Landscape features and automated algorithm selection for multi-objective interpolated continuous optimisation problems

Abstract

In this paper, we demonstrate the application of features from landscape analysis, initially proposed for multi-objective combinatorial optimisation, to a benchmark set of 1 200 randomly-generated multiobjective interpolated continuous optimisation problems (MO-ICOPs). We also explore the benefits of evaluating the considered landscape features on the basis of a fixed-size sampling of the search space. This allows fine control over cost when aiming for an efficient application of feature-based automated performance prediction and algorithm selection. While previous work shows that the parameters used to generate MO-ICOPs are able to discriminate the convergence behaviour of four state-of-the-art multi-objective evolutionary algorithms, our experiments reveal that the proposed (black-box) landscape features used as predictors deliver a similar accuracy when combined with a classification model. In addition, we analyse the relative importance of each feature for performance prediction and algorithm selection.