Improved branch-and-bound algorithm for U-curve optimization

Abstract

The U-curve branch-and-bound algorithm for optimization was introduced recently by Ris and collaborators. In this paper we introduce an improved algorithm for finding the optimal set of features based on the U-curve assumption. Synthetic experiments are used to asses the performance of the proposed algorithm, and compare it to exhaustive search and the original algorithm. The results show that the modified U-curve BB algorithm makes fewer evaluations and is more robust than the original algorithm.