Skip to Main content Skip to Navigation
Journal articles

Black-Box Optimization Revisited: Improving Algorithm Selection Wizards through Massive Benchmarking

Abstract : Existing studies in black-box optimization for machine learning suffer from low generalizability, caused by a typically selective choice of problem instances used for training and testing different optimization algorithms. Among other issues, this practice promotes overfitting and poor-performing user guidelines. To address this shortcoming, we propose in this work a benchmark suite, OptimSuite, which covers a broad range of black-box optimization problems, ranging from academic benchmarks to real-world applications, from discrete over numerical to mixed-integer problems, from small to very large-scale problems, from noisy over dynamic to static problems, etc. We demonstrate the advantages of such a broad collection by deriving from it Automated Black Box Optimizer (ABBO), a general-purpose algorithm selection wizard. Using three different types of algorithm selection techniques, ABBO achieves competitive performance on all benchmark suites. It significantly outperforms previous state of the art on some of them, including YABBOB and LSGO. ABBO relies on many high-quality base components. Its excellent performance is obtained without any task-specific parametrization. The OptimSuite benchmark collection, the ABBO wizard and its base solvers have all been merged into the open-source Nevergrad platform, where they are available for reproducible research.
Complete list of metadata

https://hal.inria.fr/hal-03154019
Contributor : Herilalaina Rakotoarison Connect in order to contact the contributor
Submitted on : Friday, February 26, 2021 - 10:20:24 PM
Last modification on : Friday, February 4, 2022 - 3:11:14 AM
Long-term archiving on: : Thursday, May 27, 2021 - 7:09:22 PM

File

2010.04542.pdf
Files produced by the author(s)

Identifiers

Citation

Laurent Meunier, Herilalaina Rakotoarison, Pak Kan Wong, Baptiste Roziere, Jeremy Rapin, et al.. Black-Box Optimization Revisited: Improving Algorithm Selection Wizards through Massive Benchmarking. IEEE Transactions on Evolutionary Computation, Institute of Electrical and Electronics Engineers, 2021, ⟨10.1109/TEVC.2021.3108185⟩. ⟨hal-03154019⟩

Share

Metrics

Record views

96

Files downloads

330