Algorithm portfolio selection as a bandit problem with unbounded losses

DOI10.1007/S10472-011-9228-ZMaRDI QIDQ408989zbMATH OpenOpenAlexFDO

Authors Matteo Gagliolo, Jürgen Schmidhuber

Publication date 12 April 2012

Published in Annals of Mathematics and Artificial Intelligence (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10472-011-9228-z

zbMATH Keywords

algorithm portfoliosalgorithm selectioncombinatorial optimizationcomputational complexityconstraint programmingLas Vegas algorithmsmeta learningmulti-armed bandit problemonline learningsatisfiabilitysurvival analysis

Mathematics Subject Classification ID

Nonparametric inference (62G99) Survival analysis and censored data (62N99) Analysis of algorithms and problem complexity (68Q25) Learning and adaptive systems in artificial intelligence (68T05) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Online algorithms; streaming algorithms (68W27)

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Cites work

• Algorithm portfolios
• Algorithm survival analysis
• Combining Multiple Heuristics
• Hannan Consistency in On-Line Learning in Case of Unbounded Losses Under Partial Monitoring
• Heavy-tailed phenomena in satisfiability and constraint satisfaction problems
• scientific article; zbMATH DE number 700091 (Why is no real title available?)
• scientific article; zbMATH DE number 2000819 (Why is no real title available?)
• Learning dynamic algorithm portfolios
• Learning parallel portfolios of algorithms
• Learning Theory
• Machine Learning: ECML 2004
• Minimizing Regret With Label Efficient Prediction
• Nonparametric Estimation from Incomplete Observations
• Optimal speedup of Las Vegas algorithms
• Principles and Practice of Constraint Programming – CP 2004
• Reactive search and intelligent optimization
• SATzilla: portfolio-based algorithm selection for SAT
• Some aspects of the sequential design of experiments
• Stochastic local search. Foundations and applications.
• Survival analysis. Techniques for censored and truncated data.
• The Nonstochastic Multiarmed Bandit Problem
• The weighted majority algorithm

Cited in

(9)

• Real-time solving of computationally hard problems using optimal algorithm portfolios
• Gorthaur-EXP3: bandit-based selection from a portfolio of recommendation algorithms balancing the accuracy-diversity dilemma
• Variable ordering for decision diagrams: a portfolio approach
• Parallel algorithm portfolio with market trading-based time allocation
• \textsc{Alors}: an algorithm recommender system
• Machine Learning: ECML 2004
• Multi-armed bandits with censored consumption of resources
• Analyzing bandit-based adaptive operator selection mechanisms
• Learning dynamic algorithm portfolios

Describes a project that uses

Uses Software

• SPOT
• SATzilla

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