Practical, Utilitarian Algorithm Configuration

Abstract: 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.