MAB-OS: Multi-Armed Bandits Metaheuristic Optimizer Selection

Metaheuristic algorithms are derivative-free optimizers designed to estimate the global optima for optimization problems. Keeping balance between exploitation and exploration and the performance complementarity between the algorithms have led to the introduction of quite a few metaheuristic methods. In this work, we propose a framework based on Multi-Armed Bandits (MAB) problem, which is a classical Reinforcement Learning (RL) method, to intelligently select a suitable optimizer for each optimization problem during the optimization process. This online algorithm selection technique leverages on the convergence behavior of the algorithms to find the right balance of exploration–exploitation by choosing the update rule of the algorithm with the most estimated improvement in the solution. By performing experiments with three armed-bandits being Harris Hawks Optimizer (HHO), Differential Evolution (DE), and Whale Optimization Algorithm (WOA), we show that the MAB Optimizer Selection (named as MAB-OS) framework has the best overall performance on different types of fitness landscapes in terms of both convergence rate and the final solution. The data and codes used for this work are available at: https://github.com/BaratiLab/MAB-OS.