Parallel algorithm configuration

  • Authors:

  • Frank Hutter;Holger H. Hoos;Kevin Leyton-Brown

  • Affiliations:

  • University of British Columbia, Vancouver, BC, Canada;University of British Columbia, Vancouver, BC, Canada;University of British Columbia, Vancouver, BC, Canada

  • Venue:
  • LION'12 Proceedings of the 6th international conference on Learning and Intelligent Optimization
  • Year:
  • 2012

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Abstract

State-of-the-art algorithms for solving hard computational problems often expose many parameters whose settings critically affect empirical performance. Manually exploring the resulting combinatorial space of parameter settings is often tedious and unsatisfactory. Automated approaches for finding good parameter settings are becoming increasingly prominent and have recently lead to substantial improvements in the state of the art for solving a variety of computationally challenging problems. However, running such automated algorithm configuration procedures is typically very costly, involving many thousands of invocations of the algorithm to be configured. Here, we study the extent to which parallel computing can come to the rescue. We compare straightforward parallelization by multiple independent runs with a more sophisticated method of parallelizing the model-based configuration procedure SMAC. Empirical results for configuring the MIP solver CPLEX demonstrate that near-optimal speedups can be obtained with up to 16 parallel workers, and that 64 workers can still accomplish challenging configuration tasks that previously took 2 days in 1---2 hours. Overall, we show that our methods make effective use of large-scale parallel resources and thus substantially expand the practical applicability of algorithm configuration methods.