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A comparison of optimisation algorithms for high-dimensional particle and astrophysics applications

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 astrophy...

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Main Authors: Balázs, Csaba (Author) , van Beekveld, Melissa (Author) , Caron, Sascha (Author) , Dillon, Barry M. (Author) , Farmer, Ben (Author) , Fowlie, Andrew (Author) , Garrido-Merchán, Eduardo C. (Author) , Handley, Will (Author) , Hendriks, Luc (Author) , Jóhannesson, Guðlaugur (Author) , Leinweber, Adam (Author) , Mamužić, Judita (Author) , Martinez, Gregory D. (Author) , Otten, Sydney (Author) , de Austri, Roberto Ruiz (Author) , Scott, Pat (Author) , Searle, Zachary (Author) , Stienen, Bob (Author) , Vanschoren, Joaquin (Author) , White, Martin (Author)
Format: Article (Journal)
Language:English
Published: 13 May 2021
In: Journal of high energy physics
Year: 2021, Issue: 5, Pages: 1-44
ISSN:1029-8479
DOI:10.1007/JHEP05(2021)108
Online Access:Verlag, lizenzpflichtig, Volltext: https://doi.org/10.1007/JHEP05(2021)108
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Author Notes:The DarkMachines High Dimensional Sampling Group, Csaba Balázs, Melissa van Beekveld, Sascha Caron, Barry M. Dillon, Ben Farmer, Andrew Fowlie, Eduardo C. Garrido-Merchán, Will Handley, Luc Hendriks, Guðlaugur Jóhannesson, Adam Leinweber, Judita Mamužić, Gregory D. Martinez, Sydney Otten, Roberto Ruiz de Austri, Pat Scott, Zachary Searle, Bob Stienen, Joaquin Vanschoren, and Martin White
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Summary: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.
Item Description:Gesehen am 02.06.2022
Physical Description:Online Resource
ISSN:1029-8479
DOI:10.1007/JHEP05(2021)108

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