Combined algorithm selection and hyperparameter optimization (CASH) searches a conditional space in which the selected model determines which hyperparameters are active. In time-series forecasting, temporal choices, chronological validation, and costly evaluations further complicate this search. Controlled comparisons of heterogeneous search methods under a shared time-series CASH (TS-CASH) evaluation protocol remain limited. Within this setting, we study TRACECASH, a task-local hybrid sequential optimizer combining grouped actor-critic candidate generation with fixed rules for model coverage, validation-guided exploitation, and exploration after stalled progress. A model actor proposes an initial forecasting model; three model-conditioned actors generate temporal, architectural, and training actions; and a modelspecific decoder constructs the configuration ultimately evaluated. We compare TRACE-CASH with six alternatives spanning random, Bayesian, evolutionary, multi-objective, and language-model-assisted search across 41 dataset-frequency task variants. TRACE-CASH has the lowest mean rank on both MASE and WQL. Descriptively, it also has the lowest window-averaged test-MASE rank in the predefined full and late windows. These results support the complete TRACECASH procedure as competitive among the evaluated methods.
Automated algorithm selection in black-box optimization typically relies on supervised models that map landscape features to algorithm performance labels. Such models are costly to train, benchmark-dependent, and often fail to generalize to unseen problem classes. We study an unsupervised alternative: multi-kernel clustering over heterogeneous landscape representations, in which problem instances are grouped without using performance labels in the clustering stage, and the resulting clusters are mapped post hoc to solver recommendations through a strictly separated three-stage evaluation protocol. Drawing on two decades of advances in multiple kernel learning, we adopt a multi-kernel k-means formulation that jointly learns cluster assignments and kernel weights over four heterogeneous landscape views: ELA, DeepELA, DoE2Vec, and TransOptAS. On affine BBOB-derived selector tasks for Differential Evolution (DE) and Particle Swarm Optimization (PSO) at a fixed evaluation budget, we report mean plus or minus standard deviation selector profiles over 50 independent random seeds for stochastic configurations. Multi-kernel clustering obtains the strongest mean profile on the DE portfolio and remains competitive with, and nominally ahead of, the leading baselines on the more compressed PSO portfolio, where differences among the best methods are small relative to stochastic variation. In representative median-seed runs used for visualization, the learned kernel weights retain ELA and TransOptAS while assigning zero weight to DeepELA and DoE2Vec, providing a task-specific interpretation of which representations are retained by the multi-kernel model for selector-oriented grouping.
A/B testing is the gold standard for selecting the better algorithm in online services. While offline evaluation has attracted attention as a safer alternative due to the high experimental costs and the potential risk of degrading user experience and revenue in A/B testing, it is widely recognized that the estimation accuracy of offline evaluation is substantially lower. As a result, final selection decisions are typically made through A/B testing. Contrary to this conventional view, we reveal a counterintuitive phenomenon in which A/B testing can produce a higher algorithm selection error rate than offline evaluation. This occurs because the sample mean estimator used in A/B testing does not induce positive correlation, which is crucial for reducing critical selection errors, namely underestimating the truly superior algorithm and overestimating the truly inferior one. In contrast, offline evaluation methods unintentionally generate this beneficial correlation by relying on shared offline data when estimating and comparing the performance of multiple algorithms. Building on this insight, we propose an estimator that intentionally induces positive correlation to improve algorithm selection in A/B testing. The key idea is to introduce a hypothetical middle algorithm and to estimate the performance difference between algorithms A, M, and B in a stepwise manner using shared data at each step. This approach enables the application of offline evaluation techniques in each step, thereby inducing positive correlation and reducing critical selection errors. Furthermore, we derive the optimal middle algorithm regarding the resulting variance and analyze its advantages over existing methods through bias-variance analysis. Experiments on real-world data demonstrate that our estimator achieves the same selection error rate as existing approaches while using only one half of the A/B testing data.