论文标题

通过自动化算法配置改善Nevergrad的算法选择向导NGOPT

Improving Nevergrad's Algorithm Selection Wizard NGOpt through Automated Algorithm Configuration

论文作者

Trajanov, Risto, Nikolikj, Ana, Cenikj, Gjorgjina, Teytaud, Fabien, Videau, Mathurin, Teytaud, Olivier, Eftimov, Tome, López-Ibáñez, Manuel, Doerr, Carola

论文摘要

算法选择向导是有效且通用的工具,它们会自动选择有关该问题和可用计算资源的高级信息,例如决策变量的数量和类型,评估的数量和最大数量,并同行评估等可能性等。我们建议在这项工作中使用自动配置方法来通过找到构成它们的算法的更好配置来改善其性能。特别是,我们使用精英迭代赛车(IRACE)来查找特定人工基准测试的CMA配置,这些基准取代了Nevergrad平台提供的NGOPT Wizard中当前使用的手工制作的CMA配置。我们详细讨论了IRACE的设置,目的是生成在每个基准内各种问题实例集合的配置。我们的方法也提高了NGOPT向导的性能,即使是在Irace不属于Irace的一部分的基准套件上。

Algorithm selection wizards are effective and versatile tools that automatically select an optimization algorithm given high-level information about the problem and available computational resources, such as number and type of decision variables, maximal number of evaluations, possibility to parallelize evaluations, etc. State-of-the-art algorithm selection wizards are complex and difficult to improve. We propose in this work the use of automated configuration methods for improving their performance by finding better configurations of the algorithms that compose them. In particular, we use elitist iterated racing (irace) to find CMA configurations for specific artificial benchmarks that replace the hand-crafted CMA configurations currently used in the NGOpt wizard provided by the Nevergrad platform. We discuss in detail the setup of irace for the purpose of generating configurations that work well over the diverse set of problem instances within each benchmark. Our approach improves the performance of the NGOpt wizard, even on benchmark suites that were not part of the tuning by irace.

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