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SYMBOL: Generating Flexible Black-Box Optimizers through Symbolic Equation Learning

ICLR 2024 · Probabilistic and scientific modeling › Bayesian optimization · approach: Offline black-box optimization with surrogates · 1 citations (OpenAlex)

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Proposes SYMBOL, a MetaBBO framework where an LSTM-based Symbolic Equation Generator produces closed-form black-box optimizer update rules, meta-trained with three RL strategies (exploration, teacher-guided, synergized).

Problem

Existing meta-learned black-box optimizers either only tune hand-crafted optimizers (limiting flexibility) or generate candidate solutions with opaque neural networks (poor interpretability, scaling and generalization issues).

Approach

Generate interpretable closed-form update rules autoregressively as pre-order traversals of symbolic expression trees over a basis symbol set of first-principle BBO operands, with on-the-fly constant inference, conditioned on fitness landscape analysis features and trained with PPO under three reward designs (exploration, guided by a teacher optimizer via EMD-style reward, and a synergy of both).

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
combine exploration and teacher-guided objectives in Symbol-S instead of using Symbol-ESymbol · CEC-competition (meta test)mean normalized performance: 0.934 -> 0.972Helped
combine exploration and teacher-guided objectives in Symbol-S instead of using Symbol-GSymbol · CEC-competition (meta test)mean normalized performance: 0.964 -> 0.972Helped
remove population features from FLA (ablation)Symbol-S · CEC-competitionmean normalized performance: 0.926 vs 0.972Hurt
remove objective features from FLA (ablation)Symbol-S · HPO-Bmean normalized performance: 0.875 vs 0.963Hurt
remove timestamp features from FLA (ablation)Symbol-S · HPO-Bmean normalized performance: 0.779 vs 0.963Hurt
replace FLA features with coordinate features (ablation)Symbol-S · CEC-competitionmean normalized performance: 0.849 vs 0.972Hurt
replace FLA features with coordinate features (ablation)Symbol-S · HPO-Bmean normalized performanceHurt
replace FLA features with coordinate features (ablation)Symbol-S · Protein-dockingmean normalized performanceHurt
augment the basis symbol set with S+ (ablation)Symbol-S · CEC-competitionmean normalized performance: 0.972 -> 0.952Hurt
augment the basis symbol set with S+ (ablation)Symbol-S · HPO-Bmean normalized performance: 0.963 -> 0.937Hurt
augment the basis symbol set with S+ (ablation)Symbol-S · Protein-dockingmean normalized performance: 0.999 -> 0.995Hurt
remove symbols to form S- (ablation)Symbol-S · CEC-competitionmean normalized performance: 0.972 -> 0.930Hurt

Surprising findings

Limitations

Experimental setup

Datasets: IEEE CEC numerical optimization benchmark (synthesized training distribution) HPO-B Protein-docking benchmark

Benchmarks: CEC synthetic meta-test distribution HPO-B Protein-docking

Metrics: min-max normalized performance (mean) runtime rank

Baselines: Random Search MadDE sep-CMA-ES ipop-CMA-ES SMAC DEDDQN LDE Meta-ES MELBA RNN-Opt

Builds on: MetaBBO PPO MadDE Symbolic-L2O SMAC

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