How to assess and report the performance of a stochastic algorithm on a benchmark problem: mean or best result on a number of runs? | Optimization Letters
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How to assess and report the performance of a stochastic algorithm on a benchmark problem: mean or best result on a number of runs?

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Abstract

Some authors claim that reporting the best result obtained by a stochastic algorithm in a number of runs is more meaningful than reporting some central statistic. In this short note, we analyze and refute the main argument brought in favor of this statement.

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Correspondence to Mauro Birattari.

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Birattari, M., Dorigo, M. How to assess and report the performance of a stochastic algorithm on a benchmark problem: mean or best result on a number of runs?. Optimization Letters 1, 309–311 (2007). https://doi.org/10.1007/s11590-006-0011-8

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  • DOI: https://doi.org/10.1007/s11590-006-0011-8

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