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

التفاصيل البيبلوغرافية
العنوان: Landscape-Aware Fixed-Budget Performance Regression and Algorithm Selection for Modular CMA-ES Variants
المؤلفون: Carola Doerr, Anja Jankovic
المساهمون: Recherche Opérationnelle (RO), LIP6, Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)
المصدر: GECCO'20 Proceedings of the ACM Genetic and Evolutionary Computation Conference
ACM Genetic and Evolutionary Computation Conference (GECCO'20)
ACM Genetic and Evolutionary Computation Conference (GECCO'20), Jul 2020, Cancun, Mexico. ⟨10.1145/3377930.3390183⟩
GECCO
بيانات النشر: arXiv, 2020.
سنة النشر: 2020
مصطلحات موضوعية: FOS: Computer and information sciences, Computer Science - Machine Learning, Computer science, Context (language use), 0102 computer and information sciences, 02 engineering and technology, [INFO.INFO-NE]Computer Science [cs]/Neural and Evolutionary Computing [cs.NE], Machine learning, computer.software_genre, 01 natural sciences, Machine Learning (cs.LG), Component (UML), 0202 electrical engineering, electronic engineering, information engineering, Neural and Evolutionary Computing (cs.NE), CMA-ES, Selection (genetic algorithm), business.industry, Supervised learning, Computer Science - Neural and Evolutionary Computing, Regression analysis, Modular design, Regression, 010201 computation theory & mathematics, Portfolio, 020201 artificial intelligence & image processing, Artificial intelligence, business, computer
الوصف: 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.
Comment: To appear in Proc. of Genetic and Evolutionary Computation Conference (GECCO'20)
DOI: 10.48550/arxiv.2006.09855
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::83f11248e0b63625f1f0fda61fa705c1
حقوق: OPEN
رقم الأكسشن: edsair.doi.dedup.....83f11248e0b63625f1f0fda61fa705c1
قاعدة البيانات: OpenAIRE
الوصف
DOI:10.48550/arxiv.2006.09855