Insights on characteristics of an optimization problem is highly important in order to select and configure the right algorithm. Some techniques called features are defined for analyzing the fitness landscape of a problem. Despite their successes, our understanding of which features are actually relevant for the discrimination between different optimization problems is rather weak, since in most applications the features are used in a black-box manner. Another aspect that has been ignored in the exploratory landscape analysis literature is the robustness of the feature computation against the randomness of sample points from which the feature values are estimated. Moreover, the influence of the number of sample points from which the feature values are estimated is also an aspect ignored by the literature. In this paper, we study these three aspects: the robustness against the random sampling, the influence of the number of sample points, and the expressiveness in terms of ability to discriminate problems. We perform such an analysis for 7 out of the 17 features sets covered by the flacco package. Our test bed are the 24 noiseless BBOB functions. We show that some of these features seems very well-fitted for the discrimination of the problems and quite robust whereas others lack robustness and/or expressiveness, and are therefore less suitable for an automated landscape-aware algorithm selection/configuration approach.
Exploratory landscape analysis (ELA) supports supervised learning approaches for automated algorithm selection and configuration by providing sets of features that quantify the most relevant characteristics of the optimization problem at hand. In black-box optimization, where an explicit problem representation is not available, the feature values need to be approximated from a small number of sample points. In practice, uniformly sampled random point sets and Latin hypercube constructions are commonly used sampling strategies.In this work, we analyze how the sampling method and the sample size influence the quality of the feature value approximations and how this quality impacts the accuracy of a standard classification task. While, not unexpectedly, increasing the number of sample points gives more robust estimates for the feature values, to our surprise we find that the feature value approximations for different sampling strategies do not converge to the same value. This implies that approximated feature values cannot be interpreted independently of the underlying sampling strategy. As our classification experiments show, this also implies that the feature approximations used for training a classifier must stem from the same sampling strategy as those used for the actual classification tasks. As a side result we show that classifiers trained with feature values approximated by Sobol' sequences achieve higher accuracy than any of the standard sampling techniques. This may indicate improvement potential for ELA-trained machine learning models.
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