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Black-box optimization (BBO) addresses problems where objectives are accessible only through costly queries without gradients or explicit structure. Classical derivative-free methods -- line search, direct search, and model-based solvers…

Machine Learning · Computer Science 2025-10-01 Morteza Kimiaei , Vyacheslav Kungurtsev

The performance of automated algorithm selection (AAS) strongly depends on the portfolio of algorithms to choose from. Selecting the portfolio is a non-trivial task that requires balancing the trade-off between the higher flexibility of…

Accurately predicting the performance of different optimization algorithms for previously unseen problem instances is crucial for high-performing algorithm selection and configuration techniques. In the context of numerical optimization,…

Neural and Evolutionary Computing · Computer Science 2021-04-23 Tome Eftimov , Anja Jankovic , Gorjan Popovski , Carola Doerr , Peter Korošec

Although a large number of optimization algorithms have been proposed for black box optimization problems, the no free lunch theorems inform us that no algorithm can beat others on all types of problems. Different types of optimization…

Neural and Evolutionary Computing · Computer Science 2020-01-07 Yaodong He , Shiu Yin Yuen

The selection of the most appropriate algorithm to solve a given problem instance, known as algorithm selection, is driven by the potential to capitalize on the complementary performance of different algorithms across sets of problem…

Machine Learning · Computer Science 2024-06-12 Gjorgjina Cenikj , Ana Nikolikj , Gašper Petelin , Niki van Stein , Carola Doerr , Tome Eftimov

Predicting the performance of an optimization algorithm on a new problem instance is crucial in order to select the most appropriate algorithm for solving that problem instance. For this purpose, recent studies learn a supervised machine…

Machine Learning · Computer Science 2022-03-23 Risto Trajanov , Stefan Dimeski , Martin Popovski , Peter Korošec , Tome Eftimov

The AutoML task consists of selecting the proper algorithm in a machine learning portfolio, and its hyperparameter values, in order to deliver the best performance on the dataset at hand. Mosaic, a Monte-Carlo tree search (MCTS) based…

Machine Learning · Computer Science 2019-10-09 Herilalaina Rakotoarison , Marc Schoenauer , Michèle Sebag

The recently proposed MA-BBOB function generator provides a way to create numerical black-box benchmark problems based on the well-established BBOB suite. Initial studies on this generator highlighted its ability to smoothly transition…

Neural and Evolutionary Computing · Computer Science 2024-04-12 Konstantin Dietrich , Diederick Vermetten , Carola Doerr , Pascal Kerschke

Predicting the probability of default (PD) of prospective loans is a critical objective for financial institutions. In recent years, machine learning (ML) algorithms have achieved remarkable success across a wide variety of prediction…

Risk Management · Quantitative Finance 2025-06-25 Adrian Iulian Cristescu , Matteo Giordano

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…

Machine Learning · Statistics 2018-11-30 Pascal Kerschke , Heike Trautmann

One of the most challenging problems in evolutionary computation is to select from its family of diverse solvers one that performs well on a given problem. This algorithm selection problem is complicated by the fact that different phases of…

Neural and Evolutionary Computing · Computer Science 2020-06-12 Diederick Vermetten , Hao Wang , Carola Doerr , Thomas Bäck

Explainable machine learning (XML) has emerged as a major challenge in artificial intelligence (AI). Although black-box models such as Deep Neural Networks and Gradient Boosting often exhibit exceptional predictive accuracy, their lack of…

Methodology · Statistics 2024-06-18 Evgenii Kuriabov , Jia Li

Automated algorithm selection for continuous black-box optimization depends on representing problem information under limited probing and selecting solvers under heavy-tailed performance distributions. This paper proposes a geometric…

Machine Learning · Computer Science 2026-05-22 Jiabao Brad Wang , Xiang Shi , Yiliang Yuan , Mustafa Misir

The growing ubiquity of machine learning (ML) has led it to enter various areas of computer science, including black-box optimization (BBO). Recent research is particularly concerned with Bayesian optimization (BO). BO-based algorithms are…

Machine Learning · Computer Science 2024-01-04 Elena Raponi , Nathanael Rakotonirina Carraz , Jérémy Rapin , Carola Doerr , Olivier Teytaud

Automatic Machine Learning (Auto-ML) systems tackle the problem of automating the design of prediction models or pipelines for data science. In this paper, we present Lifelong Bayesian Optimization (LBO), an online, multitask Bayesian…

Machine Learning · Statistics 2019-06-24 Yao Zhang , James Jordon , Ahmed M. Alaa , Mihaela van der Schaar

This paper describes a practical approach of using supervised machine learning (ML) models to assist safety investigators to classify aviation occurrences into either incident or serious incident categories. Our implementation currently…

Machine Learning · Computer Science 2025-04-15 Bryan Y. Siow

Algorithm selection, aiming to identify the best algorithm for a given problem, plays a pivotal role in continuous black-box optimization. A common approach involves representing optimization functions using a set of features, which are…

Machine Learning · Computer Science 2025-05-13 Gašper Petelin , Gjorgjina Cenikj

Automated machine learning (AutoML) algorithms have grown in popularity due to their high performance and flexibility to adapt to different problems and data sets. With the increasing number of AutoML algorithms, deciding which would best…

Machine Learning · Computer Science 2023-03-10 Pedro Henrique Ribeiro , Patryk Orzechowski , Joost Wagenaar , Jason H. Moore

When solving optimization problems with black-box approaches, the algorithms gather valuable information about the problem instance during the optimization process. This information is used to adjust the distributions from which new…

Neural and Evolutionary Computing · Computer Science 2023-01-13 Dominik Schröder , Diederick Vermetten , Hao Wang , Carola Doerr , Thomas Bäck

Recently, Automated Machine Learning (AutoML) has registered increasing success with respect to tabular data. However, the question arises whether AutoML can also be applied effectively to text classification tasks. This work compares four…

Machine Learning · Computer Science 2020-12-08 Matthias Blohm , Marc Hanussek , Maximilien Kintz
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