11,767 research outputs found
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
A Computational Study of Genetic Crossover Operators for Multi-Objective Vehicle Routing Problem with Soft Time Windows
The article describes an investigation of the effectiveness of genetic
algorithms for multi-objective combinatorial optimization (MOCO) by presenting
an application for the vehicle routing problem with soft time windows. The work
is motivated by the question, if and how the problem structure influences the
effectiveness of different configurations of the genetic algorithm.
Computational results are presented for different classes of vehicle routing
problems, varying in their coverage with time windows, time window size,
distribution and number of customers. The results are compared with a simple,
but effective local search approach for multi-objective combinatorial
optimization problems
Renormalization for Discrete Optimization
The renormalization group has proven to be a very powerful tool in physics
for treating systems with many length scales. Here we show how it can be
adapted to provide a new class of algorithms for discrete optimization. The
heart of our method uses renormalization and recursion, and these processes are
embedded in a genetic algorithm. The system is self-consistently optimized on
all scales, leading to a high probability of finding the ground state
configuration. To demonstrate the generality of such an approach, we perform
tests on traveling salesman and spin glass problems. The results show that our
``genetic renormalization algorithm'' is extremely powerful.Comment: 4 pages, no figur
The edge-disjoint path problem on random graphs by message-passing
We present a message-passing algorithm to solve the edge disjoint path
problem (EDP) on graphs incorporating under a unique framework both traffic
optimization and path length minimization. The min-sum equations for this
problem present an exponential computational cost in the number of paths. To
overcome this obstacle we propose an efficient implementation by mapping the
equations onto a weighted combinatorial matching problem over an auxiliary
graph. We perform extensive numerical simulations on random graphs of various
types to test the performance both in terms of path length minimization and
maximization of the number of accommodated paths. In addition, we test the
performance on benchmark instances on various graphs by comparison with
state-of-the-art algorithms and results found in the literature. Our
message-passing algorithm always outperforms the others in terms of the number
of accommodated paths when considering non trivial instances (otherwise it
gives the same trivial results). Remarkably, the largest improvement in
performance with respect to the other methods employed is found in the case of
benchmarks with meshes, where the validity hypothesis behind message-passing is
expected to worsen. In these cases, even though the exact message-passing
equations do not converge, by introducing a reinforcement parameter to force
convergence towards a sub optimal solution, we were able to always outperform
the other algorithms with a peak of 27% performance improvement in terms of
accommodated paths. On random graphs, we numerically observe two separated
regimes: one in which all paths can be accommodated and one in which this is
not possible. We also investigate the behaviour of both the number of paths to
be accommodated and their minimum total length.Comment: 14 pages, 8 figure
An interacting replica approach applied to the traveling salesman problem
We present a physics inspired heuristic method for solving combinatorial
optimization problems. Our approach is specifically motivated by the desire to
avoid trapping in metastable local minima- a common occurrence in hard problems
with multiple extrema. Our method involves (i) coupling otherwise independent
simulations of a system ("replicas") via geometrical distances as well as (ii)
probabilistic inference applied to the solutions found by individual replicas.
The {\it ensemble} of replicas evolves as to maximize the inter-replica
correlation while simultaneously minimize the local intra-replica cost function
(e.g., the total path length in the Traveling Salesman Problem within each
replica). We demonstrate how our method improves the performance of rudimentary
local optimization schemes long applied to the NP hard Traveling Salesman
Problem. In particular, we apply our method to the well-known "-opt"
algorithm and examine two particular cases- and . With the aid of
geometrical coupling alone, we are able to determine for the optimum tour
length on systems up to cities (an order of magnitude larger than the
largest systems typically solved by the bare opt). The probabilistic
replica-based inference approach improves even further and determines
the optimal solution of a problem with cities and find tours whose total
length is close to that of the optimal solutions for other systems with a
larger number of cities.Comment: To appear in SAI 2016 conference proceedings 12 pages,17 figure
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