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A comparison of opt...
A comparison of optimisation algorithms for high-dimensional particle and astrophysics applications
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Balázs, C. (author)
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van Beekveld, M. (author)
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Caron, S. (author)
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Dillon, B. M. (author)
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Farmer, B. (author)
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Fowlie, A. (author)
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Garrido-Merchán, E. C. (author)
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Handley, W. (author)
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Hendriks, L. (author)
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- Jóhannesson, Gudlaugur (author)
- Stockholms universitet,KTH,Nordic Institute for Theoretical Physics NORDITA,Science Institute, University of Iceland, Dunhaga 7, Reykjavik, IS-107, Iceland; Nordita, Stockholm University, Roslagstullsbacken 23, Stockholm, SE-106 91, Sweden,Nordiska institutet för teoretisk fysik (Nordita)
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Leinweber, A. (author)
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Mamužić, J. (author)
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Martinez, G. D. (author)
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Otten, S. (author)
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de Austri, R. R. (author)
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Scott, P. (author)
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Searle, Z. (author)
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Stienen, B. (author)
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Vanschoren, J. (author)
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White, M. (author)
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Group, The DarkMachines High Dimensional Sampling (author)
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(creator_code:org_t)
- Springer Nature, 2021
- 2021
- English.
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In: Journal of High Energy Physics (JHEP). - : Springer Nature. - 1126-6708 .- 1029-8479. ; 2021:5
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https://doi.org/10.1...
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https://urn.kb.se/re...
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Abstract
Subject headings
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- Optimisation problems are ubiquitous in particle and astrophysics, and involve locating the optimum of a complicated function of many parameters that may be computationally expensive to evaluate. We describe a number of global optimisation algorithms that are not yet widely used in particle astrophysics, benchmark them against random sampling and existing techniques, and perform a detailed comparison of their performance on a range of test functions. These include four analytic test functions of varying dimensionality, and a realistic example derived from a recent global fit of weak-scale supersymmetry. Although the best algorithm to use depends on the function being investigated, we are able to present general conclusions about the relative merits of random sampling, Differential Evolution, Particle Swarm Optimisation, the Covariance Matrix Adaptation Evolution Strategy, Bayesian Optimisation, Grey Wolf Optimisation, and the PyGMO Artificial Bee Colony, Gaussian Particle Filter and Adaptive Memory Programming for Global Optimisation algorithms.
Subject headings
- NATURVETENSKAP -- Fysik (hsv//swe)
- NATURAL SCIENCES -- Physical Sciences (hsv//eng)
Keyword
- Phenomenology of Field Theories in Higher Dimensions
- Supersymmetry Phenomenology
Publication and Content Type
- ref (subject category)
- art (subject category)
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To the university's database
- By the author/editor
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Balázs, C.
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van Beekveld, M.
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Caron, S.
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Dillon, B. M.
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Farmer, B.
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Fowlie, A.
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show more...
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Garrido-Merchán, ...
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Handley, W.
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Hendriks, L.
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Jóhannesson, Gud ...
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Leinweber, A.
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Mamužić, J.
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Martinez, G. D.
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Otten, S.
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de Austri, R. R.
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Scott, P.
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Searle, Z.
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Stienen, B.
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Vanschoren, J.
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White, M.
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Group, The DarkM ...
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show less...
- About the subject
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- NATURAL SCIENCES
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NATURAL SCIENCES
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and Physical Science ...
- Articles in the publication
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Journal of High ...
- By the university
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Royal Institute of Technology
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Stockholm University