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How Well Will This Optimiser Do on a New Problem?

Before running an expensive optimiser, can you predict how well it will do from the landscape of the problem? A good prediction lets you pick the right algorithm without trying them all.

Use caseTechnologyPredictionModel evaluation

The table

1,120 benchmark problems described by 45 landscape-analysis features, with DiagonalCMA's AUCC performance score as the number to predict. It's in Welt's research catalogue as MA-BBOB Algorithm Performance (DiagonalCMA), 1,120 rows by 46 columns, licensed CC BY 4.0. The catalogue measures its signal at 0.44. At 1,120 rows and 45 features, TabICLv2 and Kumo Tabular Medium take the table as it is. The others can't take a table this size, so the walkthrough leaves them out.

Walkthrough

  1. Load it from the catalogue

    Find the table, read its recorded target and print the column names.

    import pandas as pd
    from welt import Client
    
    with Client() as client:
        item = client.research_datasets(q="MA-BBOB DiagonalCMA", limit=1)["items"][0]
        info = client.research_dataset(item["id"])
        data = client.load_research_dataset(item["id"])
    
    target = info["targets"][0]
    target = target["name"] if isinstance(target, dict) else target
    print([column["name"] for column in info["schema"]], target)
  2. Pick the rows

    Set aside 20 rows to predict at the end, and keep the rest for the models to learn from.

    known = data.dropna(subset=[target])
    new_rows = known.sample(20, random_state=1)
    table = known.drop(new_rows.index)
  3. Compare the models and predict

    The models compete on the same folds against a simple guess, then the top-ranked one is fitted on the whole table. RMSE and MAE are average errors in the target's own units, so lower is better. The last table puts each prediction next to the real answer.

    with Client() as client:
        evaluation = client.evaluate(table, target, task="regression", seed=7,
                                     models=["tabicl-v2", "kumo-medium"])
        model = evaluation.fit()
    
    print(evaluation.summary()[["name", "rank", "rmse_mean", "mae_mean"]])
    features = new_rows.drop(columns=target)
    print(pd.DataFrame({"actual": new_rows[target].values, "predicted": model.predict(features)}))

What you get

A predicted scoreKnow roughly how the optimiser will do before you run it.
Algorithm choiceCompare predictions across optimisers to pick one.
Fewer wasted runsSkip runs that are predicted to fail.

Try it

Use Open with to run the research datasets notebook in Colab, Kaggle or Jupyter and search for "MA-BBOB DiagonalCMA", or run the code above after pip install "welt-client[parquet]".