A meta-optimizer based on the upper confidence bound algorithm and orthogonal arrays: A preliminary empirical study

Abstract

It is well-known that tuning a metaheuristic is a critical task because the performance of a metaheuristic and the quality of its solutions depend on its parameter values. However, finding a good parameter setting is a time-consuming task. In this work, we apply the upper confidence bound (UCB) algorithm to automate offline tuning in a (1 + 1)-evolution strategy. Preliminary results show that our proposed approach is a less costly method.