Efficient Benchmarking of Algorithm Configuration Procedures via Model-Based Surrogates

The optimization of algorithm (hyper-)parameters is crucial for achieving peak performance across a wide range of domains, ranging from deep neural networks to solvers for hard combinatorial problems. The resulting algorithm configuration (AC) problem has attracted much attention from the machine learning community. However, the proper evaluation of new AC procedures is hindered by two key hurdles. First, AC benchmarks are hard to set up. Second and even more significantly, they are computationally expensive: a single run of an AC procedure involves many costly runs of the target algorithm whose performance is to be optimized in a given AC benchmark scenario. One common workaround is to optimize cheap-to-evaluate artificial benchmark functions (e.g., Branin) instead of actual algorithms; however, these have different properties than realistic AC problems. Here, we propose an alternative benchmarking approach that is similarly cheap to evaluate but much closer to the original AC problem: replacing expensive benchmarks by surrogate benchmarks constructed from AC benchmarks. These surrogate benchmarks approximate the response surface corresponding to true target algorithm performance using a regression model, and the original and surrogate benchmark share the same (hyper-)parameter space. In our experiments, we construct and evaluate surrogate benchmarks for hyperparameter optimization as well as for AC problems that involve performance optimization of solvers for hard combinatorial problems, drawing training data from the runs of existing AC procedures. We show that our surrogate benchmarks capture overall important characteristics of the AC scenarios, such as high- and low-performing regions, from which they were derived, while being much easier to use and orders of magnitude cheaper to evaluate

Diagnostics of Data-Driven Models: Uncertainty Quantification of PM7 Semi-Empirical Quantum Chemical Method.

We report an evaluation of a semi-empirical quantum chemical method PM7 from the perspective of uncertainty quantification. Specifically, we apply Bound-to-Bound Data Collaboration, an uncertainty quantification framework, to characterize (a) variability of PM7 model parameter values consistent with the uncertainty in the training data and (b) uncertainty propagation from the training data to the model predictions. Experimental heats of formation of a homologous series of linear alkanes are used as the property of interest. The training data are chemically accurate, i.e., they have very low uncertainty by the standards of computational chemistry. The analysis does not find evidence of PM7 consistency with the entire data set considered as no single set of parameter values is found that captures the experimental uncertainties of all training data. A set of parameter values for PM7 was able to capture the training data within ±1 kcal/mol, but not to the smaller level of uncertainty in the reported data. Nevertheless, PM7 was found to be consistent for subsets of the training data. In such cases, uncertainty propagation from the chemically accurate training data to the predicted values preserves error within bounds of chemical accuracy if predictions are made for the molecules of comparable size. Otherwise, the error grows linearly with the relative size of the molecules

Learning to Navigate the Energy Landscape

In this paper, we present a novel and efficient architecture for addressing computer vision problems that use `Analysis by Synthesis'. Analysis by synthesis involves the minimization of the reconstruction error which is typically a non-convex function of the latent target variables. State-of-the-art methods adopt a hybrid scheme where discriminatively trained predictors like Random Forests or Convolutional Neural Networks are used to initialize local search algorithms. While these methods have been shown to produce promising results, they often get stuck in local optima. Our method goes beyond the conventional hybrid architecture by not only proposing multiple accurate initial solutions but by also defining a navigational structure over the solution space that can be used for extremely efficient gradient-free local search. We demonstrate the efficacy of our approach on the challenging problem of RGB Camera Relocalization. To make the RGB camera relocalization problem particularly challenging, we introduce a new dataset of 3D environments which are significantly larger than those found in other publicly-available datasets. Our experiments reveal that the proposed method is able to achieve state-of-the-art camera relocalization results. We also demonstrate the generalizability of our approach on Hand Pose Estimation and Image Retrieval tasks

A Random Forest Assisted Evolutionary Algorithm for Data-Driven Constrained Multi-Objective Combinatorial Optimization of Trauma Systems for publication

Many real-world optimization problems can be solved by using the data-driven approach only, simply because no analytic objective functions are available for evaluating candidate solutions. In this work, we address a class of expensive datadriven constrained multi-objective combinatorial optimization problems, where the objectives and constraints can be calculated only on the basis of large amount of data. To solve this class of problems, we propose to use random forests and radial basis function networks as surrogates to approximate both objective and constraint functions. In addition, logistic regression models are introduced to rectify the surrogate-assisted fitness evaluations and a stochastic ranking selection is adopted to further reduce the influences of the approximated constraint functions. Three variants of the proposed algorithm are empirically evaluated on multi-objective knapsack benchmark problems and two realworld trauma system design problems. Experimental results demonstrate that the variant using random forest models as the surrogates are effective and efficient in solving data-driven constrained multi-objective combinatorial optimization problems