paper-with-me

홈 › Papers

First-Hitting Times Under Additive Drift

2018-05-22 · Timo Kötzing, Martin S. Krejca

For the last ten years, almost every theoretical result concerning the expected run time of a randomized search heuristic used drift theory, making it the arguably most important tool in this domain. Its success is due to its ease of use and its powerful result: drift theory allows the user to derive bounds on the expected first-hitting time of a random process by bounding expected local changes of the process -- the drift. This is usually far easier than bounding the expected first-hitting time directly. Due to the widespread use of drift theory, it is of utmost importance to have the best drift theorems possible. We improve the fundamental additive, multiplicative, and variable drift theorems by stating them in a form as general as possible and providing examples of why the restrictions we keep are still necessary. Our additive drift theorem for upper bounds only requires the process to be nonnegative, that is, we remove unnecessary restrictions like a finite, discrete, or bounded search space. As corollaries, the same is true for our upper bounds in the case of variable and multiplicative drift.

📄 PDF Abstract BibTeX arXiv:1805.09415

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

Average Drift Analysis and Population Scalability

2013-08-14 · Jun He, Xin Yao

This paper aims to study how the population size affects the computation time of evolutionary algorithms in a rigorous way. The computation time of an evolutionary algorithm can be measured by either the expected number …

Evolutionary Algorithms

Goal-oriented learning of stochastic differential equations using error bounds on path-space observables

2026-03-20 · Joanna Zou, Han Cheng Lie, Youssef Marzouk arxiv

Stochastic differential equations (SDEs), which serve as the governing equations for dynamical systems in a broad range of applications, can become cost-prohibitive for numerical simulation at scales necessary for quanti…

Drift Theory in Continuous Search Spaces: Expected Hitting Time of the (1+1)-ES with 1/5 Success Rule

2018-02-09 · Youhei Akimoto, Anne Auger, Tobias Glasmachers

This paper explores the use of the standard approach for proving runtime bounds in discrete domains---often referred to as drift analysis---in the context of optimization on a continuous domain. Using this framework we a…

The (1+1)-ES Reliably Overcomes Saddle Points

2021-12-01 · Tobias Glasmachers

It is known that step size adaptive evolution strategies (ES) do not converge (prematurely) to regular points of continuously differentiable objective functions. Among critical points, convergence to minima is desired, a…

Sharp Bounds for Genetic Drift in Estimation of Distribution Algorithms

2019-10-31 · Benjamin Doerr, Weijie Zheng

Estimation of Distribution Algorithms (EDAs) are one branch of Evolutionary Algorithms (EAs) in the broad sense that they evolve a probabilistic model instead of a population. Many existing algorithms fall into this cate…

Evolutionary Algorithms