Improving Algorithm Selection and Performance Prediction by Learning Discriminating Training Samples

Core Concepts

The core message of this article is that tuning the parameters of a simple Simulated Annealing algorithm to generate discriminatory trajectories can improve the performance of machine learning models for algorithm selection and performance prediction, compared to using either raw trajectory data or exploratory landscape features.

Abstract

The article addresses the issue of algorithm selection and performance prediction in continuous optimization problems. Previous work has shown that using algorithm-centric data, such as search trajectories, can outperform models trained on exploratory landscape features. However, there are two main weaknesses with this approach: 1) it is difficult to ensure the trajectories are sufficiently discriminatory to train high-performing models, and 2) the approach does not scale well as a trajectory needs to be generated for each solver in the portfolio.
To address these issues, the authors propose a meta-algorithm that tunes the hyperparameters of a Simulated Annealing (SA) algorithm to generate trajectories that, when used as input to machine learning models, improve the performance metrics (classification accuracy or regression RMSE). The key findings are:

Models using trajectories from the tuned SA algorithm outperform models using exploratory landscape features, using considerably less computational budget.
For algorithm selection, at low budget (2 generations), models using SA trajectories have similar median accuracy to those using concatenated trajectories from the full portfolio, but use around 62% of the budget.
For performance prediction of the three solvers (CMA-ES, DE, PSO), the best RMSE is obtained using an SA trajectory as input.
While tuning SA individually for each model leads to the best results, using hyperparameters tuned for one solver to obtain trajectories for a different solver results in only a small loss in performance, suggesting potential for further computational savings.

The authors suggest next steps include testing the approach on a larger portfolio of solvers, exploring more advanced time-series classifiers, and further investigating the potential for transfer learning to reduce the computational burden.

Stats

The article does not contain any explicit numerical data or statistics. The key results are presented in the form of classification accuracies and regression RMSEs.

Quotes

"The core message of this article is that tuning the parameters of a simple Simulated Annealing algorithm to generate discriminatory trajectories can improve the performance of machine learning models for algorithm selection and performance prediction, compared to using either raw trajectory data or exploratory landscape features."
"Models using trajectories from the tuned SA algorithm outperform models using exploratory landscape features, using considerably less computational budget."
"For algorithm selection, at low budget (2 generations), models using SA trajectories have similar median accuracy to those using concatenated trajectories from the full portfolio, but use around 62% of the budget."

Key Insights Distilled From

Improving Algorithm-Selection and Performance-Prediction via Learning Discriminating Training Samples

by Quentin Rena... at arxiv.org 04-09-2024

https://arxiv.org/pdf/2404.05359.pdf

Deeper Inquiries

How would the proposed approach scale to larger portfolios of solvers, and what are the potential computational challenges

The proposed approach of using a meta-algorithm to tune Simulated Annealing (SA) parameters for generating discriminatory trajectories could face challenges when scaling to larger portfolios of solvers. As the number of solvers in the portfolio increases, the computational burden of tuning SA for each solver individually may become prohibitive. The approach would require tuning SA parameters for each solver in the portfolio, leading to an exponential increase in computational cost. Additionally, the need to generate discriminatory trajectories for each solver could further escalate the computational challenges.
To address the potential scalability issues, one possible solution could be to explore transfer learning techniques. By leveraging knowledge gained from tuning SA parameters for one solver to generate trajectories for another solver, the computational burden could be reduced. This transfer learning approach could help in reusing hyperparameters across different solvers, thereby optimizing the computational resources required for generating trajectories.

What other algorithms or meta-learning techniques could be explored to generate discriminatory training samples for algorithm selection and performance prediction tasks

To generate discriminatory training samples for algorithm selection and performance prediction tasks, other algorithms and meta-learning techniques could be explored. One potential approach could involve using reinforcement learning algorithms, such as Q-learning or deep reinforcement learning, to learn the optimal trajectory generation strategy. These algorithms could adaptively adjust the trajectory generation process based on feedback from the performance of the ML models, leading to more effective discriminatory trajectories.
Another technique to consider is genetic programming, which could be used to evolve the trajectory generation process. By evolving a set of rules or functions that define how trajectories are generated, genetic programming could optimize the trajectory generation process to produce more discriminatory samples. This approach could potentially lead to more efficient and effective trajectory generation for algorithm selection and performance prediction tasks.

How could the insights from this work on continuous optimization be applied to algorithm selection and performance prediction in combinatorial optimization domains

The insights from this work on continuous optimization can be applied to algorithm selection and performance prediction in combinatorial optimization domains by adapting the trajectory-based approach to suit the specific characteristics of combinatorial optimization problems. In combinatorial optimization, the search space is discrete, and the objective is to find the best combination of variables rather than optimizing a continuous function.
One way to apply these insights is to develop trajectory-based methods tailored to combinatorial optimization problems. Instead of using continuous trajectories, the approach could involve generating trajectories that capture the search process of combinatorial optimization algorithms, such as genetic algorithms or ant colony optimization, on specific instances. These trajectories could then be used as input to ML models for algorithm selection and performance prediction in combinatorial optimization domains.
Additionally, the meta-algorithm approach of tuning parameters for trajectory generation could be extended to combinatorial optimization algorithms. By tuning the parameters of combinatorial optimization algorithms to produce discriminatory trajectories, the approach could enhance algorithm selection and performance prediction in combinatorial optimization domains. This adaptation would involve considering the unique characteristics and requirements of combinatorial optimization problems to ensure the effectiveness of the trajectory-based approach.