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Towards dynamic algorithm selection for numerical black-box optimization: investigating BBOB as a use case

Published: 26 June 2020 Publication History

Abstract

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 the optimization process require different search behavior. While this can partly be controlled by the algorithm itself, there exist large differences between algorithm performance. It can therefore be beneficial to swap the configuration or even the entire algorithm during the run. Long deemed impractical, recent advances in Machine Learning and in exploratory landscape analysis give hope that this dynamic algorithm configuration (dynAC) can eventually be solved by automatically trained configuration schedules. With this work we aim at promoting research on dynAC, by introducing a simpler variant that focuses only on switching between different algorithms, not configurations. Using the rich data from the Black Box Optimization Benchmark (BBOB) platform, we show that even single-switch dynamic Algorithm selection (dynAS) can potentially result in significant performance gains. We also discuss key challenges in dynAS, and argue that the BBOB-framework can become a useful tool in overcoming these.

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      cover image ACM Conferences
      GECCO '20: Proceedings of the 2020 Genetic and Evolutionary Computation Conference
      June 2020
      1349 pages
      ISBN:9781450371285
      DOI:10.1145/3377930
      Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than the author(s) must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected].

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      Published: 26 June 2020

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      • (2024)Opt2Vec - A continuous optimization problem representation based on the algorithm's behavior: a case study on problem classificationInformation Sciences10.1016/j.ins.2024.121134(121134)Online publication date: Jul-2024
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      • (2023)Evolutionary Algorithms for Parameter Optimization—Thirty Years LaterEvolutionary Computation10.1162/evco_a_0032531:2(81-122)Online publication date: 1-Jun-2023
      • (2023)To Switch or Not to Switch: Predicting the Benefit of Switching Between Algorithms Based on Trajectory FeaturesApplications of Evolutionary Computation10.1007/978-3-031-30229-9_22(335-350)Online publication date: 9-Apr-2023
      • (2022)Using structural bias to analyse the behaviour of modular CMA-ESProceedings of the Genetic and Evolutionary Computation Conference Companion10.1145/3520304.3534035(1674-1682)Online publication date: 9-Jul-2022
      • (2022)Identifying minimal set of Exploratory Landscape Analysis features for reliable algorithm performance prediction2022 IEEE Congress on Evolutionary Computation (CEC)10.1109/CEC55065.2022.9870439(1-8)Online publication date: 18-Jul-2022
      • (2022)Trajectory-based Algorithm Selection with Warm-starting2022 IEEE Congress on Evolutionary Computation (CEC)10.1109/CEC55065.2022.9870222(1-8)Online publication date: 18-Jul-2022
      • (2021)Leveraging benchmarking data for informed one-shot dynamic algorithm selectionProceedings of the Genetic and Evolutionary Computation Conference Companion10.1145/3449726.3459578(245-246)Online publication date: 7-Jul-2021
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