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arXiv · 2407.07439

Hybridizing Target- and SHAP-encoded Features for Algorithm Selection in Mixed-variable Black-box Optimization

Konstantin Dietrich·Raphael Patrick Prager·Carola Doerr·Heike Trautmann
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Abstract

Exploratory landscape analysis (ELA) is a well-established tool to characterize optimization problems via numerical features. ELA is used for problem comprehension, algorithm design, and applications such as automated algorithm selection and configuration. Until recently, however, ELA was limited to search spaces with either continuous or discrete variables, neglecting problems with mixed variable types. This gap was addressed in a recent study that uses an approach based on target-encoding to compute exploratory landscape features for mixedvariable problems. In this work, we investigate an alternative encoding scheme based on SHAP values. While these features do not lead to better results in the algorithm selection setting considered in previous work, the two different encoding mechanisms exhibit complementary performance. Combining both feature sets into a hybrid approach outperforms each encoding mechanism individually. Finally, we experiment with two different ways of meta-selecting between the two feature sets. Both approaches are capable of taking advantage of the performance complementarity of the models trained on target-encoded and SHAP-encoded feature sets, respectively.

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Konstantin Dietrich, Raphael Patrick Prager, Carola Doerr, Heike Trautmann. 2024-07-10. Hybridizing Target- and SHAP-encoded Features for Algorithm Selection in Mixed-variable Black-box Optimization. https://arxiv.org/abs/2407.07439

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