A simple parameter-free and adaptive approach to optimization under a minimal local smoothness assumption

We study the problem of optimizing a function under a \emph{budgeted number of evaluations}. We only assume that the function is \emph{locally} smooth around one of its global optima. The difficulty of optimization is measured in terms of 1) the amount of \emph{noise} $b$ of the function evaluation and 2) the local smoothness, $d$, of the function. A smaller $d$ results in smaller optimization error. We come with a new, simple, and parameter-free approach. First, for all values of $b$ and $d$, this approach recovers at least the state-of-the-art regret guarantees. Second, our approach additionally obtains these results while being \textit{agnostic} to the values of both $b$ and $d$. This leads to the first algorithm that naturally adapts to an \textit{unknown} range of noise $b$ and leads to significant improvements in a moderate and low-noise regime. Third, our approach also obtains a remarkable improvement over the state-of-the-art SOO algorithm when the noise is very low which includes the case of optimization under deterministic feedback ($b=0$). There, under our minimal local smoothness assumption, this improvement is of exponential magnitude and holds for a class of functions that covers the vast majority of functions that practitioners optimize ($d=0$). We show that our algorithmic improvement is borne out in experiments as we empirically show faster convergence on common benchmarks

A simple parameter-free and adaptive approach to optimization under a minimal local smoothness assumption

International audienceWe study the problem of optimizing a function under a budgeted number of evaluations. We only assume that the function is locally smooth around one of its global optima. The difficulty of optimization is measured in terms of 1) the amount of noise b of the function evaluation and 2) the local smoothness, d, of the function. A smaller d results in smaller optimization error. We come with a new, simple, and parameter-free approach. First, for all values of b and d, this approach recovers at least the state-of-the-art regret guarantees. Second, our approach additionally obtains these results while being agnostic to the values of both b and d. This leads to the first algorithm that naturally adapts to an unknown range of noise b and leads to significant improvements in a moderate and low-noise regime. Third, our approach also obtains a remarkable improvement over the state-of-the-art SOO algorithm when the noise is very low which includes the case of optimization under deterministic feedback (b=0). There, under our minimal local smoothness assumption, this improvement is of exponential magnitude and holds for a class of functions that covers the vast majority of functions that practitioners optimize (d=0). We show that our algorithmic improvement is borne out in experiments as we empirically show faster convergence on common benchmarks

On Experimentation in Software-Intensive Systems

Context: Delivering software that has value to customers is a primary concern of every software company. Prevalent in web-facing companies, controlled experiments are used to validate and deliver value in incremental deployments. At the same that web-facing companies are aiming to automate and reduce the cost of each experiment iteration, embedded systems companies are starting to adopt experimentation practices and leverage their activities on the automation developments made in the online domain. Objective: This thesis has two main objectives. The first objective is to analyze how software companies can run and optimize their systems through automated experiments. This objective is investigated from the perspectives of the software architecture, the algorithms for the experiment execution and the experimentation process. The second objective is to analyze how non web-facing companies can adopt experimentation as part of their development process to validate and deliver value to their customers continuously. This objective is investigated from the perspectives of the software development process and focuses on the experimentation aspects that are distinct from web-facing companies. Method: To achieve these objectives, we conducted research in close collaboration with industry and used a combination of different empirical research methods: case studies, literature reviews, simulations, and empirical evaluations. Results: This thesis provides six main results. First, it proposes an architecture framework for automated experimentation that can be used with different types of experimental designs in both embedded systems and web-facing systems. Second, it proposes a new experimentation process to capture the details of a trustworthy experimentation process that can be used as the basis for an automated experimentation process. Third, it identifies the restrictions and pitfalls of different multi-armed bandit algorithms for automating experiments in industry. This thesis also proposes a set of guidelines to help practitioners select a technique that minimizes the occurrence of these pitfalls. Fourth, it proposes statistical models to analyze optimization algorithms that can be used in automated experimentation. Fifth, it identifies the key challenges faced by embedded systems companies when adopting controlled experimentation, and we propose a set of strategies to address these challenges. Sixth, it identifies experimentation techniques and proposes a new continuous experimentation model for mission-critical and business-to-business. Conclusion: The results presented in this thesis indicate that the trustworthiness in the experimentation process and the selection of algorithms still need to be addressed before automated experimentation can be used at scale in industry. The embedded systems industry faces challenges in adopting experimentation as part of its development process. In part, this is due to the low number of users and devices that can be used in experiments and the diversity of the required experimental designs for each new situation. This limitation increases both the complexity of the experimentation process and the number of techniques used to address this constraint

Simultaneous Optimistic Optimization on the Noiseless BBOB Testbed

International audienc