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Estimating the Expected Cost of Function Evaluation Strategies

  • Rebi Daldal
  • Zahed Shahmoradi
  • Tonguç ÜnlüyurtEmail author
Conference paper
Part of the Lecture Notes in Management and Industrial Engineering book series (LNMIE)

Abstract

We propose a sampling-based method to estimate the expected cost of a given strategy that evaluates a given Boolean function. In general, computing the exact expected cost of a strategy that evaluates a Boolean function obtained by some algorithm may take exponential time. Consequently, it may not be possible to assess the quality of the solutions obtained by different algorithms in an efficient manner. We demonstrate the effectiveness of the estimation method in random instances for algorithms developed for certain functions where the expected cost can be computed in polynomial time. We show that the absolute percentage errors are very small even for samples of moderate size. We propose that in order to compare strategies obtained by different algorithms, it is practically sufficient to compare the estimates when the exact computation of the expected cost is not possible.

Keywords

Function evaluation Sequential testing Cost estimation Monte Carlo methods 

Notes

Acknowledgements

The authors gratefully acknowledge the support provided by TUBITAK 1001 programme, project number 113M478.

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Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Rebi Daldal
    • 1
    • 3
  • Zahed Shahmoradi
    • 2
    • 3
  • Tonguç Ünlüyurt
    • 3
    Email author
  1. 1.University of CaliforniaBerkeleyUSA
  2. 2.University of HoustonHoustonUSA
  3. 3.Faculty of Engineering and Natural SciencesSabanci UniversityIstanbulTurkey

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