llama (version 0.9.2)

analysis: Analysis functions

Description

Functions for analysing portfolios.

Usage

contributions(data = NULL)

Arguments

data

the data to use. The structure returned by input.

Value

A table listing the Shapley values for each algorithm in the portfolio. The higher the value, the more the respective algorithm contributes to the overall performance of the portfolio.

Details

contributions analyses the marginal contributions of the algorithms in the portfolio to its overall performance. More specifically, the Shapley value for a specific algorithm is computed as the "value" of the portfolio with the algorithm minus the "value" without the algorithm. This is done over all possible portfolio compositions.

It is automatically determined whether the performance value is to be minimised or maximised.

References

Rahwan, T., Michalak, T. (2013) A Game Theoretic Approach to Measure Contributions in Algorithm Portfolios. Technical Report RR-13-11, University of Oxford.

Examples

Run this code
# NOT RUN {
if(Sys.getenv("RUN_EXPENSIVE") == "true") {
data(satsolvers)

contributions(satsolvers)
}
# }

Run the code above in your browser using DataCamp Workspace