Planning as Optimization: Dynamically Discovering Optimal Configurations for Runtime Situations

The large number of possible configurations of modern software-based systems, combined with the large number of possible environmental situations of such systems, prohibits enumerating all adaptation options at design time and necessitates planning at run time to dynamically identify an appropriate configuration for a situation. While numerous planning techniques exist, they typically assume a detailed state-based model of the system and that the situations that warrant adaptations are known. Both of these assumptions can be violated in complex, real-world systems. As a result, adaptation planning must rely on simple models that capture what can be changed (input parameters) and observed in the system and environment (output and context parameters). We therefore propose planning as optimization: the use of optimization strategies to discover optimal system configurations at runtime for each distinct situation that is also dynamically identified at runtime. We apply our approach to CrowdNav, an open-source traffic routing system with the characteristics of a real-world system. We identify situations via clustering and conduct an empirical study that compares Bayesian optimization and two types of evolutionary optimization (NSGA-II and novelty search) in CrowdNav

The Kalai-Smorodinski solution for many-objective Bayesian optimization

An ongoing aim of research in multiobjective Bayesian optimization is to extend its applicability to a large number of objectives. While coping with a limited budget of evaluations, recovering the set of optimal compromise solutions generally requires numerous observations and is less interpretable since this set tends to grow larger with the number of objectives. We thus propose to focus on a specific solution originating from game theory, the Kalai-Smorodinsky solution, which possesses attractive properties. In particular, it ensures equal marginal gains over all objectives. We further make it insensitive to a monotonic transformation of the objectives by considering the objectives in the copula space. A novel tailored algorithm is proposed to search for the solution, in the form of a Bayesian optimization algorithm: sequential sampling decisions are made based on acquisition functions that derive from an instrumental Gaussian process prior. Our approach is tested on four problems with respectively four, six, eight, and nine objectives. The method is available in the Rpackage GPGame available on CRAN at https://cran.r-project.org/package=GPGame