Knowledge-based Selection of Gaussian Process Surrogates

Abstrakt

Many real-world problems belong to the area of continuous black-box optimization. If the black-box function is also cost-aware, regression surrogate models are often utilized by optimization algorithms to save evaluations of the original cost-aware function. Choosing a suitable surrogate model or a suitable setting of its hyperparameters is a complex selection problem, where research into reusing knowledge represented by features of black-box function landscape is only starting. In this paper, we report the research into surrogate model selection, where knowledge from the previous experience with using the model is utilized to design a metalearing system. As a proof of concept, we provide a study investigating the influence of landscape features on the performance of various Gaussian process covariance functions as surrogate models for the state-of-the-art optimization algorithm in the cost-aware continuous black-box optimization.