论文标题
迈向数值黑盒优化的动态算法选择:研究BBOB作为用例
Towards Dynamic Algorithm Selection for Numerical Black-Box Optimization: Investigating BBOB as a Use Case
论文作者
论文摘要
进化计算中最具挑战性的问题之一是,从其在给定问题上表现良好的不同求解器家族中选择。通过优化过程的不同阶段需要不同的搜索行为,这种算法选择问题变得复杂。尽管这可以部分由算法本身控制,但算法性能之间存在很大差异。因此,在运行期间交换配置甚至整个算法可能是有益的。长期以来,人们认为机器学习和探索性景观分析的最新进展是不切实际的,希望这种动态算法配置〜(DYNAC)最终可以通过自动训练的配置时间表来解决。通过这项工作,我们旨在通过引入更简单的变体来促进对DYNAC的研究,该变体仅着重于在不同算法之间切换而不是配置之间。使用来自黑匣子优化基准〜(BBOB)平台的丰富数据,我们表明,即使是单切换动态算法选择(DYNAS)也可能导致显着的性能提高。我们还讨论了Dynas中的主要挑战,并认为BBOB-FRAMEWORK可以成为克服这些工具的有用工具。
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.