Hybridizing Target- and SHAP-Encoded Features for Algorithm Selection in Mixed-Variable Black-Box Optimization

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Contributors

Abstract

Exploratory landscape analysis (ELA) is a well-established tool to characterize optimization problems via numerical features. ELA is used for problem comprehension, algorithm design, and applications such as automated algorithm selection and configuration. Until recently, however, ELA was limited to search spaces with either continuous or discrete variables, neglecting problems with mixed variable types. This gap was addressed in a recent study that uses an approach based on target-encoding to compute exploratory landscape features for mixed-variable problems. In this work, we investigate an alternative encoding scheme based on SHAP values. While these features do not lead to better results in the algorithm selection setting considered in previous work, the two different encoding mechanisms exhibit complementary performance. Combining both feature sets into a hybrid approach outperforms each encoding mechanism individually. Finally, we experiment with two different ways of meta-selecting between the two feature sets. Both approaches are capable of taking advantage of the performance complementarity of the models trained on target-encoded and SHAP-encoded feature sets, respectively.

Details

Original languageEnglish
Title of host publicationParallel Problem Solving from Nature – PPSN XVIII
EditorsMichael Affenzeller, Stephan M. Winkler, Anna V. Kononova, Thomas Bäck, Heike Trautmann, Tea Tušar, Penousal Machado
Pages154–169
Number of pages16
ISBN (electronic)978-3-031-70068-2
Publication statusPublished - 7 Sept 2024
Peer-reviewedYes

Publication series

SeriesLecture Notes in Computer Science
Volume15149
ISSN0302-9743

External IDs

Scopus 85204586637

Keywords

Keywords

  • Automated Algorithm Selection, Mixed-Variable Optimisation, SHAP