Towards Feature-Free Automated Algorithm Selection for Single-Objective Continuous Black-Box Optimization

Research output: Contribution to book/Conference proceedings/Anthology/ReportConference contributionContributedpeer-review

Contributors

Abstract

We propose a novel method for automated algorithm selection in the domain of single-objective continuous black-box optimization. In contrast to existing methods, we use convolutional neural networks as the selection apparatus which bases its decision on a so-called ‘fitness map’. This fitness map is a 2D representation of a two dimensional search space where different gray scales indicate the quality of found solutions in certain areas. Our devised approach uses a modular CMA-ES framework which offers the option to create the conventional CMA-ES, CMA-ES with the alternate step-size adaptation and many other variants proposed over the years. In total, 4 608 different configurations are possible where most configurations are of complementary nature. In this proof-of-concept work, we consider a subset of 32 possible configurations. The developed method is evaluated against an excerpt of BBOB functions and its performance is compared against baselines that are commonly used in automated algorithm selection - the best standalone algorithm (configuration) and the best obtainable sequence of configurations. While the results indicate that the use of the fitness map is not superior on every benchmark problem, it indubitably shows its merit on more hard-to-solve problems. This offers a promising perspective for generalizing to other types of optimization problems and problem domains.

Details

Original languageEnglish
Title of host publication2021 IEEE Symposium Series on Computational Intelligence, SSCI 2021 - Proceedings
Publication statusPublished - 5 Dec 2021
Peer-reviewedYes

External IDs

Scopus 85125816674
Mendeley b58228b4-0122-3206-92f7-a8dc0c37b9cf

Keywords

Keywords

  • Automated Algorithm Configuration, Black-Box Optimization, CMA-ES, Deep Learning, Feature-Free