Comparing Algorithm Selection Approaches on Black-Box Optimization Problems
Ana Kostovska, Anja Jankovič, Diederick Vermetten, Sašo Džeroski, Tome Eftimov, Carola Doerr · 2023
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.