make digital or hard copies of part or all of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for third-party components of this work must be honored. For all other uses, contact the Owner/Author.

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Association for Computing Machinery

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Publication History

Published: 06 July 2018

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Author Tags

  1. algorithm comparison
  2. bayesian analysis
  3. plackett-luce model
  4. ranking models
  5. statistical analysis

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GECCO '18
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