Deep-ELA: Deep Exploratory Landscape Analysis with Self-Supervised Pretrained Transformers for Single- and Multi-Objective Continuous Optimization Problems (2401.01192v2)

Abstract: In many recent works, the potential of Exploratory Landscape Analysis (ELA) features to numerically characterize, in particular, single-objective continuous optimization problems has been demonstrated. These numerical features provide the input for all kinds of machine learning tasks on continuous optimization problems, ranging, i.a., from High-level Property Prediction to Automated Algorithm Selection and Automated Algorithm Configuration. Without ELA features, analyzing and understanding the characteristics of single-objective continuous optimization problems is -- to the best of our knowledge -- very limited. Yet, despite their usefulness, as demonstrated in several past works, ELA features suffer from several drawbacks. These include, in particular, (1.) a strong correlation between multiple features, as well as (2.) its very limited applicability to multi-objective continuous optimization problems. As a remedy, recent works proposed deep learning-based approaches as alternatives to ELA. In these works, e.g., point-cloud transformers were used to characterize an optimization problem's fitness landscape. However, these approaches require a large amount of labeled training data. Within this work, we propose a hybrid approach, Deep-ELA, which combines (the benefits of) deep learning and ELA features. Specifically, we pre-trained four transformers on millions of randomly generated optimization problems to learn deep representations of the landscapes of continuous single- and multi-objective optimization problems. Our proposed framework can either be used out-of-the-box for analyzing single- and multi-objective continuous optimization problems, or subsequently fine-tuned to various tasks focussing on algorithm behavior and problem understanding.