A practical tutorial on the use of nonparametric statistical tests as a methodology for comparing evolutionary and swarm intelligence algorithms

The interest in non parametric statistical analysis has grown recently in the field of computational intelligence. In many experimental studies, the lack of the required properties for a proper application of parametric procedures - independence, normality, and homoscedasticity - yields to nonparametric ones the task of performing a rigorous comparison among algorithms. In this paper, we will discuss the basics and give a survey of a complete set of nonparametric procedures developed to perform both pairwise and multiple comparisons, for multi-problem analysis. The test problems of the CEC'2005 special session on real parameter optimization will help to illustrate the use of the tests throughout this tutorial, analyzing the results of a set of well-known evolutionary and swarm intelligence algorithms. This tutorial is concluded with a compilation of considerations and recommendations, which will guide practitioners when using these tests to contrast their experimental results. (C) 2011 Elsevier B.V. All rights reserved.