TY  - JOUR
AU  - Balazs, C. et al
AU  - Mamuzic, J.
AU  - Ruiz de Austri, R.
PY  - 2021
DA  - 2021//
TI  - A comparison of optimisation algorithms for high-dimensional particle and astrophysics applications
T2  - J. High Energy Phys.
JO  - Journal of High Energy Physics
SP  - 108
EP  - 46pp
VL  - 05
IS  - 5
PB  - Springer
KW  - Phenomenology of Field Theories in Higher Dimensions
KW  - Supersymmetry Phenomenology
AB  - 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.
SN  - 1029-8479
UR  - https://arxiv.org/abs/2101.04525
UR  - https://doi.org/10.1007/JHEP05(2021)108
DO  - 10.1007/JHEP05(2021)108
LA  - English
N1  - WOS:000762408900002
ID  - Balazs_etal2021
ER  -