Goto

Collaborating Authors

 exploratory landscape analysis


Landscape-Aware Automated Algorithm Configuration using Multi-output Mixed Regression and Classification

Long, Fu Xing, Frenzel, Moritz, Krause, Peter, Gitterle, Markus, Bäck, Thomas, van Stein, Niki

arXiv.org Artificial Intelligence

In landscape-aware algorithm selection problem, the effectiveness of feature-based predictive models strongly depends on the representativeness of training data for practical applications. In this work, we investigate the potential of randomly generated functions (RGF) for the model training, which cover a much more diverse set of optimization problem classes compared to the widely-used black-box optimization benchmarking (BBOB) suite. Correspondingly, we focus on automated algorithm configuration (AAC), that is, selecting the best suited algorithm and fine-tuning its hyperparameters based on the landscape features of problem instances. Precisely, we analyze the performance of dense neural network (NN) models in handling the multi-output mixed regression and classification tasks using different training data sets, such as RGF and many-affine BBOB (MA-BBOB) functions. Based on our results on the BBOB functions in 5d and 20d, near optimal configurations can be identified using the proposed approach, which can most of the time outperform the off-the-shelf default configuration considered by practitioners with limited knowledge about AAC. Furthermore, the predicted configurations are competitive against the single best solver in many cases. Overall, configurations with better performance can be best identified by using NN models trained on a combination of RGF and MA-BBOB functions.


On the Utility of Probing Trajectories for Algorithm-Selection

Renau, Quentin, Hart, Emma

arXiv.org Artificial Intelligence

Machine-learning approaches to algorithm-selection typically take data describing an instance as input. Input data can take the form of features derived from the instance description or fitness landscape, or can be a direct representation of the instance itself, i.e. an image or textual description. Regardless of the choice of input, there is an implicit assumption that instances that are similar will elicit similar performance from algorithm, and that a model is capable of learning this relationship. We argue that viewing algorithm-selection purely from an instance perspective can be misleading as it fails to account for how an algorithm `views' similarity between instances. We propose a novel `algorithm-centric' method for describing instances that can be used to train models for algorithm-selection: specifically, we use short probing trajectories calculated by applying a solver to an instance for a very short period of time. The approach is demonstrated to be promising, providing comparable or better results to computationally expensive landscape-based feature-based approaches. Furthermore, projecting the trajectories into a 2-dimensional space illustrates that functions that are similar from an algorithm-perspective do not necessarily correspond to the accepted categorisation of these functions from a human perspective.


Deep-ELA: Deep Exploratory Landscape Analysis with Self-Supervised Pretrained Transformers for Single- and Multi-Objective Continuous Optimization Problems

Seiler, Moritz Vinzent, Kerschke, Pascal, Trautmann, Heike

arXiv.org Artificial Intelligence

In many recent works, the potential of Exploratory Landscape Analysis (ELA) features to numerically characterize, in particular, single-objective continuous optimization problems has been demonstrated. These numerical features provide the input for all kinds of machine learning tasks on continuous optimization problems, ranging, i.a., from High-level Property Prediction to Automated Algorithm Selection and Automated Algorithm Configuration. Without ELA features, analyzing and understanding the characteristics of single-objective continuous optimization problems would be impossible. Yet, despite their undisputed usefulness, ELA features suffer from several drawbacks. These include, in particular, (1.) a strong correlation between multiple features, as well as (2.) its very limited applicability to multi-objective continuous optimization problems. As a remedy, recent works proposed deep learning-based approaches as alternatives to ELA. In these works, e.g., point-cloud transformers were used to characterize an optimization problem's fitness landscape. However, these approaches require a large amount of labeled training data. Within this work, we propose a hybrid approach, Deep-ELA, which combines (the benefits of) deep learning and ELA features. Specifically, we pre-trained four transformers on millions of randomly generated optimization problems to learn deep representations of the landscapes of continuous single- and multi-objective optimization problems. Our proposed framework can either be used out-of-the-box for analyzing single- and multi-objective continuous optimization problems, or subsequently fine-tuned to various tasks focussing on algorithm behavior and problem understanding.


Computational and Exploratory Landscape Analysis of the GKLS Generator

Kudela, Jakub, Juricek, Martin

arXiv.org Artificial Intelligence

Over the years, various benchmark suites have been proposed, in which different global function properties are represented, such The GKLS generator is one of the most used testbeds for benchmarking as multi-modality, separability, ill-conditioning, and various other global optimization algorithms. In this paper, we conduct both types of global structures. In the evolutionary computation community, a computational analysis and the Exploratory Landscape Analysis the two most utilized benchmark sets are the Black-Box (ELA) of the GKLS generator. We utilize both canonically used and Optimization Benchmarking (BBOB) suite [5] which is now part of newly generated classes of GKLS-generated problems and show the COCO platform [6], and the suites that were presented at the their use in benchmarking three state-of-the-art methods (from evolutionary Congress on Evolutionary Computation (CEC) competitions (which and deterministic communities) in dimensions 5 and 10. started in 2005 and continue to this day) [9]. As was shown in [3], We show that the GKLS generator produces "needle in a haystack" the characteristics of the functions used in these two benchmarks type problems that become extremely difficult to optimize in higher are quite different. The CEC benchmarks are constructed by using dimensions. Furthermore, we conduct the ELA on the GKLS generator similar subfunctions, which possibly gives an advantage to methods and then compare it to the ELA of two other widely used that perform well on these fewer subfunctions. It was also found benchmark sets (BBOB and CEC 2014), and discuss the meaningfulness that the CEC functions share more similarities among themselves of the results.


Towards Explainable Exploratory Landscape Analysis: Extreme Feature Selection for Classifying BBOB Functions

Renau, Quentin, Dreo, Johann, Doerr, Carola, Doerr, Benjamin

arXiv.org Artificial Intelligence

Facilitated by the recent advances of Machine Learning (ML), the automated design of optimization heuristics is currently shaking up evolutionary computation (EC). Where the design of hand-picked guidelines for choosing a most suitable heuristic has long dominated research activities in the field, automatically trained heuristics are now seen to outperform human-derived choices even for well-researched optimization tasks. ML-based EC is therefore not any more a futuristic vision, but has become an integral part of our community. A key criticism that ML-based heuristics are often faced with is their potential lack of explainability, which may hinder future developments. This applies in particular to supervised learning techniques which extrapolate algorithms' performance based on exploratory landscape analysis (ELA). In such applications, it is not uncommon to use dozens of problem features to build the models underlying the specific algorithm selection or configuration task. Our goal in this work is to analyze whether this many features are indeed needed. Using the classification of the BBOB test functions as testbed, we show that a surprisingly small number of features -- often less than four -- can suffice to achieve a 98\% accuracy. Interestingly, the number of features required to meet this threshold is found to decrease with the problem dimension. We show that the classification accuracy transfers to settings in which several instances are involved in training and testing. In the leave-one-instance-out setting, however, classification accuracy drops significantly, and the transformation-invariance of the features becomes a decisive success factor.


Exploratory Landscape Analysis is Strongly Sensitive to the Sampling Strategy

Renau, Quentin, Doerr, Carola, Dreo, Johann, Doerr, Benjamin

arXiv.org Machine Learning

Exploratory landscape analysis (ELA) supports supervised learning approaches for automated algorithm selection and configuration by providing sets of features that quantify the most relevant characteristics of the optimization problem at hand. In black-box optimization, where an explicit problem representation is not available, the feature values need to be approximated from a small number of sample points. In practice, uniformly sampled random point sets and Latin hypercube constructions are commonly used sampling strategies. In this work, we analyze how the sampling method and the sample size influence the quality of the feature value approximations and how this quality impacts the accuracy of a standard classification task. While, not unexpectedly, increasing the number of sample points gives more robust estimates for the feature values, to our surprise we find that the feature value approximations for different sampling strategies do not converge to the same value. This implies that approximated feature values cannot be interpreted independently of the underlying sampling strategy. As our classification experiments show, this also implies that the feature approximations used for training a classifier must stem from the same sampling strategy as those used for the actual classification tasks. As a side result we show that classifiers trained with feature values approximated by Sobol' sequences achieve higher accuracy than any of the standard sampling techniques. This may indicate improvement potential for ELA-trained machine learning models.


Automated Algorithm Selection on Continuous Black-Box Problems By Combining Exploratory Landscape Analysis and Machine Learning

Kerschke, Pascal, Trautmann, Heike

arXiv.org Machine Learning

LTHOUGH the Algorithm Selection Problem (ASP, [1]) has been introduced more than four decades ago, there only exist few works (e.g., [2], [3]), which perform algorithm selection in the field of continuous optimization. Independent of the underlying domain, the goal of the ASP can be described as follows: given a set of optimization algorithms A, often denoted algorithm portfolio, and a set of problem instances I, one wants to find a model m: I A that selects the best algorithm A A from the portfolio for an unseen problem instance I I. Albeit there already exists a plethora of optimization algorithms - even when only considering singleobjective, continuous optimization problems - none of them can be considered to be superior to all the other ones across all optimization problems. Hence, it is very desirable to find a sophisticated selection mechanism, which automatically picks the portfolio's best solver for a given problem. Within other optimization domains, such as the well-known Travelling Salesperson Problem, feature-based algorithm selectors have already shown their capability of outperforming the respective state-of-the-art optimization algorithm(s) by combining machine learning techniques and problem dependent features [4], [5].


Comprehensive Feature-Based Landscape Analysis of Continuous and Constrained Optimization Problems Using the R-Package flacco

Kerschke, Pascal

arXiv.org Machine Learning

Choosing the best-performing optimizer(s) out of a portfolio of optimization algorithms is usually a difficult and complex task. It gets even worse, if the underlying functions are unknown, i.e., so-called Black-Box problems, and function evaluations are considered to be expensive. In the case of continuous single-objective optimization problems, Exploratory Landscape Analysis (ELA) - a sophisticated and effective approach for characterizing the landscapes of such problems by means of numerical values before actually performing the optimization task itself - is advantageous. Unfortunately, until now it has been quite complicated to compute multiple ELA features simultaneously, as the corresponding code has been - if at all - spread across multiple platforms or at least across several packages within these platforms. This article presents a broad summary of existing ELA approaches and introduces flacco, an R-package for feature-based landscape analysis of continuous and constrained optimization problems. Although its functions neither solve the optimization problem itself nor the related "Algorithm Selection Problem (ASP)", it offers easy access to an essential ingredient of the ASP by providing a wide collection of ELA features on a single platform - even within a single package. In addition, flacco provides multiple visualization techniques, which enhance the understanding of some of these numerical features, and thereby make certain landscape properties more comprehensible. On top of that, we will introduce the package's build-in, as well as web-hosted and hence platform-independent, graphical user interface (GUI), which facilitates the usage of the package - especially for people who are not familiar with R - making it a very convenient toolbox when working towards algorithm selection of continuous single-objective optimization problems.