When search methods are being designed it is very important to know which parameters have the greatest influence on the behaviour and performance of the algorithm. To this end, algorithm parameters are commonly calibrated by means of either theoretic analysis or intensive experimentation. When undertaking a detailed statistical analysis of the influence of each parameter, the designer should pay attention mostly to the parameters that are statistically significant. In this paper the ANOVA (ANalysis Of the VAriance) method is used to carry out an exhaustive analysis of a simulated annealing based method and the different parameters it requires. Following this idea, the significance and relative importance of the parameters regarding the obtained results, as well as suitable values for each of these, were obtained using ANOVA and post-hoc Tukey HSD test, on four well known function optimization problems and the likelihood function that is used to estimate the parameters involved in the lognormal diffusion process. Through this statistical study we have verified the adequacy of parameter values available in the bibliography using parametric hypothesis tests.
翻译:在设计搜索方法时,了解哪些参数对算法的行为与性能影响最大至关重要。为此,算法参数通常通过理论分析或大量实验进行校准。当对每个参数的影响进行详细统计分析时,设计者应主要关注具有统计显著性的参数。本文采用方差分析方法,对基于模拟退火的方法及其所需的不同参数进行了详尽分析。基于此思路,通过方差分析和事后Tukey HSD检验,在四个经典函数优化问题及用于估计对数正态扩散过程参数的似然函数上,获得了参数对结果的显著性与相对重要性,以及各参数的适宜取值。通过这一统计研究,我们利用参数假设检验验证了文献中参数值的适用性。