Procrastinating with Confidence: Near-Optimal, Anytime, Adaptive Algorithm Configuration
Robert Kleinberg, Kevin Leyton-Brown, Brendan Lucier, Devon Graham

TL;DR
This paper introduces an adaptive algorithm configuration method that maintains near-optimality and anytime guarantees, significantly improving performance in practical settings where many configurations perform poorly.
Contribution
It proposes a new algorithm, Structured Procrastination with Confidence, combining adaptivity with near-optimal, anytime performance guarantees.
Findings
The new method is faster in settings with many poor configurations.
Empirical results show frequent occurrence of such settings in practice.
The anytime property helps find good configurations quickly.
Abstract
Algorithm configuration methods optimize the performance of a parameterized heuristic algorithm on a given distribution of problem instances. Recent work introduced an algorithm configuration procedure ("Structured Procrastination") that provably achieves near optimal performance with high probability and with nearly minimal runtime in the worst case. It also offers an property: it keeps tightening its optimality guarantees the longer it is run. Unfortunately, Structured Procrastination is not to characteristics of the parameterized algorithm: it treats every input like the worst case. Follow-up work ("LeapsAndBounds") achieves adaptivity but trades away the anytime property. This paper introduces a new algorithm, "Structured Procrastination with Confidence", that preserves the near-optimality and anytime properties of Structured Procrastination…
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Taxonomy
TopicsAdvanced Bandit Algorithms Research · Metaheuristic Optimization Algorithms Research · Advanced Multi-Objective Optimization Algorithms
