GeoPAS: Geometric Probing for Algorithm Selection in Continuous Black-Box Optimisation
Jiabao Brad Wang, Xiang Shi, Yiliang Yuan, Mustafa Misir
TLDR
GeoPAS uses multi-scale geometric probing and a convolutional encoder to improve algorithm selection for continuous black-box optimization.
Key contributions
- Proposes GeoPAS, a geometric probing method for algorithm selection in continuous black-box optimization.
- Represents problems with multiple 2D slices sampled across locations, orientations, and logarithmic scales.
- Uses a shared convolutional encoder to embed slices, aggregated for risk-aware solver selection.
- Outperforms the single best solver on COCO/BBOB benchmarks across various evaluation settings.
Why it matters
Current algorithm selection methods struggle with problem variations. GeoPAS offers a robust approach by using multi-scale geometric probes, leading to more reliable solver choices. This advancement improves automated optimization performance, especially in complex, unseen scenarios.
Original Abstract
Automated algorithm selection in continuous black-box optimisation typically relies on fixed landscape descriptors computed under a limited probing budget, yet such descriptors can degrade under problem-split or cross-benchmark evaluation. We propose GeoPAS, a geometric probing approach that represents a problem instance by multiple coarse two-dimensional slices sampled across locations, orientations, and logarithmic scales. A shared validity-aware convolutional encoder maps each slice to an embedding, conditions it on slice-scale and amplitude statistics, and aggregates the resulting features permutation-invariantly for risk-aware solver selection via log-scale performance prediction with an explicit penalty on tail failures. On COCO/BBOB with a 12-solver portfolio in dimensions 2--10, GeoPAS improves over the single best solver under leave-instance-out, grouped random, and leave-problem-out evaluation. These results suggest that multi-scale geometric slices provide a useful transferable static signal for algorithm selection, although a small number of heavy-tail regimes remain and continue to dominate the mean. Our code is available at $\href{https://github.com/BradWangW/GeoPAS}{GitHub}$.
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