A Feature-Based Prediction Model of Algorithm Selection for Constrained Continuous Optimisation

Abstract: With this paper, we contribute to the growing research area of feature-based analysis of bio-inspired computing. In this research area, problem instances are classified according to different features of the underlying problem in terms of their difficulty of being solved by a particular algorithm. We investigate the impact of different sets of evolved instances for building prediction models in the area of algorithm selection. Building on the work of Poursoltan and Neumann [11,10], we consider how evolved instances can be used to predict the best performing algorithm for constrained continuous optimisation from a set of bio-inspired computing methods, namely high performing variants of differential evolution, particle swarm optimization, and evolution strategies. Our experimental results show that instances evolved with a multi-objective approach in combination with random instances of the underlying problem allow to build a model that accurately predicts the best performing algorithm for a wide range of problem instances.