COBRA++: Enhanced COBRA Optimizer with Augmented Surrogate Pool and Reinforced Surrogate Selection

The optimization problems in realistic world present significant challenges onto optimization algorithms, such as the expensive evaluation issue and complex constraint conditions. COBRA optimizer (including its up-to-date variants) is a representative and effective tool for addressing such optimization problems, which introduces 1) RBF surrogate to reduce online evaluation and 2) bi-stage optimization process to alternate search for feasible solution and optimal solution. Though promising, its design space, i.e., surrogate model pool and selection standard, is still manually decided by human expert, resulting in labor-intensive fine-tuning for novel tasks. In this paper, we propose a learning-based adaptive strategy (COBRA++) that enhances COBRA in two aspects: 1) An augmented surrogate pool to break the tie with RBF-like surrogate and hence enhances model diversity and approximation capability; 2) A reinforcement learning-based online model selection policy that empowers efficient and accurate optimization process. The model selection policy is trained to maximize overall performance of COBRA++ across a distribution of constrained optimization problems with diverse properties. We have conducted multi-dimensional validation experiments and demonstrate that COBRA++ achieves substantial performance improvement against vanilla COBRA and its adaptive variant. Ablation studies are provided to support correctness of each design component in COBRA++.

MetaBox-v2: A Unified Benchmark Platform for Meta-Black-Box Optimization

Meta-Black-Box Optimization (MetaBBO) streamlines the automation of optimization algorithm design through meta-learning. It typically employs a bi-level structure: the meta-level policy undergoes meta-training to reduce the manual effort required in developing algorithms for low-level optimization tasks. The original MetaBox (2023) provided the first open-source framework for reinforcement learning-based single-objective MetaBBO. However, its relatively narrow scope no longer keep pace with the swift advancement in this field. In this paper, we introduce MetaBox-v2 (https://github.com/MetaEvo/MetaBox) as a milestone upgrade with four novel features: 1) a unified architecture supporting RL, evolutionary, and gradient-based approaches, by which we reproduce 23 up-to-date baselines; 2) efficient parallelization schemes, which reduce the training/testing time by 10-40x; 3) a comprehensive benchmark suite of 18 synthetic/realistic tasks (1900+ instances) spanning single-objective, multi-objective, multi-model, and multi-task optimization scenarios; 4) plentiful and extensible interfaces for custom analysis/visualization and integrating to external optimization tools/benchmarks. To show the utility of MetaBox-v2, we carry out a systematic case study that evaluates the built-in baselines in terms of the optimization performance, generalization ability and learning efficiency. Valuable insights are concluded from thorough and detailed analysis for practitioners and those new to the field.