6,706 research outputs found

    Feature-based tuning of simulated annealing applied to the curriculum-based course timetabling problem

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    We consider the university course timetabling problem, which is one of the most studied problems in educational timetabling. In particular, we focus our attention on the formulation known as the curriculum-based course timetabling problem, which has been tackled by many researchers and for which there are many available benchmarks. The contribution of this paper is twofold. First, we propose an effective and robust single-stage simulated annealing method for solving the problem. Secondly, we design and apply an extensive and statistically-principled methodology for the parameter tuning procedure. The outcome of this analysis is a methodology for modeling the relationship between search method parameters and instance features that allows us to set the parameters for unseen instances on the basis of a simple inspection of the instance itself. Using this methodology, our algorithm, despite its apparent simplicity, has been able to achieve high quality results on a set of popular benchmarks. A final contribution of the paper is a novel set of real-world instances, which could be used as a benchmark for future comparison

    Maximin design on non hypercube domain and kernel interpolation

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    In the paradigm of computer experiments, the choice of an experimental design is an important issue. When no information is available about the black-box function to be approximated, an exploratory design have to be used. In this context, two dispersion criteria are usually considered: the minimax and the maximin ones. In the case of a hypercube domain, a standard strategy consists of taking the maximin design within the class of Latin hypercube designs. However, in a non hypercube context, it does not make sense to use the Latin hypercube strategy. Moreover, whatever the design is, the black-box function is typically approximated thanks to kernel interpolation. Here, we first provide a theoretical justification to the maximin criterion with respect to kernel interpolations. Then, we propose simulated annealing algorithms to determine maximin designs in any bounded connected domain. We prove the convergence of the different schemes.Comment: 3 figure

    Gaussian process hyper-parameter estimation using parallel asymptotically independent Markov sampling

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    Gaussian process emulators of computationally expensive computer codes provide fast statistical approximations to model physical processes. The training of these surrogates depends on the set of design points chosen to run the simulator. Due to computational cost, such training set is bound to be limited and quantifying the resulting uncertainty in the hyper-parameters of the emulator by uni-modal distributions is likely to induce bias. In order to quantify this uncertainty, this paper proposes a computationally efficient sampler based on an extension of Asymptotically Independent Markov Sampling, a recently developed algorithm for Bayesian inference. Structural uncertainty of the emulator is obtained as a by-product of the Bayesian treatment of the hyper-parameters. Additionally, the user can choose to perform stochastic optimisation to sample from a neighbourhood of the Maximum a Posteriori estimate, even in the presence of multimodality. Model uncertainty is also acknowledged through numerical stabilisation measures by including a nugget term in the formulation of the probability model. The efficiency of the proposed sampler is illustrated in examples where multi-modal distributions are encountered. For the purpose of reproducibility, further development, and use in other applications the code used to generate the examples is freely available for download at https://github.com/agarbuno/paims_codesComment: Computational Statistics \& Data Analysis, Volume 103, November 201
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