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Golden parameter search: exploiting structure to quickly configure parameters in parallel

Published:26 June 2020Publication History

ABSTRACT

Automated algorithm configuration procedures such as SMAC, GGA++ and irace can often find parameter configurations that substantially improve the performance of state-of-the-art algorithms for difficult problems - e.g., a three-fold speedup in the running time required by EAX, a genetic algorithm, to find optimal solutions to a set of widely studied TSP instances. However, it is usually recommended to provide these methods with running time budgets of one or two days of wall-clock time as well as dozens of CPU cores. Most general-purpose algorithm configuration methods are based on powerful meta-heuristics that are designed for challenging and complex search landscapes; however, recent work has shown that many algorithms appear to have parameter configuration landscapes with a relatively simple structure. We introduce the golden parameter search (GPS) algorithm, an automatic configuration procedure designed to exploit this structure while optimizing each parameter semi-independently in parallel. We compare GPS to several state-of-the-art algorithm configurators and show that it often finds similar or better parameter configurations using a fraction of the computing time budget across a broad range of scenarios spanning TSP, SAT and MIP.

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          cover image ACM Conferences
          GECCO '20: Proceedings of the 2020 Genetic and Evolutionary Computation Conference
          June 2020
          1349 pages
          ISBN:9781450371285
          DOI:10.1145/3377930

          Copyright © 2020 ACM

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          • Published: 26 June 2020

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