Related papers: Benchmarking Feature-based Algorithm Selection Sys…
We derive an optimal policy for adaptively restarting a randomized algorithm, based on observed features of the run-so-far, so as to minimize the expected time required for the algorithm to successfully terminate. Given a suitable Bayesian…
In machine learning, fewer features reduce model complexity. Carefully assessing the influence of each input feature on the model quality is therefore a crucial preprocessing step. We propose a novel feature selection algorithm based on a…
One key challenge in optimization is the selection of a suitable set of benchmark problems. A common goal is to find functions which are representative of a class of real-world optimization problems in order to ensure findings on the…
A predominant topic in the theory of evolutionary algorithms and, more generally, theory of randomized black-box optimization techniques is running time analysis. Running time analysis aims at understanding the performance of a given…
Automated benchmarking environments aim to support researchers in understanding how different algorithms perform on different types of optimization problems. Such comparisons provide insights into the strengths and weaknesses of different…
For a wide range of applications the structure of systems like Neural Networks or complex simulations, is unknown and approximation is costly or even impossible. Black-box optimization seeks to find optimal (hyper-) parameters for these…
We formulate selecting the best optimizing system (SBOS) problems and provide solutions for those problems. In an SBOS problem, a finite number of systems are contenders. Inside each system, a continuous decision variable affects the…
Benchmarking plays an important role in the development of novel search algorithms as well as for the assessment and comparison of contemporary algorithmic ideas. This paper presents common principles that need to be taken into account when…
Feature selection has remained a daunting challenge in machine learning and artificial intelligence, where increasingly complex, high-dimensional datasets demand principled strategies for isolating the most informative predictors. Despite…
Cold-start challenges in recommender systems necessitate leveraging auxiliary features beyond user-item interactions. However, the presence of irrelevant or noisy features can degrade predictive performance, whereas an excessive number of…
The main purpose of Feature Subset Selection is to find a reduced subset of attributes from a data set described by a feature set. The task of a feature selection algorithm (FSA) is to provide with a computational solution motivated by a…
The proposed feature selection method builds a histogram of the most stable features from random subsets of a training set and ranks the features based on a classifier based cross-validation. This approach reduces the instability of…
One way to reduce the time of conducting optimization studies is to evaluate designs in parallel rather than just one-at-a-time. For expensive-to-evaluate black-boxes, batch versions of Bayesian optimization have been proposed. They work by…
Bayesian Optimization (BO) is an effective approach for global optimization of black-box functions when function evaluations are expensive. Most prior works use Gaussian processes to model the black-box function, however, the use of kernels…
By Emerging huge databases and the need to efficient learning algorithms on these datasets, new problems have appeared and some methods have been proposed to solve these problems by selecting efficient features. Feature selection is a…
Evaluating performance across optimization algorithms on many problems presents a complex challenge due to the diversity of numerical scales involved. Traditional data processing methods, such as hypothesis testing and Bayesian inference,…
Performance complementarity of solvers available to tackle black-box optimization problems gives rise to the important task of algorithm selection (AS). Automated AS approaches can help replace tedious and labor-intensive manual selection,…
In scientific computing, it is common that a mathematical expression can be computed by many different algorithms (sometimes over hundreds), each identifying a specific sequence of library calls. Although mathematically equivalent, those…
Deep learning algorithms have recently shown to be a successful tool in estimating parameters of statistical models for which simulation is easy, but likelihood computation is challenging. But the success of these approaches depends on…
We introduce COCO, an open source platform for Comparing Continuous Optimizers in a black-box setting. COCO aims at automatizing the tedious and repetitive task of benchmarking numerical optimization algorithms to the greatest possible…