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arxiv:2004.14014

Versatile Black-Box Optimization

Published on Apr 29, 2020
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Abstract

Shiwa algorithm optimizes both discrete and continuous problems in noisy and noise-free environments, while being versatile for sequential and parallel tasks, and outperforms competitors on various testbeds.

AI-generated summary

Choosing automatically the right algorithm using problem descriptors is a classical component of combinatorial optimization. It is also a good tool for making evolutionary algorithms fast, robust and versatile. We present Shiwa, an algorithm good at both discrete and continuous, noisy and noise-free, sequential and parallel, black-box optimization. Our algorithm is experimentally compared to competitors on YABBOB, a BBOB comparable testbed, and on some variants of it, and then validated on several real world testbeds.

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