On the Effect of Response Transformations in Sequential Parameter Optimization
Parameter tuning of evolutionary algorithms (EAs) is attracting more and more interest. In particular, the sequential parameter optimization (SPO) framework for the model-assisted tuning of stochastic optimizers has resulted in established parameter tuning algorithms. In this paper, we enhance the SPO framework by introducing transformation steps before the response aggregation and before the actual modeling. Based on design-of-experiments techniques, we empirically analyze the effect of integrating different transformations. We show that in particular, a rank transformation of the responses provides significant improvements. A deeper analysis of the resulting models and additional experiments with adaptive procedures indicates that the rank and the Box-Cox transformation are able to improve the properties of the resultant distributions with respect to symmetry and normality of the residuals. Moreover, model-based effect plots document a higher discriminatory power obtained by the rank transformation.
sequential parameter optimization parameter tuning data transformation design and analysis of computer experiments kriging