publication . Preprint . 2017

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

Kerschke, Pascal;
Open Access English
  • Published: 17 Aug 2017
Abstract
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 ...
Subjects
free text keywords: Statistics - Machine Learning
Download from
39 references, page 1 of 3

Abell T, Malitsky Y, Tierney K (2013). \Features for Exploiting Black-Box Optimization Problem Structure." In G Nicosia, P Pardalos (eds.), Proceedings of the 7th International Conference on Learning and Intelligent Optimization (LION), volume 7997 of Lecture Notes in Computer Science (LNCS), pp. 30 { 36. Springer. ISBN 978-3-642- 44972-7. ISSN 978-3-642-44973-4. URL https://link.springer.com/chapter/10.1007% 2F978-3-642-44973-4_4. [OpenAIRE]

Beachkofski B, Grandhi R (2002). \Improved Distributed Hypercube Sampling." In Proceed15COSEAL is an international group of researchers with a focus on the Con guration and Selection of Algorithms, cf. http://www.coseal.net/ 16The ERCIS is an international network in the eld of Information Systems, cf. https://www.ercis.org/ Bischl B, Lang M, Kottho L, Schi ner J, Richter J, Studerus E, Casalicchio G, Jones ZM (2016). \mlr: Machine Learning in R." Journal of Machine Learning Research (JMLR), 17(170), 1 { 5. R-package version 2.10, URL http://jmlr.org/papers/v17/15-066.html. [OpenAIRE]

Bischl B, Mersmann O, Trautmann H, Preuss M (2012). \Algorithm Selection Based on Exploratory Landscape Analysis and Cost-Sensitive Learning." In Proceedings of the 14th Annual Conference on Genetic and Evolutionary Computation (GECCO), pp. 313 { 320. ACM, New York, NY, USA. ISBN 978-1-4503-0557-0. URL http://dl.acm.org/citation.cfm? doid=2330163.2330209. [OpenAIRE]

Bossek J (2016). smoof: Single and Multi-Objective Optimization Test Functions. R-package version 1.5, URL https://CRAN.R-project.org/package=smoof.

Byrd RH, Lu P, Nocedal J, Zhu C (1995). \A Limited Memory Algorithm for Bound Constrained Optimization." SIAM Journal on Scienti c Computing, 16(5), 1190 { 1208. URL http://dl.acm.org/citation.cfm?id=210980.

Chang W, Cheng J, Allaire J, Xie Y, McPherson J (2016). shiny: Web Application Framework for R. R-package version 0.14.1, URL https://CRAN.R-project.org/package=shiny.

Daolio F, Liefooghe A, Verel S, Aguirre H, Tanaka K (2016). \Problem Features versus Algorithm Performance on Rugged Multi-Objective Combinatorial Fitness Landscapes." Evolutionary Computation Journal (ECJ), 0(0), 1 { 31. URL http://www.mitpressjournals. org/doi/10.1162/EVCO_a_00193.

Flamm C, Hofacker IL, Stadler PF, Wol nger MT (2002). \Barrier Trees of Degenerate Landscapes." Zeitschrift fur Physikalische Chemie International Journal of Research in Physical Chemistry and Chemical Physics, 216(2/2002), 155 { 173. ISSN 0942- 9352. URL https://www.degruyter.com/view/j/zpch.2002.216.issue-2/zpch.2002. 216.2.155/zpch.2002.216.2.155.xml.

Friedman JH (1997). \On Bias, Variance, 0/1-loss, and the Curse-of-Dimensionality." Data Mining and Knowledge Discovery, 1(1), 55 { 77. URL https://link.springer.com/ article/10.1023/A:1009778005914.

Hansen N, Auger A, Finck S, Ros R (2010). \Real-Parameter Black-Box Optimization Benchmarking 2010: Experimental Setup." Technical Report RR-7215, INRIA. URL http://hal.inria.fr/docs/00/46/24/81/PDF/RR-7215.pdf.

Hansen N, Finck S, Ros R, Auger A (2009). \Real-Parameter Black-Box Optimization Benchmarking 2009: Noiseless Functions De nitions." Technical Report RR-6829, INRIA. URL https://hal.inria.fr/inria-00362633/document.

Hanster C, Kerschke P (2017). \ accogui: Exploratory Landscape Analysis for Everyone." In Proceedings of the 19th Annual Conference on Genetic and Evolutionary Computation (GECCO) Companion. ACM. URL http://dl.acm.org/citation.cfm?doid=3067695. 3082477. [OpenAIRE]

Hutter F, Xu L, Hoos HH, Leyton-Brown K (2014). \Algorithm Runtime Prediction: Methods & Evaluation." Arti cial Intelligence Journal (AIJ), 206(0), 79 { 111. ISSN 0004-3702. URL http://www.sciencedirect.com/science/article/pii/S0004370213001082.

Jones T (1995). Evolutionary Algorithms, Fitness Landscapes and Search. Ph.D. thesis, Citeseer. URL https://www.santafe.edu/research/results/working-papers/ evolutionary-algorithms-fitness-landscapes-and-sea.

Jones T, Forrest S (1995). \Fitness Distance Correlation as a Measure of Problem Di culty for Genetic Algorithms." In Proceedings of the 6th International Conference on Genetic Algorithms (ICGA), pp. 184 { 192. Morgan Kaufmann Publishers Inc. URL http://dl. acm.org/citation.cfm?id=657929.

39 references, page 1 of 3
Related research
Abstract
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 ...
Subjects
free text keywords: Statistics - Machine Learning
Download from
39 references, page 1 of 3

Abell T, Malitsky Y, Tierney K (2013). \Features for Exploiting Black-Box Optimization Problem Structure." In G Nicosia, P Pardalos (eds.), Proceedings of the 7th International Conference on Learning and Intelligent Optimization (LION), volume 7997 of Lecture Notes in Computer Science (LNCS), pp. 30 { 36. Springer. ISBN 978-3-642- 44972-7. ISSN 978-3-642-44973-4. URL https://link.springer.com/chapter/10.1007% 2F978-3-642-44973-4_4. [OpenAIRE]

Beachkofski B, Grandhi R (2002). \Improved Distributed Hypercube Sampling." In Proceed15COSEAL is an international group of researchers with a focus on the Con guration and Selection of Algorithms, cf. http://www.coseal.net/ 16The ERCIS is an international network in the eld of Information Systems, cf. https://www.ercis.org/ Bischl B, Lang M, Kottho L, Schi ner J, Richter J, Studerus E, Casalicchio G, Jones ZM (2016). \mlr: Machine Learning in R." Journal of Machine Learning Research (JMLR), 17(170), 1 { 5. R-package version 2.10, URL http://jmlr.org/papers/v17/15-066.html. [OpenAIRE]

Bischl B, Mersmann O, Trautmann H, Preuss M (2012). \Algorithm Selection Based on Exploratory Landscape Analysis and Cost-Sensitive Learning." In Proceedings of the 14th Annual Conference on Genetic and Evolutionary Computation (GECCO), pp. 313 { 320. ACM, New York, NY, USA. ISBN 978-1-4503-0557-0. URL http://dl.acm.org/citation.cfm? doid=2330163.2330209. [OpenAIRE]

Bossek J (2016). smoof: Single and Multi-Objective Optimization Test Functions. R-package version 1.5, URL https://CRAN.R-project.org/package=smoof.

Byrd RH, Lu P, Nocedal J, Zhu C (1995). \A Limited Memory Algorithm for Bound Constrained Optimization." SIAM Journal on Scienti c Computing, 16(5), 1190 { 1208. URL http://dl.acm.org/citation.cfm?id=210980.

Chang W, Cheng J, Allaire J, Xie Y, McPherson J (2016). shiny: Web Application Framework for R. R-package version 0.14.1, URL https://CRAN.R-project.org/package=shiny.

Daolio F, Liefooghe A, Verel S, Aguirre H, Tanaka K (2016). \Problem Features versus Algorithm Performance on Rugged Multi-Objective Combinatorial Fitness Landscapes." Evolutionary Computation Journal (ECJ), 0(0), 1 { 31. URL http://www.mitpressjournals. org/doi/10.1162/EVCO_a_00193.

Flamm C, Hofacker IL, Stadler PF, Wol nger MT (2002). \Barrier Trees of Degenerate Landscapes." Zeitschrift fur Physikalische Chemie International Journal of Research in Physical Chemistry and Chemical Physics, 216(2/2002), 155 { 173. ISSN 0942- 9352. URL https://www.degruyter.com/view/j/zpch.2002.216.issue-2/zpch.2002. 216.2.155/zpch.2002.216.2.155.xml.

Friedman JH (1997). \On Bias, Variance, 0/1-loss, and the Curse-of-Dimensionality." Data Mining and Knowledge Discovery, 1(1), 55 { 77. URL https://link.springer.com/ article/10.1023/A:1009778005914.

Hansen N, Auger A, Finck S, Ros R (2010). \Real-Parameter Black-Box Optimization Benchmarking 2010: Experimental Setup." Technical Report RR-7215, INRIA. URL http://hal.inria.fr/docs/00/46/24/81/PDF/RR-7215.pdf.

Hansen N, Finck S, Ros R, Auger A (2009). \Real-Parameter Black-Box Optimization Benchmarking 2009: Noiseless Functions De nitions." Technical Report RR-6829, INRIA. URL https://hal.inria.fr/inria-00362633/document.

Hanster C, Kerschke P (2017). \ accogui: Exploratory Landscape Analysis for Everyone." In Proceedings of the 19th Annual Conference on Genetic and Evolutionary Computation (GECCO) Companion. ACM. URL http://dl.acm.org/citation.cfm?doid=3067695. 3082477. [OpenAIRE]

Hutter F, Xu L, Hoos HH, Leyton-Brown K (2014). \Algorithm Runtime Prediction: Methods & Evaluation." Arti cial Intelligence Journal (AIJ), 206(0), 79 { 111. ISSN 0004-3702. URL http://www.sciencedirect.com/science/article/pii/S0004370213001082.

Jones T (1995). Evolutionary Algorithms, Fitness Landscapes and Search. Ph.D. thesis, Citeseer. URL https://www.santafe.edu/research/results/working-papers/ evolutionary-algorithms-fitness-landscapes-and-sea.

Jones T, Forrest S (1995). \Fitness Distance Correlation as a Measure of Problem Di culty for Genetic Algorithms." In Proceedings of the 6th International Conference on Genetic Algorithms (ICGA), pp. 184 { 192. Morgan Kaufmann Publishers Inc. URL http://dl. acm.org/citation.cfm?id=657929.

39 references, page 1 of 3
Related research
Powered by OpenAIRE Open Research Graph
Any information missing or wrong?Report an Issue