12 research outputs found
SATzilla: Portfolio-based Algorithm Selection for SAT
It has been widely observed that there is no single "dominant" SAT solver;
instead, different solvers perform best on different instances. Rather than
following the traditional approach of choosing the best solver for a given
class of instances, we advocate making this decision online on a per-instance
basis. Building on previous work, we describe SATzilla, an automated approach
for constructing per-instance algorithm portfolios for SAT that use so-called
empirical hardness models to choose among their constituent solvers. This
approach takes as input a distribution of problem instances and a set of
component solvers, and constructs a portfolio optimizing a given objective
function (such as mean runtime, percent of instances solved, or score in a
competition). The excellent performance of SATzilla was independently verified
in the 2007 SAT Competition, where our SATzilla07 solvers won three gold, one
silver and one bronze medal. In this article, we go well beyond SATzilla07 by
making the portfolio construction scalable and completely automated, and
improving it by integrating local search solvers as candidate solvers, by
predicting performance score instead of runtime, and by using hierarchical
hardness models that take into account different types of SAT instances. We
demonstrate the effectiveness of these new techniques in extensive experimental
results on data sets including instances from the most recent SAT competition
Designing a portfolio of parameter configurations for online algorithm selection
National Research Foundation (NRF) Singapore under International Research Centres in Singapore Funding Initiativ
Algorithm selection for power flow management
PhD ThesisAlgorithms are essential for solving many important problems, including in power systems
control, where they can allow the connection of new demand and generation whilst deferring
or avoiding the need for network reinforcement. However, in many problem domains no
algorithm always delivers the best performance for all problems, so better performance can
be achieved by using algorithm selection to select the best algorithms for each problem.
This work applies algorithm selection to power systems control, with power flow management
using generator curtailment examined as a representative power systems control task.
The first half of this work focuses on whether potential performance benefits are available
if algorithms are selected optimally for each network state. Five power flow management
algorithms are implemented, which use diverse approaches such as optimal power flow,
constraint satisfaction, power flow sensitivity factors, and linear programming. Four case
study power systems – an 11 kV radial distribution system, a 33 kV meshed distribution
system, the IEEE 14-bus system, and the IEEE 57-bus system – are used to test the algorithms
over a extensive range of network states. None of the algorithms give the most effective
performance for every state, in terms of minimising either the number or energy of overloads,
whilst minimising curtailment. By optimally selecting algorithms for each state there are
potential performance benefits for three of the four case study systems
In the second half of this work, algorithm selection systems (selectors) are created in
order to exploit and deliver the observed potential performance benefits of per-state algorithm
selection. Existing techniques for creating algorithm selectors are adapted and extended
for the power flow management application, which includes the development of a training
method that allows selectors to consider two objectives simultaneously. The selectors created
take measurements of network state as input and use machine learning models to make
algorithm selection decisions. The models either directly predict which algorithm is likely to
be the most effective, or predict the performance of each algorithm, with the algorithm with
the most effective predicted performance then being selected. Both of these approaches are
shown to be effective in creating algorithm selectors for power flow management that deliver
statistically significant performance benefits. In some cases, the selectors are able to match
the optimum performance that could be achieved by selecting between the algorithms.WSP | Parsons Brinckerhoff
Model Selection via Racing
Model Selection (MS) is an important aspect of machine learning, as necessitated by the No Free Lunch theorem. Briefly speaking, the task of MS is to identify a subset of models that are optimal in terms of pre-selected optimization criteria. There are many practical applications of MS, such as model parameter tuning, personalized recommendations, A/B testing, etc. Lately, some MS research has focused on trading off exactness of the optimization with somewhat alleviating the computational burden entailed. Recent attempts along this line include metaheuristics optimization, local search-based approaches, sequential model-based methods, portfolio algorithm approaches, and multi-armed bandits. Racing Algorithms (RAs) are an active research area in MS, which trade off some computational cost for a reduced, but acceptable likelihood that the models returned are indeed optimal among the given ensemble of models. All existing RAs in the literature are designed as Single-Objective Racing Algorithm (SORA) for Single-Objective Model Selection (SOMS), where a single optimization criterion is considered for measuring the goodness of models. Moreover, they are offline algorithms in which MS occurs before model deployment and the selected models are optimal in terms of their overall average performances on a validation set of problem instances. This work aims to investigate racing approaches along two distinct directions: Extreme Model Selection (EMS) and Multi-Objective Model Selection (MOMS). In EMS, given a problem instance and a limited computational budget shared among all the candidate models, one is interested in maximizing the final solution quality. In such a setting, MS occurs during model comparison in terms of maximum performance and involves no model validation. EMS is a natural framework for many applications. However, EMS problems remain unaddressed by current racing approaches. In this work, the first RA for EMS, named Max-Race, is developed, so that it optimizes the extreme solution quality by automatically allocating the computational resources among an ensemble of problem solvers for a given problem instance. In Max-Race, significant difference between the extreme performances of any pair of models is statistically inferred via a parametric hypothesis test under the Generalized Pareto Distribution (GPD) assumption. Experimental results have confirmed that Max-Race is capable of identifying the best extreme model with high accuracy and low computational cost. Furthermore, in machine learning, as well as in many real-world applications, a variety of MS problems are multi-objective in nature. MS which simultaneously considers multiple optimization criteria is referred to as MOMS. Under this scheme, a set of Pareto optimal models is sought that reflect a variety of compromises between optimization objectives. So far, MOMS problems have received little attention in the relevant literature. Therefore, this work also develops the first Multi-Objective Racing Algorithm (MORA) for a fixed-budget setting, namely S-Race. S-Race addresses MOMS in the proper sense of Pareto optimality. Its key decision mechanism is the non-parametric sign test, which is employed for inferring pairwise dominance relationships. Moreover, S-Race is able to strictly control the overall probability of falsely eliminating any non-dominated models at a user-specified significance level. Additionally, SPRINT-Race, the first MORA for a fixed-confidence setting, is also developed. In SPRINT-Race, pairwise dominance and non-dominance relationships are established via the Sequential Probability Ratio Test with an Indifference zone. Moreover, the overall probability of falsely eliminating any non-dominated models or mistakenly retaining any dominated models is controlled at a prescribed significance level. Extensive experimental analysis has demonstrated the efficiency and advantages of both S-Race and SPRINT-Race in MOMS
Portfolio Approaches in Constraint Programming
Recent research has shown that the performance of a single, arbitrarily efficient algorithm can be significantly outperformed by using a portfolio of —possibly on-average slower— algorithms. Within the Constraint Programming (CP) context, a portfolio solver can be seen as a particular constraint solver that exploits the synergy between the constituent solvers of its portfolio for predicting which is (or which are) the best solver(s) to run for solving a new, unseen instance.
In this thesis we examine the benefits of portfolio solvers in CP. Despite portfolio approaches have been extensively studied for Boolean Satisfiability (SAT) problems, in the more general CP field these techniques have been only marginally studied and used. We conducted this work through the investigation, the analysis and the construction of several portfolio approaches for solving both satisfaction and optimization problems. We focused in particular on sequential approaches, i.e., single-threaded portfolio solvers always running on the same core.
We started from a first empirical evaluation on portfolio approaches for solving Constraint Satisfaction Problems (CSPs), and then we improved on it by introducing new data, solvers, features, algorithms, and tools. Afterwards, we addressed the more general Constraint Optimization Problems (COPs) by implementing and testing a number of models for dealing with COP portfolio solvers. Finally, we have come full circle by developing sunny-cp: a sequential CP portfolio solver that turned out to be competitive also in the MiniZinc Challenge, the reference competition for CP solvers