Per instance algorithm configuration of CMA-ES with limited budget

Nacim Belkhir 1, 2 Johann Dreo 1 Pierre Savéant 3 Marc Schoenauer 4, 2
2 TAU - TAckling the Underspeficied
LRI - Laboratoire de Recherche en Informatique, UP11 - Université Paris-Sud - Paris 11, Inria Saclay - Ile de France, CNRS - Centre National de la Recherche Scientifique : UMR8623
Abstract : Per Instance Algorithm Configuration (PIAC) relies on features that describe problem instances. It builds an Empirical Performance Model (EPM) from a training set made of (instance, parameter configuration) pairs together with the corresponding performance of the algorithm at hand. This paper presents a case study in the continuous black-box optimization domain, using features proposed in the literature. The target algorithm is CMA-ES, and three of its hyper-parameters. Special care is taken to the computational cost of the features. The EPM is learned on the BBOB benchmark, but tested on independent test functions gathered from the optimization literature.The results demonstrate that the proposed approach can outperform the default setting of CMA-ES with as few as 30 or 50 time the problem dimension additional function evaluations for feature computation.
Type de document :
Communication dans un congrès
GECCO 2017 - Proceedings of the Genetic and Evolutionary Computation Conference , Jul 2017, Berlin, Germany. pp. 681-688 2017
Liste complète des métadonnées

Littérature citée [35 références]  Voir  Masquer  Télécharger

https://hal.inria.fr/hal-01613753
Contributeur : Nacim Belkhir <>
Soumis le : mercredi 11 octobre 2017 - 14:30:54
Dernière modification le : jeudi 10 mai 2018 - 02:04:25
Document(s) archivé(s) le : vendredi 12 janvier 2018 - 12:36:50

Fichier

GECCO2017_nacimbelkhir.pdf
Fichiers produits par l'(les) auteur(s)

Identifiants

  • HAL Id : hal-01613753, version 1

Citation

Nacim Belkhir, Johann Dreo, Pierre Savéant, Marc Schoenauer. Per instance algorithm configuration of CMA-ES with limited budget. GECCO 2017 - Proceedings of the Genetic and Evolutionary Computation Conference , Jul 2017, Berlin, Germany. pp. 681-688 2017. 〈hal-01613753〉

Partager

Métriques

Consultations de la notice

327

Téléchargements de fichiers

252