Using Reinforcement Learning for Per-Instance Algorithm Configuration on the TSP

Automated Algorithm Configuration (AAC) usually takes a global perspective: it identifies a parameter configuration for an (optimization) algorithm that maximizes a performance metric over a set of instances. However, the optimal choice of parameters strongly depends on the instance at hand and shou...

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Veröffentlicht in:IEEE Symposium on Computational Intelligence in Multi-Criteria Decision Making S. 361 - 368
Hauptverfasser: Vinzent Seiler, Moritz, Rook, Jeroen, Heins, Jonathan, Ludger Preub, Oliver, Bossek, Jakob, Trautmann, Heike
Format: Tagungsbericht
Sprache:Englisch
Veröffentlicht: IEEE 05.12.2023
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ISSN:2472-8322
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Zusammenfassung:Automated Algorithm Configuration (AAC) usually takes a global perspective: it identifies a parameter configuration for an (optimization) algorithm that maximizes a performance metric over a set of instances. However, the optimal choice of parameters strongly depends on the instance at hand and should thus be calculated on a per-instance basis. We explore the potential of Per-Instance Algorithm Configuration (PIAC) by using Reinforcement Learning (RL). To this end, we propose a novel PIAC approach that is based on deep neural networks. We apply it to predict configurations for the Lin-Kernighan heuristic (LKH) for the Traveling Salesperson Problem (TSP) individually for every single instance. To train our PIAC approach, we create a large set of 100 000 TSP instances with 2 000 nodes each - currently the largest benchmark set to the best of our knowledge. We compare our approach to the state-of-the-art AAC method Sequential Model-based Algorithm Configuration (SMAC). The results show that our PIAC approach outperforms this baseline on both the newly created instance set and established instance sets.
ISSN:2472-8322
DOI:10.1109/SSCI52147.2023.10372008