多问题自适应分解与增量超参数调优

Jialin Liu, X. Yao
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引用次数: 3

摘要

电容电弧布线问题(CARP)是一个具有大量实际应用的NP-hard组合优化问题。一些由一个或多个超参数控制的分而治之的方法被提出来处理大规模的carp。由于缺乏先验知识、配置空间的大小和求解CARP实例所需的时间,超参数的调优在计算上可能会很昂贵。基于这一耗时的任务,我们提出了一种基于自适应层次分解(SASAHiD)的可扩展方法来扩展现有方法。我们以最先进的大规模CARP分解方法SAHiD为例,在两组具有数百到数千个任务的实际CARP实例上进行实验。结果表明,SASAHiD在超参数较少的情况下显著优于SAHiD,从而降低了相关构型空间的维数。此外,我们提出了一种跨多个问题实例的增量超参数调优方法,以在一组不同大小的实例上学习SASAHiD的超参数。与使用默认超参数的SASAHiD相比,使用优化超参数的SASAHiD在解决训练集中从未见过的问题实例时获得了更好的或有竞争力的结果。
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Self-adaptive Decomposition and Incremental Hyperparameter Tuning Across Multiple Problems
The Capacitated Arc Routing Problem (CARP) is a NP-hard combinatorial optimisation problem with numerous real-world applications. Several divide-and-conquer approaches, controlled by one or more hyperparameters, have been proposed to tackle large-scale CARPs. The tuning of hyperparameters can be computationally expensive due to the lack of priori knowledge, the size of the configuration space, and the time required for solving a CARP instance. Motivated by this time consuming task, we propose a scalable approach based on self-adaptive hierarchical decomposition (SASAHiD) to scale up existing methods. We take a state-of-the-art decomposition method for large-scale CARPs called SAHiD as an example to carry out experiments on two sets of real-world CARP instances with hundreds to thousands of tasks. The results demonstrate that SASAHiD outperforms SAHiD significantly with fewer hyperparameters, thus the dimension of associated configuration space is reduced. Moreover, we propose an incremental hyperparameter tuning approach across multiple problem instances to learn the hyperparameters of SASAHiD on a set of instances with different sizes. SASAHiD with optimised hyperparameters achieves better or competitive results with the SASAHiD using default hyperparameters when solving problem instances that it has never seen in the training set.
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