English

Landscape-Aware Fixed-Budget Performance Regression and Algorithm Selection for Modular CMA-ES Variants

Neural and Evolutionary Computing 2020-06-18 v1 Machine Learning

Abstract

Automated algorithm selection promises to support the user in the decisive task of selecting a most suitable algorithm for a given problem. A common component of these machine-trained techniques are regression models which predict the performance of a given algorithm on a previously unseen problem instance. In the context of numerical black-box optimization, such regression models typically build on exploratory landscape analysis (ELA), which quantifies several characteristics of the problem. These measures can be used to train a supervised performance regression model. First steps towards ELA-based performance regression have been made in the context of a fixed-target setting. In many applications, however, the user needs to select an algorithm that performs best within a given budget of function evaluations. Adopting this fixed-budget setting, we demonstrate that it is possible to achieve high-quality performance predictions with off-the-shelf supervised learning approaches, by suitably combining two differently trained regression models. We test this approach on a very challenging problem: algorithm selection on a portfolio of very similar algorithms, which we choose from the family of modular CMA-ES algorithms.

Keywords

Cite

@article{arxiv.2006.09855,
  title  = {Landscape-Aware Fixed-Budget Performance Regression and Algorithm Selection for Modular CMA-ES Variants},
  author = {Anja Jankovic and Carola Doerr},
  journal= {arXiv preprint arXiv:2006.09855},
  year   = {2020}
}

Comments

To appear in Proc. of Genetic and Evolutionary Computation Conference (GECCO'20)

R2 v1 2026-06-23T16:24:14.100Z