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First-Hitting times under additive drift

  • For the last ten years, almost every theoretical result concerning the expected run time of a randomized search heuristic used drift theory, making it the arguably most important tool in this domain. Its success is due to its ease of use and its powerful result: drift theory allows the user to derive bounds on the expected first-hitting time of a random process by bounding expected local changes of the process - the drift. This is usually far easier than bounding the expected first-hitting time directly. Due to the widespread use of drift theory, it is of utmost importance to have the best drift theorems possible. We improve the fundamental additive, multiplicative, and variable drift theorems by stating them in a form as general as possible and providing examples of why the restrictions we keep are still necessary. Our additive drift theorem for upper bounds only requires the process to be nonnegative, that is, we remove unnecessary restrictions like a finite, discrete, or bounded search space. As corollaries, the same is true forFor the last ten years, almost every theoretical result concerning the expected run time of a randomized search heuristic used drift theory, making it the arguably most important tool in this domain. Its success is due to its ease of use and its powerful result: drift theory allows the user to derive bounds on the expected first-hitting time of a random process by bounding expected local changes of the process - the drift. This is usually far easier than bounding the expected first-hitting time directly. Due to the widespread use of drift theory, it is of utmost importance to have the best drift theorems possible. We improve the fundamental additive, multiplicative, and variable drift theorems by stating them in a form as general as possible and providing examples of why the restrictions we keep are still necessary. Our additive drift theorem for upper bounds only requires the process to be nonnegative, that is, we remove unnecessary restrictions like a finite, discrete, or bounded search space. As corollaries, the same is true for our upper bounds in the case of variable and multiplicative drift.show moreshow less

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Metadaten
Author details:Timo KötzingORCiD, Martin Stefan KrejcaORCiDGND
DOI:https://doi.org/10.1007/978-3-319-99259-4_8
ISBN:978-3-319-99259-4
ISBN:978-3-319-99258-7
ISSN:0302-9743
ISSN:1611-3349
Title of parent work (English):Parallel Problem Solving from Nature – PPSN XV, PT II
Publisher:Springer
Place of publishing:Cham
Publication type:Other
Language:English
Date of first publication:2018/08/21
Publication year:2018
Release date:2022/03/02
Volume:11102
Number of pages:13
First page:92
Last Page:104
Organizational units:Digital Engineering Fakultät / Hasso-Plattner-Institut für Digital Engineering GmbH
DDC classification:0 Informatik, Informationswissenschaft, allgemeine Werke / 00 Informatik, Wissen, Systeme / 000 Informatik, Informationswissenschaft, allgemeine Werke
Peer review:Referiert
Publishing method:Open Access / Green Open-Access
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