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Pretrained Optimization Model for Zero-Shot Black Box Optimization

NeurIPS 2024 · Label-efficient and robust learning › Zero-/few-shot and meta-learning · approach: Robust fine-tuning of zero-shot models · 5 citations (OpenAlex)

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Problem

Zero-shot black-box optimization: optimizers that work on unseen tasks and dimensions without per-task hyperparameter tuning.

Approach

Replace hand-designed evolutionary operators with a learned population-based optimizer: a multi-head self-attention module generates mutation weights from fitness and rank, and a feed-forward module with Gumbel-softmax produces per-individual crossover probabilities; the whole loop is unrolled and trained end-to-end by gradient descent on simple parametric functions (MetaGBT).

Measured effects reported in the paper

What was changedWhereMeasuredEffect
apply POM directly instead of the compared optimizersBBOB · BBOB, d=30 and d=100mean ranking scoreHelped
apply POM instead of LSHADEBBOB F1 · BBOB F1, d=100objective value: 1.64E+01(8.78E-01) -> 5.92E-12(5.92E-12)Helped
apply POM instead of LSHADEBBOB F1 · BBOB F1, d=500objective value: 1.28E+02(1.87E+01) -> 1.98E-12(1.98E-12)Helped
add LMM instead of using DE/rand/1/bin mutation (ablation)POM · BBOB d=30mean ranking score: 2.1667 -> 4.3333Helped
add learnable crossover (LCM) instead of binomial crossover (ablation)POM · BBOB d=30mean ranking score: 4.0000 -> 4.3333Helped
train POM instead of using random initialization (ablation)POM · BBOB d=30mean ranking score: 2.9167 -> 4.3333Helped
add the mask operation (ablation)POM · BBOB d=30mean ranking score: 1.5833 -> 4.3333Helped
increase model size to XL (ablation)POM · BBOB d=100mean ranking scoreHelped
increase the number of basic functions in the training set (ablation)POM · BBOB d=100mean ranking scoreHelped
introduce composite functions into the training set (ablation)POM · BBOB d=100mean ranking scoreHurt
fine-tune POM using a small number of samples (ablation)POM · TF6–TF8relative performance improvementHelped
use a larger POM architecture (ablation)POM · BBOB d=100mean ranking scoreMixed

Experimental setup

Datasets: BBOB Bipedal Walker Enduro synthetic training functions TF1-TF5

Benchmarks: BBOB (d=30, 100, 500) Bipedal Walker Enduro

Metrics: best objective value found win/tie/loss critical difference diagram relative performance improvement total reward

Baselines: DE ES L-SHADE CMA-ES LES LGA TurBO

Builds on: Differential Evolution LES LGA Gumbel-softmax Multi-head self-attention

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