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Improving Performance of Algorithm Selection Pipelines on Large Instance Sets via Dynamic Reallocation of Budget.

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Area of Science:

  • Optimization
  • Machine Learning
  • Computational Performance

Background:

  • Algorithm selection (AS) is crucial for optimizing solver performance from a portfolio.
  • Large instance sets, whether streamed or batched, present opportunities to improve efficiency.
  • Current AS methods may not fully leverage budget-saving and reallocation strategies.

Purpose of the Study:

  • To develop an enhanced AS pipeline that optimizes function evaluation budget.
  • To improve overall performance by intelligently saving and reallocating computational resources.
  • To evaluate the proposed pipeline in both batch and streaming scenarios.

Main Methods:

  • Implemented an AS pipeline with three key strategies: identifying easy instances, curtailing stalled runs, and reallocating saved budget.
  • Utilized an intelligent strategy for predicting which instances benefit most from additional function evaluations.
  • Conducted experiments on the BBOB dataset in both batch and streaming settings.

Main Results:

  • The enhanced AS pipeline significantly outperformed a standard pipeline in both batch and streaming settings.
  • Identifying easy instances and curtailing stalled runs effectively saved computational budget.
  • Intelligent budget reallocation led to improved performance on downstream instances.

Conclusions:

  • Augmenting AS pipelines with budget-saving and reallocation strategies enhances overall performance.
  • The proposed pipeline offers a significant improvement for managing computational resources in large-scale optimization.
  • This approach is effective for both batch processing and real-time data streams.