Emergent Mind

A Framework for Self-Tuning Optimization Algorithm

(1312.5667)
Published Dec 19, 2013 in math.OC , cs.DS , and nlin.AO

Abstract

The performance of any algorithm will largely depend on the setting of its algorithm-dependent parameters. The optimal setting should allow the algorithm to achieve the best performance for solving a range of optimization problems. However, such parameter-tuning itself is a tough optimization problem. In this paper, we present a framework for self-tuning algorithms so that an algorithm to be tuned can be used to tune the algorithm itself. Using the firefly algorithm as an example, we show that this framework works well. It is also found that different parameters may have different sensitivities, and thus require different degrees of tuning. Parameters with high sensitivities require fine-tuning to achieve optimality.

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