Abstract
"Reusing Search Data in Ranking and Selection: What Could Possibly Go Wrong?" [2] by Eckman and Henderson rigorously defines the statistical guarantees for ranking-and-selection (R&S) procedures after random search, and points out that the simulation replications collected in the search phase are conditionally dependent given the sequence of returned systems. Therefore, reusing the search data for R&S may affect the statistical guarantees. The authors further design random search algorithms to demonstrate that the correct selection guarantees of some ranking-and-selection procedures will be compromised if reusing the simulation replications taken during the search. This replicated computation report focuses on the reproducibility of the experiment results in the aforementioned article.
Original language | English (US) |
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Article number | A19 |
Journal | ACM Transactions on Modeling and Computer Simulation |
Volume | 28 |
Issue number | 3 |
DOIs | |
State | Published - Aug 2018 |
Externally published | Yes |
Bibliographical note
Publisher Copyright:© 2018 ACM.
Keywords
- Random search
- Ranking and selection
- Simulation optimization