Journal article

Sampling Effects on Algorithm Selection for Continuous Black-Box Optimization

Mario Andres Munoz, Michael Kirley

Algorithms | MDPI | Published : 2021

Abstract

In this paper, we investigate how systemic errors due to random sampling impact on automated algorithm selection for bound-constrained, single-objective, continuous black-box optimization. We construct a machine learning-based algorithm selector, which uses exploratory landscape analysis features as inputs. We test the accuracy of the recommendations experimentally using resampling techniques and the hold-one-instance-out and hold-one-problem-out validation methods. The results demonstrate that the selector remains accurate even with sampling noise, although not without trade-offs.