Differences that make a difference: comparing implementations of selected optimization algorithms in R language

Rafał Biedrzycki

Abstract

Numerical optimization is very important for engineers, statisticians, as well as researchers and practitioners in other domains. The R language, which is at the top of recent popularity rankings, provides various packages and functions to perform optimization. This paper compares several implementations of optimization methods that are available in R language. The results show that even implementations of the same method produce different results. Therefore, a care should be taken during selection of implementation to perform the experiments. The conducted survey also reveal that several implementations have errors or some oddities in their source code which hinders or excludes their practical usage.
Author Rafał Biedrzycki (FEIT / IN)
Rafał Biedrzycki,,
- The Institute of Computer Science
Pages10808-1-10808-12
Publication size in sheets0.55
Book Romaniuk Ryszard, Linczuk Maciej Grzegorz (eds.): Proceedings of SPIE: Photonics Applications in Astronomy, Communications, Industry, and High-Energy Physics Experiments 2018, vol. 10808, 2018, SPIE - the International Society for Optics and Photonics, ISBN 9781510622036, 2086 p.
Keywords in EnglishEvolutionary algorithm, CMA-ES, DE
DOIDOI:10.1117/12.2501381
URL https://www.spiedigitallibrary.org/conference-proceedings-of-spie/10808/108081S/Differences-that-make-a-difference--comparing-implementations-of-selected/10.1117/12.2501381.full?SSO=1
Languageen angielski
File
rb.pdf 375.99 KB
Score (nominal)15
ScoreMinisterial score = 15.0, 16-10-2018, BookChapterMatConf
Ministerial score (2013-2016) = 15.0, 16-10-2018, BookChapterMatConf
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