Results 1 - 10
of
36
Automatic Algorithm Configuration based on Local Search
- IN AAAI ’07: PROC. OF THE TWENTY-SECOND CONFERENCE ON ARTIFICAL INTELLIGENCE
, 2007
"... The determination of appropriate values for free algorithm parameters is a challenging and tedious task in the design of effective algorithms for hard problems. Such parameters include categorical choices (e.g., neighborhood structure in local search or variable/value ordering heuristics in tree sea ..."
Abstract
-
Cited by 41 (22 self)
- Add to MetaCart
The determination of appropriate values for free algorithm parameters is a challenging and tedious task in the design of effective algorithms for hard problems. Such parameters include categorical choices (e.g., neighborhood structure in local search or variable/value ordering heuristics in tree search), as well as numerical parameters (e.g., noise or restart timing). In practice, tuning of these parameters is largely carried out manually by applying rules of thumb and crude heuristics, while more principled approaches are only rarely used. In this paper, we present a local search approach for algorithm configuration and prove its convergence to the globally optimal parameter configuration. Our approach is very versatile: it can, e.g., be used for minimising run-time in decision problems or for maximising solution quality in optimisation problems. It further applies to arbitrary algorithms, including heuristic tree search and local search algorithms, with no limitation on the number of parameters. Experiments in four algorithm configuration scenarios demonstrate that our automatically determined parameter settings always outperform the algorithm defaults, sometimes by several orders of magnitude. Our approach also shows better performance and greater flexibility than the recent CALIBRA system. Our ParamILS code, along with instructions on how to use it for tuning your own algorithms, is available on-line at
ParamILS: An automatic algorithm configuration framework
, 2009
"... The identification of performance-optimizing parameter settings is an important part of the development and application of algorithms. We describe an automatic framework for this algorithm configuration problem. More formally, we provide methods for optimizing a target algorithm’s performance on a g ..."
Abstract
-
Cited by 41 (18 self)
- Add to MetaCart
The identification of performance-optimizing parameter settings is an important part of the development and application of algorithms. We describe an automatic framework for this algorithm configuration problem. More formally, we provide methods for optimizing a target algorithm’s performance on a given class of problem instances by varying a set of ordinal and/or categorical parameters. We review a family of local-search-based algorithm configuration procedures and present novel techniques for accelerating them by adaptively limiting the time spent for evaluating individual configurations. We describe the results of a comprehensive experimental evaluation of our methods, based on the configuration of prominent complete and incomplete algorithms for SAT. We also present what is, to our knowledge, the first published work on automatically configuring the CPLEX mixed integer programming solver. All the algorithms we considered had default parameter settings that were manually identified with considerable effort. Nevertheless, using our automated algorithm configuration procedures, we achieved substantial and consistent performance improvements. 1.
Automated Configuration of Mixed Integer Programming Solvers
"... Abstract. State-of-the-art solvers for mixed integer programming (MIP) problems are highly parameterized, and finding parameter settings that achieve high performance for specific types of MIP instances is challenging. We study the application of an automated algorithm configuration procedure to dif ..."
Abstract
-
Cited by 12 (8 self)
- Add to MetaCart
Abstract. State-of-the-art solvers for mixed integer programming (MIP) problems are highly parameterized, and finding parameter settings that achieve high performance for specific types of MIP instances is challenging. We study the application of an automated algorithm configuration procedure to different MIP solvers, instance types and optimization objectives. We show that this fullyautomated process yields substantial improvements to the performance of three MIP solvers: CPLEX,GUROBI,andLPSOLVE. Although our method can be used “out of the box ” without any domain knowledge specific to MIP, we show that it outperforms the CPLEX special-purpose automated tuning tool. 1
Screening the Parameters Affecting Heuristic Performance
- In Proceedings of the Genetic and Evolutionary Computation Conference
, 2007
"... This research screens the tuning parameters of a combinatorial optimization heuristic. Specifically, it presents a Design of Experiments (DOE) approach that uses a Fractional Factorial Design to screen the tuning parameters of Ant Colony System (ACS) for the Travelling Salesperson problem. Screening ..."
Abstract
-
Cited by 7 (4 self)
- Add to MetaCart
This research screens the tuning parameters of a combinatorial optimization heuristic. Specifically, it presents a Design of Experiments (DOE) approach that uses a Fractional Factorial Design to screen the tuning parameters of Ant Colony System (ACS) for the Travelling Salesperson problem. Screening is a preliminary step to building a Response Surface Model (RSM) [20, 18]. It identifies those parameters that need not be included in a Response Surface Model, thus reducing the complexity and expense of the RSM design. 10 algorithm parameters and 2 problem characteristics are considered. Open questions on the effect of 3 parameters on performance are answered. Ant placement and choice of ant for pheromone update have no effect. However, the choice of parallel or sequential solution construction does indeed influence performance. A further parameter, sometimes assumed important, was shown to have no effect on performance. A new problem characteristic that effects performance was identified. The importance of measuring solution time was highlighted by helping identify the prohibitive cost of non-integer parameters where those parameters are exponents in the ACS algorithm’s computations. All results are obtained with a publicly available algorithm and problem generator.
Computer-aided design of highperformance algorithms
, 2008
"... High-performance algorithms play an important role in many areas of computer science and are core components of many software systems used in real-world applications. Traditionally, the creation of these algorithms requires considerable expertise and experience, often in combination with a substanti ..."
Abstract
-
Cited by 7 (6 self)
- Add to MetaCart
High-performance algorithms play an important role in many areas of computer science and are core components of many software systems used in real-world applications. Traditionally, the creation of these algorithms requires considerable expertise and experience, often in combination with a substantial amount of trial and error. Here, we outline a new approach to the process of designing high-performance algorithms that is based on the use of automated procedures for exploring potentially very large spaces of candidate designs. We contrast this computer-aided design approach with the traditional approach and discuss why it can be expected to yield better performing, yet simpler algorithms. Finally, we sketch out the high-level design of a software environment that supports our new design approach. Existing work on algorithm portfolios, algorithm selection, algorithm configuration and parameter tuning, but also on general methods for discrete and continuous optimisation methods fits naturally into our design approach and can be integrated into the proposed software environment. 1
Time-Bounded Sequential Parameter Optimization
"... Abstract. The optimization of algorithm performance by automatically identifying good parameter settings is an important problem that has recently attracted much attention in the discrete optimization community. One promising approach constructs predictive performance models and uses them to focus a ..."
Abstract
-
Cited by 6 (5 self)
- Add to MetaCart
Abstract. The optimization of algorithm performance by automatically identifying good parameter settings is an important problem that has recently attracted much attention in the discrete optimization community. One promising approach constructs predictive performance models and uses them to focus attention on promising regions of a design space. Such methods have become quite sophisticated and have achieved significant successes on other problems, particularly in experimental design applications. However, they have typically been designed to achieve good performance only under a budget expressed as a number of function evaluations (e.g., target algorithm runs). In this work, we show how to extend the Sequential Parameter Optimization framework [SPO; see 5] to operate effectively under time bounds. Our methods take into account both the varying amount of time required for different algorithm runs and the complexity of model building and evaluation; they are particularly useful for minimizing target algorithm runtime. Specifically, we introduce a novel intensification mechanism, and show how to reduce the overhead incurred by constructing and using models. Overall, we show that our method represents a new state of the art in model-based optimization of algorithms with continuous parameters on single problem instances. 1
Automated Configuration of Algorithms for Solving Hard Computational Problems
, 2009
"... The best-performing algorithms for many hard problems are highly parameterized. Selecting the best heuristics and tuning their parameters for optimal overall performance is often a difficult, tedious, and unsatisfying task. This thesis studies the automation of this important part of algorithm desig ..."
Abstract
-
Cited by 5 (5 self)
- Add to MetaCart
The best-performing algorithms for many hard problems are highly parameterized. Selecting the best heuristics and tuning their parameters for optimal overall performance is often a difficult, tedious, and unsatisfying task. This thesis studies the automation of this important part of algorithm design: the configuration of discrete algorithm components and their continuous parameters to construct an algorithm with desirable empirical performance characteristics. Automated configuration procedures can facilitate algorithm development and be applied on the end user side to optimize performance for new instance types and optimization objectives. The use of such procedures separates high-level cognitive tasks carried out by humans from tedious low-level tasks that can be left to machines. We introduce two alternative algorithm configuration frameworks: iterated local search in parameter configuration space and sequential optimization based on response surface models. To the best of our knowledge, our local search approach is the first that goes beyond local optima. Our model-based search techniques significantly outperform existing techniques and extend them in ways crucial for general algorithm configuration: they can handle categorical parameters, optimization objectives defined across multiple instances, and tens of thousands
Considerations of budget allocation for sequential parameter optimization (spo
- Workshop on Empirical Methods for the Analysis of Algorithms, Proceedings
, 2006
"... Abstract. Obviously, it is not a good idea to apply an optimization algorithm with wrongly specified parameter settings, a situation which can be avoided by applying algorithm tuning. Sequential tuning procedures are considered more efficient than single-stage procedures. [1] introduced a sequential ..."
Abstract
-
Cited by 4 (2 self)
- Add to MetaCart
Abstract. Obviously, it is not a good idea to apply an optimization algorithm with wrongly specified parameter settings, a situation which can be avoided by applying algorithm tuning. Sequential tuning procedures are considered more efficient than single-stage procedures. [1] introduced a sequential approach for algorithm tuning that has been successfully applied to several real-world optimization tasks and experimental studies. The sequential procedure requires the specification of an initial sample size k. Small k values lead to poor models and thus poor predictions for the subsequent stages, whereas large values prevent an extensive search and local fine tuning. This study analyzes the interaction between global and local search in sequential tuning procedures and gives recommendations for an adequate budget allocation. Furthermore, the integration of hypothesis testing for increasing effectiveness of the latter phase is investigated. 1
Sequential Model-Based Optimization for General Algorithm Configuration (extended version)
"... Abstract. State-of-the-art algorithms for hard computational problems often expose many parameters that can be modified to improve empirical performance. However, manually exploring the resulting combinatorial space of parameter settings is tedious and tends to lead to unsatisfactory outcomes. Recen ..."
Abstract
-
Cited by 4 (4 self)
- Add to MetaCart
Abstract. State-of-the-art algorithms for hard computational problems often expose many parameters that can be modified to improve empirical performance. However, manually exploring the resulting combinatorial space of parameter settings is tedious and tends to lead to unsatisfactory outcomes. Recently, automated approaches for solving this algorithm configuration problem have led to substantial improvements in the state of the art for solving various problems. One promising approach constructs explicit regression models to describe the dependence of target algorithm performance on parameter settings; however, this approach has so far been limited to the optimization of few numerical algorithm parameters on single instances. In this paper, we extend this paradigm for the first time to general algorithm configuration problems, allowing many categorical parameters and optimization for sets of instances. We experimentally validate our new algorithm configuration procedure by optimizing a local search and a tree search solver for the propositional satisfiability problem (SAT), as well as the commercial mixed integer programming (MIP) solver CPLEX. In these experiments, our procedure yielded state-of-the-art performance, and in many cases outperformed the previous best configuration approach. 1

