Automated Algorithm Selection on Continuous Black-Box Problems by Combining Exploratory Landscape Analysis and Machine Learning

Research output: Contribution to journalResearch articleContributedpeer-review

Contributors

  • Pascal Kerschke - , University of Münster (Author)
  • Heike Trautmann - (Author)

Abstract

In this article, we build upon previous work on designing informative and efficient Exploratory Landscape Analysis features for characterizing problems' landscapes and show their effectiveness in automatically constructing algorithm selection models in continuous black-box optimization problems. Focusing on algorithm performance results of the COCO platform of several years, we construct a representative set of high-performing complementary solvers and present an algorithm selection model that, compared to the portfolio's single best solver, on average requires less than half of the resources for solving a given problem. Therefore, there is a huge gain in efficiency compared to classical ensemble methods combined with an increased insight into problem characteristics and algorithm properties by using informative features. The model acts on the assumption that the function set of the Black-Box Optimization Benchmark is representative enough for practical applications. The model allows for selecting the best suited optimization algorithm within the considered set for unseen problems prior to the optimization itself based on a small sample of function evaluations. Note that such a sample can even be reused for the initial population of an evolutionary (optimization) algorithm so that even the feature costs become negligible.

Details

Original languageEnglish
Pages (from-to) 99–127
JournalEvolutionary Computation
Volume27
Issue number1
Publication statusPublished - Mar 2019
Peer-reviewedYes
Externally publishedYes

External IDs

Scopus 85062407599

Keywords

Library keywords