Laplace’s rule of succession: a simple and efficient way to compare metaheuristics

Metaheuristics are algorithms that are used to solve difficult optimization problems. They are typically stochastic approaches; hence, proper statistical tests are needed to compare them. However, choosing an appropriate statistical test is not trivial given that each test requires some assumptions to be true before the test can be used. Moreover, the p -values associated with a statistical test is usually difficult to interpret. In this paper, we propose the use of Laplace’s rule of succession to compare different metaheuristic approaches. The rule is simple, intuitive and easy to compute. It can be used alone or to complement a statistical test. The process of using the rule for comparison purposes is clearly explained and applied to a typical scenario encountered in the field of metaheuristics. In this scenario, an improved variant of an existing metaheuristic algorithm is proposed. To evaluate the performance of the two algorithms, Laplace’s rule and a traditional statistical test are used. Analysis of the results and how to interpret them are provided. The results show that Laplace’s rule is consistent with the used statistical test. Furthermore, the rule is easier to compute and interpret.