Frugal Algorithm Selection
This work addresses the cost-efficiency problem for practitioners in optimization and decision-making, but it is incremental as it builds on existing algorithm selection methods.
The paper tackles the high training cost in automated algorithm selection by reducing the number of training instances needed, achieving reductions in labeling cost as evaluated on six ASLib datasets.
When solving decision and optimisation problems, many competing algorithms (model and solver choices) have complementary strengths. Typically, there is no single algorithm that works well for all instances of a problem. Automated algorithm selection has been shown to work very well for choosing a suitable algorithm for a given instance. However, the cost of training can be prohibitively large due to running candidate algorithms on a representative set of training instances. In this work, we explore reducing this cost by choosing a subset of the training instances on which to train. We approach this problem in three ways: using active learning to decide based on prediction uncertainty, augmenting the algorithm predictors with a timeout predictor, and collecting training data using a progressively increasing timeout. We evaluate combinations of these approaches on six datasets from ASLib and present the reduction in labelling cost achieved by each option.