Run2Survive: A Decision-theoretic Approach to Algorithm Selection based on Survival Analysis

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Authors

  • Alexander Tornede
  • Marcel Wever
  • Stefan Werner
  • Felix Mohr
  • Eyke Hüllermeier

External Research Organisations

  • Heinz Nixdorf Institute
  • Paderborn University
  • Universidad de la Sabana
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Details

Original languageEnglish
Title of host publicationProceedings of The 12th Asian Conference on Machine Learning
Pages737-752
Number of pages16
Volume129
Publication statusPublished - 2020
Externally publishedYes
Event12th Asian Conference on Machine Learning, ACML 2020 - Bangkok, Thailand
Duration: 18 Nov 202020 Nov 2020

Publication series

NameProceedings of Machine Learning Research

Abstract

Algorithm selection (AS) deals with the automatic selection of an algorithm from a fixed set of candidate algorithms most suitable for a specific instance of an algorithmic problem class, where “suitability” often refers to an algorithm's runtime. Due to possibly extremely long runtimes of candidate algorithms, training data for algorithm selection models is usually generated under time constraints in the sense that not all algorithms are run to completion on all instances. Thus, training data usually comprises censored information, as the true runtime of algorithms timed out remains unknown. However, many standard AS approaches are not able to handle such information in a proper way. On the other side, survival analysis (SA) naturally supports censored data and offers appropriate ways to use such data for learning distributional models of algorithm runtime, as we demonstrate in this work. We leverage such models as a basis of a sophisticated decision-theoretic approach to algorithm selection, which we dub Run2Survive. Moreover, taking advantage of a framework of this kind, we advocate a risk-averse approach to algorithm selection, in which the avoidance of a timeout is given high priority. In an extensive experimental study with the standard benchmark ASlib, our approach is shown to be highly competitive and in many cases even superior to state-of-the-art AS approaches.

Keywords

    algorithm selection, risk-aversion, surrogate loss, survival analysis

ASJC Scopus subject areas

Cite this

Run2Survive: A Decision-theoretic Approach to Algorithm Selection based on Survival Analysis. / Tornede, Alexander; Wever, Marcel; Werner, Stefan et al.
Proceedings of The 12th Asian Conference on Machine Learning. Vol. 129 2020. p. 737-752 (Proceedings of Machine Learning Research).

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Tornede, A, Wever, M, Werner, S, Mohr, F & Hüllermeier, E 2020, Run2Survive: A Decision-theoretic Approach to Algorithm Selection based on Survival Analysis. in Proceedings of The 12th Asian Conference on Machine Learning. vol. 129, Proceedings of Machine Learning Research, pp. 737-752, 12th Asian Conference on Machine Learning, ACML 2020, Bangkok, Thailand, 18 Nov 2020. <https://proceedings.mlr.press/v129/tornede20a.html>
Tornede, A., Wever, M., Werner, S., Mohr, F., & Hüllermeier, E. (2020). Run2Survive: A Decision-theoretic Approach to Algorithm Selection based on Survival Analysis. In Proceedings of The 12th Asian Conference on Machine Learning (Vol. 129, pp. 737-752). (Proceedings of Machine Learning Research). https://proceedings.mlr.press/v129/tornede20a.html
Tornede A, Wever M, Werner S, Mohr F, Hüllermeier E. Run2Survive: A Decision-theoretic Approach to Algorithm Selection based on Survival Analysis. In Proceedings of The 12th Asian Conference on Machine Learning. Vol. 129. 2020. p. 737-752. (Proceedings of Machine Learning Research).
Tornede, Alexander ; Wever, Marcel ; Werner, Stefan et al. / Run2Survive : A Decision-theoretic Approach to Algorithm Selection based on Survival Analysis. Proceedings of The 12th Asian Conference on Machine Learning. Vol. 129 2020. pp. 737-752 (Proceedings of Machine Learning Research).
Download
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abstract = "Algorithm selection (AS) deals with the automatic selection of an algorithm from a fixed set of candidate algorithms most suitable for a specific instance of an algorithmic problem class, where “suitability” often refers to an algorithm's runtime. Due to possibly extremely long runtimes of candidate algorithms, training data for algorithm selection models is usually generated under time constraints in the sense that not all algorithms are run to completion on all instances. Thus, training data usually comprises censored information, as the true runtime of algorithms timed out remains unknown. However, many standard AS approaches are not able to handle such information in a proper way. On the other side, survival analysis (SA) naturally supports censored data and offers appropriate ways to use such data for learning distributional models of algorithm runtime, as we demonstrate in this work. We leverage such models as a basis of a sophisticated decision-theoretic approach to algorithm selection, which we dub Run2Survive. Moreover, taking advantage of a framework of this kind, we advocate a risk-averse approach to algorithm selection, in which the avoidance of a timeout is given high priority. In an extensive experimental study with the standard benchmark ASlib, our approach is shown to be highly competitive and in many cases even superior to state-of-the-art AS approaches.",
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