The Impact of Initial Designs on the Performance of MATSuMoTo on the Noiseless BBOB-2015 Testbed: A Preliminary Study

Dimo Brockhoff 1 Bernd Bischl 2 Tobias Wagner 3
1 DOLPHIN - Parallel Cooperative Multi-criteria Optimization
Inria Lille - Nord Europe, CRIStAL - Centre de Recherche en Informatique, Signal et Automatique de Lille (CRIStAL) - UMR 9189
Abstract : Most surrogate-assisted algorithms for expensive optimization follow the same framework: After an initial design phase in which the true objective function is evaluated for a few search points, an iterative process builds a surrogate model of the expensive function and, based on the current model, a so-called infill criterion suggests one or more points to be evaluated on the true problem. The evaluations are used to successively update and refine the model. Implementing surrogate-assisted algorithms requires several design choices to be made. It is practically relevant to understand their impact on the algorithms' performance. Here, we start to look at the initial design phase and experimentally investigate the performance of the freely available MATLAB Sur-rogate Model Toolbox (MATSuMoTo) with regard to the initial design. The results are preliminary in the sense that not all possible choices are investigated, but we can make first well-founded statements about whether Latin Hyper-cube or uniform random sampling should be preferred and about the effect of the size of the initial design on the performance of MATSuMoTo on the 24 noiseless test functions of the BBOB-2015 test suite.
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Dimo Brockhoff, Bernd Bischl, Tobias Wagner. The Impact of Initial Designs on the Performance of MATSuMoTo on the Noiseless BBOB-2015 Testbed: A Preliminary Study. GECCO '15 Companion, Jul 2015, Madrid, Spain. ⟨10.1145/2739482.2768470⟩. ⟨hal-01161504⟩

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