Black Box Algorithm Selection by Convolutional Neural Network

Although a large number of optimization algorithms have been proposed for black box optimization problems, the no free lunch theorems inform us that no algorithm can beat others on all types of problems. Different types of optimization problems need different optimization algorithms. To deal with this issue, researchers propose algorithm selection to suggest the best optimization algorithm from the algorithm set for a given unknown optimization problem. Usually, algorithm selection is treated as a classification or regression task. Deep learning, which has been shown to perform well on various classification and regression tasks, is applied to the algorithm selection problem in this paper. Our deep learning architecture is based on convolutional neural network and follows the main architecture of visual geometry group. This architecture has been applied to many different types of 2-D data. Moreover, we also propose a novel method to extract landscape information from the optimization problems and save the information as 2-D images. In the experimental section, we conduct three experiments to investigate the classification and optimization capability of our approach on the BBOB functions. The results indicate that our new approach can effectively solve the algorithm selection problem.