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arXiv 2006.09855cs.NEcs.LG
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模块化CMA-ES变体的景观感知固定预算性能回归和算法选择

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

Sorbonne Université(索邦大学);CNRS(法国国家科学研究中心);LIP6(巴黎第六大学计算机科学实验室)

Anja Jankovic, Carola Doerr

摘要:

自动算法选择承诺支持用户在选择一个最合适的算法为给定的问题的决定性任务。这些机器训练技术的一个共同组成部分是回归模型,它预测给定算法在以前看不见的问题实例上的性能。在数值黑箱优化的背景下,这种回归模型通常建立在探索性景观分析(ELA)的基础上,它量化了问题的几个特征。这些措施可以用来训练监督性能回归模型。在固定目标的范围内,已经朝着基于环境评估的业绩回归迈出了第一步。然而,在许多应用中,用户需要选择在给定的函数评估预算内表现最好的算法。采用这种固定的预算设置,我们证明,它是可以实现高质量的性能预测与现成的监督学习方法,通过适当地结合两个不同的训练回归模型。我们测试这种方法上一个非常具有挑战性的问题:算法选择非常相似的算法,我们选择从家庭的模块化CMA-ES算法的组合。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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