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No Free Lunch Theorems for Search (1995) [188 citations — 2 self]

by David H. Wolpert ,  William G. Macready ,  David H ,  William G
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Abstract:

We show that all algorithms that search for an extremum of a cost function perform exactly the same, when averaged over all possible cost functions. In particular, if algorithm A outperforms algorithm B on some cost functions, then loosely speaking there must exist exactly as many other functions where B outperforms A. Starting from this we analyze a number of the other a priori characteristics of the search problem, like its geometry and its information-theoretic aspects. This analysis allows us to derive mathematical benchmarks for assessing a particular search algorithm 's performance. We also investigate minimax aspects of the search problem, the validity of using characteristics of a partial search over a cost function to predict future behavior of the search algorithm on that cost function, and time-varying cost functions. We conclude with some discussion of the justifiability of biologically-inspired search methods. 1 Introduction Many problems can be cast as optimization over ...

Citations

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464 Heuristics: Intelligent Search Strategies for Computer Problem Solving – Pearl - 1984
29 On overfitting avoidance as bias – Wolpert - 1993
19 Off-training set error and a priori distinctions between learning algorithms – Wolpert - 1995
10 de la Maza M. Dynamic Hill Climbing: Overcoming the limitations of optimization techniques – Yuret, M - 1993
2 Reinelt, The Traveling Salesman, computational solutions for TSP applications – Gerhard - 1994