用几何采样提升黑箱优化算法选择效率,显著降低运行时间。
GeoPAS: Geometric Probing for Algorithm Selection in Continuous Black-Box Optimization

- 通过多尺度二维切片捕捉目标函数几何特征,生成问题表示。
- 在标准基准上将平均运行时间从30.37降至3.14,性能大幅优化。
- 适合需要高效算法选型的优化任务,尤其适用于跨问题迁移场景。
连续黑箱优化中的自动化算法选择依赖于有限探查下的问题信息表示,以及在重尾性能分布下的求解器选择。本文提出一种几何探查框架,通过随机采样的多尺度二维切片表示每个问题实例,使用带有效掩码感知的视觉池化编码切片,并聚合为实例表征。求解器选择采用对数复合评分,结合学习得到的实例条件估计与算法侧经验先验。在包含十二个求解器的标准单目标黑箱优化基准套件上评估,采用实例级和分组随机转移协议时,将综合平均相对期望运行时间从单一最优求解器的30.37降至3.14和3.61,同时提升中位数与上尾性能;在问题级迁移下,标准自适应设置改善典型与中等尾部表现,但均值仍受罕见极端失败主导;先验权重更高的评分变体缓解此问题,但其鲁棒性可能依赖于基准。结果表明,粗粒度几何探查可提供有价值的求解器相关信息,而稳健的跨问题选择还需对齐指标的决策评分机制。
原文摘要 · Abstract (English)
Automated algorithm selection for continuous black-box optimization depends on representing problem information under limited probing and selecting solvers under heavy-tailed performance distributions. This paper proposes a geometric probing framework that represents each problem instance by randomly sampled multi-scale two-dimensional slices of the objective landscape. The slices are encoded with validity-mask-aware visual pooling and aggregated into an instance representation. Solver selection is then performed by a logarithmic composite score combining a learned instance-conditioned estimate with an algorithm-side empirical prior. The framework is evaluated on a standard single-objective black-box optimization benchmark suite with a portfolio of twelve solvers under instance-level, grouped random, and problem-level transfer protocols. Under the two within-suite protocols, it reduces aggregate mean relative expected running time from 30.37 for the single best solver to 3.14 and 3.61, while also improving median and upper-tail performance. Under problem-level transfer, the canonical adaptive setting improves typical and moderate-tail performance but leaves the mean dominated by rare extreme failures; a prior-heavy scoring variant mitigates this failure mode, although its robustness may be benchmark-dependent. The results suggest that coarse geometric probes provide useful solver-relevant information, while robust cross-problem selection also depends on metric-aligned decision scoring.
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