https://iridia.ulb.ac.be/IridiaTrSeries/link/IridiaTr2011-004.pdf

The irace package: Iterated racing for automatic algorithm configuration

Machine learning for combinatorial optimization: A methodological tour d’horizon

This paper surveys the recent attempts, both from the machine learning and operations research communities, at leveraging machine learning to solve combinatorial optimization problems. Given the hard nature of these problems, state-of-the-art algorithms rely on handcrafted heuristics for making decisions that are otherwise too expensive to compute or mathematically not well defined. Thus, machine learning looks like a natural candidate to make such decisions in a more principled and optimized way. We advocate for pushing further the integration of machine learning and combinatorial optimization and detail a methodology to do so. A main point of the paper is seeing generic optimization problems as data points and inquiring what is the relevant distribution of problems to use for learning on a given task.

Machine Learning for Combinatorial Optimization: a Methodological Tour d'Horizon

Meta-learning, or learning to learn, is the science of systematically observing how different machine learning approaches perform on a wide range of learning tasks, and then learning from this experience, or meta-data, to learn new tasks much faster than otherwise possible. Not only does this dramatically speed up and improve the design of machine learning pipelines or neural architectures, it also allows us to replace hand-engineered algorithms with novel approaches learned in a data-driven way. In this chapter, we provide an overview of the state of the art in this fascinating and continuously evolving field.

pdf/meta-learning-a-survey-2f2863i4x9.pdf

Meta-Learning: A Survey

https://www.cl.cam.ac.uk/~ey204/teaching/ACS/R212_2015_2016/papers/hutter_ai_2014.pdf

Algorithm runtime prediction: Methods & evaluation

ASlib: A Benchmark Library for Algorithm Selection

Algorithm portfolios aim to increase the robustness of our ability to solve problems efficiently. While recently proposed algorithm selection methods come ever closer to identifying the most appropriate solver given an input instance, they are bound to make wrong and, at times, costly decisions. Solver scheduling has been proposed to boost the performance of algorithm selection. Scheduling tries to allocate time slots to the given solvers in a portfolio so as to maximize, say, the number of solved instances within a given time limit. We show how to solve the corresponding optimization problem at a low computational cost using column generation, resulting in fast and high quality solutions. We integrate this approach with a recently introduced algorithm selector, which we also extend using other techniques. We propose various static as well as dynamic scheduling strategies, and demonstrate that in comparison to pure algorithm selection, our novel combination of scheduling and solver selection can significantly boost performance.

/pdf/algorithm-selection-and-scheduling-89y7grdchl.pdf

Algorithm selection and scheduling

Different solution approaches for combinatorial problems often exhibit incomparable performance that depends on the concrete problem instance to be solved. Algorithm portfolios aim to combine the strengths of multiple algorithmic approaches by training a classifier that selects or schedules solvers dependent on the given instance. We devise a new classifier that selects solvers based on a cost-sensitive hierarchical clustering model. Experimental results on SAT and MaxSAT show that the new method outperforms the most effective portfolio builders to date.

/pdf/algorithm-portfolios-based-on-cost-sensitive-hierarchical-1rext5hz3j.pdf

Algorithm portfolios based on cost-sensitive hierarchical clustering

Automatic algorithm configurators are important practical tools for improving program performance measures, such as solution time or prediction accuracy. Local search approaches in particular have proven very effective for tuning algorithms. In sequential local search, the use of predictive models has proven beneficial for obtaining good tuning results. We study the use of non-parametric models in the context of population-based algorithm configurators. We introduce a new model designed specifically for the task of predicting high-performance regions in the parameter space. Moreover, we introduce the ideas of genetic engineering of offspring as well as sexual selection of parents. Numerical results show that model-based genetic algorithms significantly improve our ability to effectively configure algorithms automatically.

/pdf/model-based-genetic-algorithms-for-algorithm-configuration-53bpgdb6pu.pdf

Model-based genetic algorithms for algorithm configuration

This book presents a modular and expandable technique in the rapidly emerging research area of automatic configuration and selection of the best algorithm for the instance at hand. The author presents the basic model behind ISAC and then details a number of modifications and practical applications. In particular, he addresses automated feature generation, offline algorithm configuration for portfolio generation, algorithm selection, adaptive solvers, online tuning, and parallelization. The author's related thesis was honorably mentioned (runner-up) for the ACP Dissertation Award in 2014, and this book includes some expanded sections and notes on recent developments. Additionally, the techniques described in this book have beensuccessfullyapplied to a number of solvers competing in the SATand MaxSAT International Competitions, winning a total of 18 gold medals between 2011 and 2014. The book will be of interest to researchers and practitioners in artificial intelligence, in particular in the area of machine learning and constraint programming.

/pdf/instance-specific-algorithm-configuration-2umexx3ts4.pdf

Instance-Specific Algorithm Configuration

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