SYMBOL: Generating Flexible Black-Box Optimizers through Symbolic Equation Learning
Authors: Jiacheng Chen,Zeyuan Ma,Hongshu Guo,Yining Ma,Jie Zhang,Yue-Jiao Gong
Presentation: ICLR 2024,Poster

Abstract: Recent Meta-learning for Black-Box Optimization (MetaBBO) methods harness neural networks to meta-learn configurations of traditional black-box optimizers. Despite their success, they are inevitably restricted by the limitations of predefined hand-crafted optimizers. In this paper, we present SYMBOL, a novel framework that promotes the automated discovery of black-box optimizers through symbolic equation learning. Specifically, we propose a Symbolic Equation Generator (SEG) that allows closed-form optimization rules to be dynamically generated for specific tasks and optimization steps. Within SYMBOL, we then develop three distinct strategies based on reinforcement learning, so as to meta-learn the SEG efficiently. Extensive experiments reveal that the optimizers generated by SYMBOL not only surpass the state-of-the-art BBO and MetaBBO baselines, but also exhibit exceptional zero-shot generalization abilities across entirely unseen tasks with different problem dimensions, population sizes, and optimization horizons. Furthermore, we conduct in-depth analyses of our SYMBOL framework and the optimization rules that it generates, underscoring its desirable flexibility and interpretability.