Sampling on Random Subspaces under Limited Data in the Context of Exploratory Landscape Analysis

Abstract: Classical space-filling designs often fail to provide reliable statistical results for Exploratory Landscape Analysis (ELA) when only limited evaluation budgets are available, as commonly occurs in high-dimensional problems or other resource-constrained settings, resulting in noisy and unstable landscape descriptors. To address this challenge, we propose an alternative sampling strategy for ELA based on random linear embeddings. Rather than sampling uniformly in the full decision space, we allocate the budget to randomly oriented low-dimensional subspaces and investigate whether this improves the robustness of the resulting landscape descriptors. We compare full-space and embedding-based sampling strategies across several classical ELA feature sets on the noiseless Black-Box Optimization Benchmarking (BBOB) test suite from the COmparing Continuous Optimizers (COCO) environment, in a 20-dimensional setting. Our results suggest that random linear embeddings constitute a promising alternative for budget-constrained ELA, although their effectiveness remains dependent on the feature class and the underlying problem.