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

TL;DR

This paper demonstrates that combining exploratory landscape analysis features with machine learning enables effective automatic algorithm selection for continuous black-box problems, significantly improving efficiency over single solvers.

Contribution

It introduces a new algorithm selection model based on landscape features and machine learning, tailored for continuous black-box optimization, improving resource efficiency.

Findings

The model requires less than half the resources of the best single solver.

Increased efficiency over classical ensemble methods.

Features provide valuable insights for problem characterization.

Abstract

In this paper, 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. Focussing 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. Acting 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.