Eficient Configuration of Optimization Algorithms
Marcelo de Souza
Univ. do Estado de Santa Catarina
Univ. Federal do Rio Grande do Sul
marcelo.desouza@udesc.br
Marcus Ritt
Instituto de Informática
Univ. Federal do Rio Grande do Sul
marcus.ritt@inf.ufrgs.br
Manuel López-Ibáñez
Universidad de Málaga
University of Manchester
manuel.lopez-ibanez@uma.es
ABSTRACT
We propose a set of capping methods to speed-up the automatic con-
fguration of optimization algorithms. First, we build a performance
envelope based on previous executions of known confgurations,
which defnes the minimum required performance for new confg-
urations. Then, we use the performance envelope to evaluate new
confgurations, stopping poor performers early. We propose difer-
ent methods to aggregate previous executions into a performance
envelope, and evaluate them on several confguration scenarios.
The proposed methods produce solutions of the same or better qual-
ity as confguring without capping, but reduce the efort required
to confgure optimization algorithms.
This manuscript for the Hot-Of-the-Press track at GECCO 2022 is
based on the article łCapping methods for the automatic confguration
of optimization algorithmsž, published in Computers & Operations
Research [2].
CCS CONCEPTS
· Computing methodologies → Search methodologies; · Math-
ematics of computing → Combinatorial optimization; · Applied
computing → Operations research.
KEYWORDS
Automatic algorithm confguration, parameter tuning, capping
ACM Reference Format:
Marcelo de Souza, Marcus Ritt, and Manuel López-Ibáñez. 2022. Efcient
Confguration of Optimization Algorithms. In Genetic and Evolutionary
Computation Conference Companion (GECCO ’22 Companion), July 9ś13,
2022, Boston, MA, USA. ACM, New York, NY, USA, 2 pages. https://doi.org/
10.1145/3520304.3534078
1 INTRODUCTION
The algorithm confguration task aims at fnding parameter con-
fgurations that optimize the expected performance of a target
algorithm on a set of problem instances. Automatic confguration
methods eliminate potential biases of manual search approaches
and make the confguration process reproducible. A widely used
algorithm confgurator is irace [4], which iteratively samples a set
of confgurations and evaluates them on a subset of the problem
instances using racing. Confgurations that perform statistically
worse than others are eliminated during the racing procedure. The
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GECCO ’22 Companion, July 9ś13, 2022, Boston, MA, USA
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ACM ISBN 978-1-4503-9268-6/22/07.
https://doi.org/10.1145/3520304.3534078
Previous executions
(performance profles)
Aggregation
methods
Profle-based
envelope
max
Area-based
envelope
Figure 1: Overview of the capping methods.
surviving (elite) confgurations are used to update the probabilistic
models and guide the sampling of new confgurations in subsequent
iterations.
The confguration process is costly, since several parameter con-
fgurations are evaluated on diferent problem instances. When
confguring decision algorithms, the confguration time can be
reduced by determining a bound on the running time of new con-
fgurations based on the time used by the best confguration found
so far. Existing capping methods based on this idea [3, 5] are not
suitable when confguring optimization algorithms, since the per-
formance of the algorithm is given by the value of the best found
solution. Hence, we propose a set of capping methods for confgur-
ing optimization algorithms, which assume an anytime behavior
and compute a performance envelope based on previous executions.
The envelope is used to evaluate new executions, stopping poor
performers early.
2 PROPOSED CAPPING METHODS
Figure 1 shows the main ideas behind the proposed capping meth-
ods. We represent an execution by its performance profle, i.e. the
cost of the best found solution over the execution time (or any other
measure of computational efort). Before evaluating a confguration
on a given instance, the performance profles of previous executions
on that instance are aggregated into the performance envelope. In
the profle-based approach, the envelope is a performance profle
that defnes the maximum allowed solution cost (considering a
minimization problem) for each value of time. In the area-based
approach, the area below the performance profle of each previous
execution is computed, and these area values are aggregated into a
maximum allowed area
max
for new executions.
For both profle- and area-based approaches, we propose two
strategies for envelope construction. In the adaptive strategy, all
non-capped previous executions are considered, and the (profle-
or area-based) envelope is determined based on a user-defned
aggressiveness parameter. We build an envelope that would cap the
desired amount of the previous non-capped executions. After each
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