Algorithm Selection

Algorithm selection works by first splitting the search budget up between trying different search algorithms, and the ‘budget_before_choosing’ is up, it uses the rest of the search budget on the strategy that did the best.

In the case that budget_before_choosing is 1, then the algorithm is a passive portfolio of the different options, and will split the full budget between all of them.

The parameter options refers to the algorithms it tries before choosing.

‘ASCMA2PDEthird’

options: ['CMA', 'TwoPointsDE']
budget_before_choosing: 1/3

‘ASCMADEQRthird’

options: ['CMA', 'LhsDE', 'ScrHaltonSearch']
budget_before_choosing: 1/3

‘ASCMADEthird’

options: ['CMA', 'LhsDE']
budget_before_choosing: 1/3

‘TripleCMA’

options: ['CMA', 'CMA', 'CMA']
budget_before_choosing: 1/3

‘MultiCMA’

options: ['CMA', 'CMA', 'CMA']
budget_before_choosing: 1/10

‘MultiScaleCMA’

options: ['CMA', 'ParametrizedCMA(scale=1e-3)', 'ParametrizedCMA(scale=1e-6)']
budget_before_choosing: 1/3

‘Portfolio’

options: ['CMA', 'TwoPointsDE', 'ScrHammersleySearch']
budget_before_choosing: 1

‘ParaPortfolio’

options: ['CMA', 'TwoPointsDE', 'PSO', 'SQP', 'ScrHammersleySearch']
budget_before_choosing: 1

‘SQPCMA’

options: ['CMA', n_jobs - n_jobs // 2 'SQP']
budget_before_choosing: 1