algorithm configuration
210b7ec74fc9cec6fb8388dbbdaf23f7-Paper.pdf
Cutting-plane methods have enabled remarkable successes in integer programming over the last few decades. State-of-the-art solvers integrate a myriad of cutting-plane techniques to speed up the underlying tree-search algorithm used to find optimal solutions. In this paper we provide sample complexity bounds for cut-selection in branch-and-cut (B&C). Given a training set of integer programs sampled from an application-specific input distribution and a family of cut selection policies, these guarantees bound the number of samples sufficient to ensure that using any policy in the family, the size of the tree B&C builds on average over the training set is close to the expected size of the tree B&C builds. We first bound the sample complexity of learning cutting planes from the canonical family of Chvátal-Gomory cuts. Our bounds handle any number of waves of any number of cuts and are fine tuned to the magnitudes of the constraint coefficients. Next, we prove sample complexity bounds for more sophisticated cut selection policies that use a combination of scoring rules to choose from a family of cuts. Finally, beyond the realm of cutting planes for integer programming, we develop a general abstraction of tree search that captures key components such as node selection and variable selection. For this abstraction, we bound the sample complexity of learning a good policy for building the search tree.
Deep Reinforcement Learning for Dynamic Algorithm Configuration: A Case Study on Optimizing OneMax with the (1+($λ$,$λ$))-GA
Nguyen, Tai, Le, Phong, Biedenkapp, André, Doerr, Carola, Dang, Nguyen
Dynamic Algorithm Configuration (DAC) studies the efficient identification of control policies for parameterized optimization algorithms. Numerous studies have leveraged the robustness of decision-making in Reinforcement Learning (RL) to address the optimization challenges in algorithm configuration. However, applying RL to DAC is challenging and often requires extensive domain expertise. We conduct a comprehensive study of deep-RL algorithms in DAC through a systematic analysis of controlling the population size parameter of the (1+($λ$,$λ$))-GA on OneMax instances. Our investigation of DDQN and PPO reveals two fundamental challenges that limit their effectiveness in DAC: scalability degradation and learning instability. We trace these issues to two primary causes: under-exploration and planning horizon coverage, each of which can be effectively addressed through targeted solutions. To address under-exploration, we introduce an adaptive reward shifting mechanism that leverages reward distribution statistics to enhance DDQN agent exploration, eliminating the need for instance-specific hyperparameter tuning and ensuring consistent effectiveness across different problem scales. In dealing with the planning horizon coverage problem, we demonstrate that undiscounted learning effectively resolves it in DDQN, while PPO faces fundamental variance issues that necessitate alternative algorithmic designs. We further analyze the hyperparameter dependencies of PPO, showing that while hyperparameter optimization enhances learning stability, it consistently falls short in identifying effective policies across various configurations. Finally, we demonstrate that DDQN equipped with our adaptive reward shifting strategy achieves performance comparable to theoretically derived policies with vastly improved sample efficiency, outperforming prior DAC approaches by several orders of magnitude.
Practical, Utilitarian Algorithm Configuration
Graham, Devon, Velez, Eros Rojas, Leyton-Brown, Kevin
Utilitarian algorithm configuration identifies a parameter setting for a given algorithm that maximizes a user's utility. Utility functions offer a theoretically well-grounded approach to optimizing decision-making under uncertainty and are flexible enough to capture a user's preferences over algorithm runtimes (e.g., they can describe a sharp cutoff after which a solution is no longer required, a per-hour cost for compute, or diminishing returns from algorithms that take longer to run). COUP is a recently-introduced utilitarian algorithm configuration procedure which was designed mainly to offer strong theoretical guarantees about the quality of the configuration it returns, with less attention paid to its practical performance. This paper closes that gap, bringing theoretically-grounded, utilitarian algorithm configuration to the point where it is competitive with widely used, heuristic configuration procedures that offer no performance guarantees. We present a series of improvements to COUP that improve its empirical performance without degrading its theoretical guarantees and demonstrate their benefit experimentally. Using a case study, we also illustrate ways of exploring the robustness of a given solution to the algorithm selection problem to variations in the utility function.
Sequential Multi-Agent Dynamic Algorithm Configuration
Lu, Chen, Xue, Ke, Yuan, Lei, Wang, Yao, Wang, Yaoyuan, Fu, Sheng, Qian, Chao
Dynamic algorithm configuration (DAC) is a recent trend in automated machine learning, which can dynamically adjust the algorithm's configuration during the execution process and relieve users from tedious trial-and-error tuning tasks. Recently, multi-agent reinforcement learning (MARL) approaches have improved the configuration of multiple heterogeneous hyperparameters, making various parameter configurations for complex algorithms possible. However, many complex algorithms have inherent inter-dependencies among multiple parameters (e.g., determining the operator type first and then the operator's parameter), which are, however, not considered in previous approaches, thus leading to sub-optimal results. In this paper, we propose the sequential multi-agent DAC (Seq-MADAC) framework to address this issue by considering the inherent inter-dependencies of multiple parameters. Specifically, we propose a sequential advantage decomposition network, which can leverage action-order information through sequential advantage decomposition. Experiments from synthetic functions to the configuration of multi-objective optimization algorithms demonstrate Seq-MADAC's superior performance over state-of-the-art MARL methods and show strong generalization across problem classes. Seq-MADAC establishes a new paradigm for the widespread dependency-aware automated algorithm configuration. Our code is available at https://github.com/lamda-bbo/seq-madac.
RAG-Stack: Co-Optimizing RAG Quality and Performance From the Vector Database Perspective
Retrieval-augmented generation (RAG) has emerged as one of the most prominent applications of vector databases. By integrating documents retrieved from a database into the prompt of a large language model (LLM), RAG enables more reliable and informative content generation. While there has been extensive research on vector databases, many open research problems remain once they are considered in the wider context of end-to-end RAG pipelines. One practical yet challenging problem is how to jointly optimize both system performance and generation quality in RAG, which is significantly more complex than it appears due to the numerous knobs on both the algorithmic side (spanning models and databases) and the systems side (from software to hardware). In this paper, we present RAG-Stack, a three-pillar blueprint for quality-performance co-optimization in RAG systems. RAG-Stack comprises: (1) RAG-IR, an intermediate representation that serves as an abstraction layer to decouple quality and performance aspects; (2) RAG-CM, a cost model for estimating system performance given an RAG-IR; and (3) RAG-PE, a plan exploration algorithm that searches for high-quality, high-performance RAG configurations. We believe this three-pillar blueprint will become the de facto paradigm for RAG quality-performance co-optimization in the years to come.