The Impact of Sample Volume in Random Search on the bbob Test Suite

International audienceUniform Random Search is considered the simplest of all randomized search strategies and thus a natural baseline in benchmarking. Yet, in continuous domain it has its search domain width as a parameter that potentially has a strong effect on its performance. In this paper, we investigate this effect on the well-known 24 functions from the bbob test suite by varying the sample domain of the algorithm ([−α, α]^n for α ∈ {0.5, 1, 2, 3, 4, 5, 6, 10, 20} and n the search space dimension). Though the optima of the bbob testbed are randomly chosen in [−4, 4]^n (with the exception of the linear function f5), the best strategy depends on the search space dimension and the chosen budget. Small budgets and larger dimensions favor smaller domain widths