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No Free Lunch Theorems for Optimization
, 1997
"... A framework is developed to explore the connection between effective optimization algorithms and the problems they are solving. A number of “no free lunch ” (NFL) theorems are presented which establish that for any algorithm, any elevated performance over one class of problems is offset by performan ..."
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Cited by 652 (10 self)
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A framework is developed to explore the connection between effective optimization algorithms and the problems they are solving. A number of “no free lunch ” (NFL) theorems are presented which establish that for any algorithm, any elevated performance over one class of problems is offset by performance over another class. These theorems result in a geometric interpretation of what it means for an algorithm to be well suited to an optimization problem. Applications of the NFL theorems to informationtheoretic aspects of optimization and benchmark measures of performance are also presented. Other issues addressed include timevarying optimization problems and a priori “headtohead” minimax distinctions between optimization algorithms, distinctions that result despite the NFL theorems’ enforcing of a type of uniformity over all algorithms.
The supervised learning nofreelunch Theorems
 In Proc. 6th Online World Conference on Soft Computing in Industrial Applications
, 2001
"... Abstract This paper reviews the supervised learning versions of the nofreelunch theorems in a simplified form. It also discusses the significance of those theorems, and their relation to other aspects of supervised learning. ..."
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Cited by 26 (0 self)
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Abstract This paper reviews the supervised learning versions of the nofreelunch theorems in a simplified form. It also discusses the significance of those theorems, and their relation to other aspects of supervised learning.
Combining Stacking With Bagging To Improve A Learning Algorithm
, 1996
"... In bagging [Bre94a] one uses bootstrap replicates of the training set [Efr79, ET93] to improve a learning algorithm's performance, often by tens of percent. This paper presents several ways that stacking [Wol92b, Bre92] can be used in concert with the bootstrap procedure to achieve a further improve ..."
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Cited by 8 (1 self)
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In bagging [Bre94a] one uses bootstrap replicates of the training set [Efr79, ET93] to improve a learning algorithm's performance, often by tens of percent. This paper presents several ways that stacking [Wol92b, Bre92] can be used in concert with the bootstrap procedure to achieve a further improvement on the performance of bagging for some regression problems. In particular, in some of the work presented here, one first converts a single underlying learning algorithm into several learning algorithms. This is done by bootstrap resampling the training set, exactly as in bagging. The resultant algorithms are then combined via stacking. This procedure can be viewed as a variant of bagging, where stacking rather than uniform averaging is used to achieve the combining. The stacking improves performance over simple bagging by up to a factor of 2 on the tested problems, and never resulted in worse performance than simple bagging. In other work presented here, there is no step of converting t...
Any Two Learning Algorithms Are (Almost) Exactly Identical
, 2000
"... This paper shows that if one is provided with a loss function, it can be used in a natural way to specify a distance measure quantifying the similarityofany two supervised learning algorithms, even nonparametric algorithms. Intuitively, this measure gives the fraction of targets and training se ..."
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This paper shows that if one is provided with a loss function, it can be used in a natural way to specify a distance measure quantifying the similarityofany two supervised learning algorithms, even nonparametric algorithms. Intuitively, this measure gives the fraction of targets and training sets for which the expected performance of the two algorithms differs significantly. Bounds on the value of this distance are calculated for the case of binary outputs and 01 loss, indicating that anytwo learning algorithms are almost exactly identical for such scenarios. As an example, for any two algorithms B,even for small input spaces and training sets, for less than 2e of all targets will the difference between A's and B's generalization performance exceed 1%. In particular, this is true if B is bagging applied to A, or boosting applied to A. These bounds can be viewed alternatively as telling us, for example, that the simple English phrase "I expect that algorithm will generalize from the training set with an accuracy of at least 75% on the rest of the target" conveys 20,000 bytes of information concerning the target. The paper ends by discussing some of the subtleties of extending the distance measure to give a full (nonparametric) differential geometry of the manifold of learning algorithms.
What the No Free Lunch Theorems Really Mean; How to Improve Search Algorithms
, 2012
"... SFI Working Papers contain accounts of scientific work of the author(s) and do not necessarily represent the views of the Santa Fe Institute. We accept papers intended for publication in peerreviewed journals or proceedings volumes, but not papers that have already appeared in print. Except for pap ..."
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SFI Working Papers contain accounts of scientific work of the author(s) and do not necessarily represent the views of the Santa Fe Institute. We accept papers intended for publication in peerreviewed journals or proceedings volumes, but not papers that have already appeared in print. Except for papers by our external faculty, papers must be based on work done at SFI, inspired by an invited visit to or collaboration at SFI, or funded by an SFI grant. ©NOTICE: This working paper is included by permission of the contributing author(s) as a means to ensure timely distribution of the scholarly and technical work on a noncommercial basis. Copyright and all rights therein are maintained by the author(s). It is understood that all persons copying this information will adhere to the terms and constraints invoked by each author's copyright. These works may be reposted only with the explicit permission of the copyright holder. www.santafe.edu SANTA FE INSTITUTEWhat the no free lunch theorems really mean; how to improve search algorithms