论文标题

景观特征对于模块化CMA-ES变体的性能预测的重要性

The Importance of Landscape Features for Performance Prediction of Modular CMA-ES Variants

论文作者

Kostovska, Ana, Vermetten, Diederick, Džeroski, Sašo, Doerr, Carola, Korošec, Peter, Eftimov, Tome

论文摘要

选择最合适的算法并确定其用于给定优化问题的超参数是一项艰巨的任务。因此,准确地预测某种算法可以解决问题的能力。单目标数值优化的最新研究表明,有监督的机器学习方法可以使用从问题实例中提取的景观特征来预测算法性能。 现有方法通常将算法视为黑盒,而无需考虑其特征。为了在这项工作中研究依赖算法属性的景观特征是否可以进一步提高回归准确性,我们将考虑模块化的CMA-ES框架并估算每个景观特征有多少有助于最佳算法性能回归模型。对此数据进行的探索性数据分析表明,最相关的功能集并不取决于单个模块的配置,而是这些功能对回归准确性的影响确实如此。此外,我们已经表明,通过使用将功能相关的分类器与模型精度相关的分类器,我们可以预测CMA-ES配置中各个模块的状态。

Selecting the most suitable algorithm and determining its hyperparameters for a given optimization problem is a challenging task. Accurately predicting how well a certain algorithm could solve the problem is hence desirable. Recent studies in single-objective numerical optimization show that supervised machine learning methods can predict algorithm performance using landscape features extracted from the problem instances. Existing approaches typically treat the algorithms as black-boxes, without consideration of their characteristics. To investigate in this work if a selection of landscape features that depends on algorithms properties could further improve regression accuracy, we regard the modular CMA-ES framework and estimate how much each landscape feature contributes to the best algorithm performance regression models. Exploratory data analysis performed on this data indicate that the set of most relevant features does not depend on the configuration of individual modules, but the influence that these features have on regression accuracy does. In addition, we have shown that by using classifiers that take the features relevance on the model accuracy, we are able to predict the status of individual modules in the CMA-ES configurations.

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