Automated and Feature-Based Problem Characterization and Algorithm Selection Through Machine Learning

Kerschke Pascal

Abstract
Nowadays, numerous real-world workflows become more and more formalized and structured. One of the advantages of such formal processes is their accessibility for optimization. Even problems without an exact mathematical representation, i.e., so-called black-box problems, can be optimized. Unfortunately, people tend to make rather poor decisions when optimizing problems: most of the decisions are either based on numerous trial-and-error experiments or on "gut-decisions". Instead of these manual approaches, one could make use of computational power and execute an optimization algorithm. However, the plethora of optimizers leaves the user with the task of making a sophisticated guess on which of the available algorithms is best for the application at hand. Within this cumulative dissertation, a set of automatically computable features, which extracts information on the global structure of continuous optimization problems, as well as experimental studies, showing the benefits of automated and feature-based algorithm selection, are presented.

Keywords
Algorithm Selection; Black-Box Optimization; Exploratory Landscape Analysis; Machine Learning; Single-Objective Optimization; Travelling Salesperson Problem; Funnel Detection