TY - GEN
T1 - Stopping criteria, initialization, and implementations of BFGS and their effect on the BBOB test suite
AU - Blelly, Aurore
AU - Felipe-Gomes, Matheus
AU - Auger, Anne
AU - Brockhoff, Dimo
N1 - Publisher Copyright:
© 2018 Copyright held by the owner/author(s).
PY - 2018/7/6
Y1 - 2018/7/6
N2 - Benchmarking algorithms is a crucial task to understand them and to make recommendations for which algorithms to use in practice. However, one has to keep in mind that we typically compare only algorithm implementations and that care must be taken when making general statements about an algorithm while implementation details and parameter settings might have a strong impact on the performance. In this paper, we investigate those impacts of initialization, internal parameter setting, and algorithm implementation over different languages for the well-known BFGS algorithm. We must conclude that even in the default setting, the BFGS algorithms in Python's scipy library and in Matlab's fminunc differ widely-with the latter even changing significantly over time.
AB - Benchmarking algorithms is a crucial task to understand them and to make recommendations for which algorithms to use in practice. However, one has to keep in mind that we typically compare only algorithm implementations and that care must be taken when making general statements about an algorithm while implementation details and parameter settings might have a strong impact on the performance. In this paper, we investigate those impacts of initialization, internal parameter setting, and algorithm implementation over different languages for the well-known BFGS algorithm. We must conclude that even in the default setting, the BFGS algorithms in Python's scipy library and in Matlab's fminunc differ widely-with the latter even changing significantly over time.
KW - BFGS
KW - Benchmarking
KW - Black-box optimization
KW - Implementation impact
KW - Influence of parameters
KW - Initialization
U2 - 10.1145/3205651.3208303
DO - 10.1145/3205651.3208303
M3 - Conference contribution
AN - SCOPUS:85051506953
T3 - GECCO 2018 Companion - Proceedings of the 2018 Genetic and Evolutionary Computation Conference Companion
SP - 1513
EP - 1517
BT - GECCO 2018 Companion - Proceedings of the 2018 Genetic and Evolutionary Computation Conference Companion
PB - Association for Computing Machinery, Inc
T2 - 2018 Genetic and Evolutionary Computation Conference, GECCO 2018
Y2 - 15 July 2018 through 19 July 2018
ER -