Abstract:This paper addresses the Restricted Longest Common Subsequence (RLCS) problem, an extension of the well-known Longest Common Subsequence (LCS) problem. This problem has significant applications in bioinformatics, particularly for identifying similarities and discovering mutual patterns and important motifs among DNA, RNA, and protein sequences. Building on recent advancements in solving this problem through a general search framework, this paper introduces two novel heuristic approaches designed to enhance the search process by steering it towards promising regions in the search space. The first heuristic employs a probabilistic model to evaluate partial solutions during the search process. The second heuristic is based on a neural network model trained offline using a genetic algorithm. A key aspect of this approach is extracting problem-specific features of partial solutions and the complete problem instance. An effective hybrid method, referred to as the learning beam search, is developed by combining the trained neural network model with a beam search framework. An important contribution of this paper is found in the generation of real-world instances where scientific abstracts serve as input strings, and a set of frequently occurring academic words from the literature are used as restricted patterns. Comprehensive experimental evaluations demonstrate the effectiveness of the proposed approaches in solving the RLCS problem. Finally, an empirical explainability analysis is applied to the obtained results. In this way, key feature combinations and their respective contributions to the success or failure of the algorithms across different problem types are identified.
Abstract:Dynamic Algorithm Configuration (DAC) addresses the challenge of dynamically setting hyperparameters of an algorithm for a diverse set of instances rather than focusing solely on individual tasks. Agents trained with Deep Reinforcement Learning (RL) offer a pathway to solve such settings. However, the limited generalization performance of these agents has significantly hindered the application in DAC. Our hypothesis is that a potential bias in the training instances limits generalization capabilities. We take a step towards mitigating this by selecting a representative subset of training instances to overcome overrepresentation and then retraining the agent on this subset to improve its generalization performance. For constructing the meta-features for the subset selection, we particularly account for the dynamic nature of the RL agent by computing time series features on trajectories of actions and rewards generated by the agent's interaction with the environment. Through empirical evaluations on the Sigmoid and CMA-ES benchmarks from the standard benchmark library for DAC, called DACBench, we discuss the potentials of our selection technique compared to training on the entire instance set. Our results highlight the efficacy of instance selection in refining DAC policies for diverse instance spaces.
Abstract:The selection of the most appropriate algorithm to solve a given problem instance, known as algorithm selection, is driven by the potential to capitalize on the complementary performance of different algorithms across sets of problem instances. However, determining the optimal algorithm for an unseen problem instance has been shown to be a challenging task, which has garnered significant attention from researchers in recent years. In this survey, we conduct an overview of the key contributions to algorithm selection in the field of single-objective continuous black-box optimization. We present ongoing work in representation learning of meta-features for optimization problem instances, algorithm instances, and their interactions. We also study machine learning models for automated algorithm selection, configuration, and performance prediction. Through this analysis, we identify gaps in the state of the art, based on which we present ideas for further development of meta-feature representations.
Abstract:This study explores the influence of modules on the performance of modular optimization frameworks for continuous single-objective black-box optimization. There is an extensive variety of modules to choose from when designing algorithm variants, however, there is a rather limited understanding of how each module individually influences the algorithm performance and how the modules interact with each other when combined. We use the functional ANOVA (f-ANOVA) framework to quantify the influence of individual modules and module combinations for two algorithms, the modular Covariance Matrix Adaptation (modCMA) and the modular Differential Evolution (modDE). We analyze the performance data from 324 modCMA and 576 modDE variants on the BBOB benchmark collection, for two problem dimensions, and three computational budgets. Noteworthy findings include the identification of important modules that strongly influence the performance of modCMA, such as the~\textit{weights\ option} and~\textit{mirrored} modules for low dimensional problems, and the~\textit{base\ sampler} for high dimensional problems. The large individual influence of the~\textit{lpsr} module makes it very important for the performance of modDE, regardless of the problem dimensionality and the computational budget. When comparing modCMA and modDE, modDE undergoes a shift from individual modules being more influential, to module combinations being more influential, while modCMA follows the opposite pattern, with an increase in problem dimensionality and computational budget.
Abstract:This study examines the generalization ability of algorithm performance prediction models across various benchmark suites. Comparing the statistical similarity between the problem collections with the accuracy of performance prediction models that are based on exploratory landscape analysis features, we observe that there is a positive correlation between these two measures. Specifically, when the high-dimensional feature value distributions between training and testing suites lack statistical significance, the model tends to generalize well, in the sense that the testing errors are in the same range as the training errors. Two experiments validate these findings: one involving the standard benchmark suites, the BBOB and CEC collections, and another using five collections of affine combinations of BBOB problem instances.
Abstract:We propose a representation of optimization problem instances using a transformer-based neural network architecture trained for the task of problem classification of the 24 problem classes from the Black-box Optimization Benchmarking (BBOB) benchmark. We show that transformer-based methods can be trained to recognize problem classes with accuracies in the range of 70\%-80\% for different problem dimensions, suggesting the possible application of transformer architectures in acquiring representations for black-box optimization problems.
Abstract:The performance of automated algorithm selection (AAS) strongly depends on the portfolio of algorithms to choose from. Selecting the portfolio is a non-trivial task that requires balancing the trade-off between the higher flexibility of large portfolios with the increased complexity of the AAS task. In practice, probably the most common way to choose the algorithms for the portfolio is a greedy selection of the algorithms that perform well in some reference tasks of interest. We set out in this work to investigate alternative, data-driven portfolio selection techniques. Our proposed method creates algorithm behavior meta-representations, constructs a graph from a set of algorithms based on their meta-representation similarity, and applies a graph algorithm to select a final portfolio of diverse, representative, and non-redundant algorithms. We evaluate two distinct meta-representation techniques (SHAP and performance2vec) for selecting complementary portfolios from a total of 324 different variants of CMA-ES for the task of optimizing the BBOB single-objective problems in dimensionalities 5 and 30 with different cut-off budgets. We test two types of portfolios: one related to overall algorithm behavior and the `personalized' one (related to algorithm behavior per each problem separately). We observe that the approach built on the performance2vec-based representations favors small portfolios with negligible error in the AAS task relative to the virtual best solver from the selected portfolio, whereas the portfolios built from the SHAP-based representations gain from higher flexibility at the cost of decreased performance of the AAS. Across most considered scenarios, personalized portfolios yield comparable or slightly better performance than the classical greedy approach. They outperform the full portfolio in all scenarios.
Abstract:Performance complementarity of solvers available to tackle black-box optimization problems gives rise to the important task of algorithm selection (AS). Automated AS approaches can help replace tedious and labor-intensive manual selection, and have already shown promising performance in various optimization domains. Automated AS relies on machine learning (ML) techniques to recommend the best algorithm given the information about the problem instance. Unfortunately, there are no clear guidelines for choosing the most appropriate one from a variety of ML techniques. Tree-based models such as Random Forest or XGBoost have consistently demonstrated outstanding performance for automated AS. Transformers and other tabular deep learning models have also been increasingly applied in this context. We investigate in this work the impact of the choice of the ML technique on AS performance. We compare four ML models on the task of predicting the best solver for the BBOB problems for 7 different runtime budgets in 2 dimensions. While our results confirm that a per-instance AS has indeed impressive potential, we also show that the particular choice of the ML technique is of much minor importance.
Abstract:The application of machine learning (ML) models to the analysis of optimization algorithms requires the representation of optimization problems using numerical features. These features can be used as input for ML models that are trained to select or to configure a suitable algorithm for the problem at hand. Since in pure black-box optimization information about the problem instance can only be obtained through function evaluation, a common approach is to dedicate some function evaluations for feature extraction, e.g., using random sampling. This approach has two key downsides: (1) It reduces the budget left for the actual optimization phase, and (2) it neglects valuable information that could be obtained from a problem-solver interaction. In this paper, we propose a feature extraction method that describes the trajectories of optimization algorithms using simple descriptive statistics. We evaluate the generated features for the task of classifying problem classes from the Black Box Optimization Benchmarking (BBOB) suite. We demonstrate that the proposed DynamoRep features capture enough information to identify the problem class on which the optimization algorithm is running, achieving a mean classification accuracy of 95% across all experiments.
Abstract:In black-box optimization, it is essential to understand why an algorithm instance works on a set of problem instances while failing on others and provide explanations of its behavior. We propose a methodology for formulating an algorithm instance footprint that consists of a set of problem instances that are easy to be solved and a set of problem instances that are difficult to be solved, for an algorithm instance. This behavior of the algorithm instance is further linked to the landscape properties of the problem instances to provide explanations of which properties make some problem instances easy or challenging. The proposed methodology uses meta-representations that embed the landscape properties of the problem instances and the performance of the algorithm into the same vector space. These meta-representations are obtained by training a supervised machine learning regression model for algorithm performance prediction and applying model explainability techniques to assess the importance of the landscape features to the performance predictions. Next, deterministic clustering of the meta-representations demonstrates that using them captures algorithm performance across the space and detects regions of poor and good algorithm performance, together with an explanation of which landscape properties are leading to it.