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Integrated vs. sequential approaches for selecting and tuning CMA-ES variants

Genetic and Evolutionary Computation Conference (GECCO), pp. 903–912

Abstract

When faced with a specific optimization problem, deciding which algorithm to apply is always a difficult task. Not only is there a vast variety of algorithms to select from, but these algorithms are often controlled by many hyperparameters, which need to be suitably tuned in order to achieve peak performance. Usually, the problem of selecting and configuring the optimization algorithm is addressed sequentially, by first selecting a suitable algorithm and then tuning it for the application at hand. Integrated approaches, commonly known as Combined Algorithm Selection and Hyperparameter (CASH) solvers, have shown promise in several applications.

Authors 4

  1. Leiden University

    Affiliation as printed

    Leiden Institute for Advanced Computer Science, Leiden, The Netherlands

  2. Sorbonne Université

    Affiliation as printed

    Sorbonne Université, Paris, France

  3. Sorbonne Université

    Affiliation as printed

    Sorbonne Université, Paris, France

  4. Leiden University

    Affiliation as printed

    Leiden Institute for Advanced Computer Science, Leiden, The Netherlands

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References 39