Model-Based Algorithm Configuration with Default-Guided Probabilistic Sampling

In recent years, general-purpose automated algorithm configuration procedures have enabled impressive improvements in the state of the art in solving a wide range of challenging problems from AI, operations research and other areas. To search vast combinatorial spaces of parameter settings for a given algorithm as efficiently as possible, the most successful configurators combine techniques such as racing, estimation of distribution algorithms, Bayesian optimisation and model-free stochastic search. Two of the most widely used general-purpose algorithm configurators, SMAC and irace, can be seen as combinations of Bayesian optimisation and racing, and of racing and an estimation of distribution algorithm, respectively. Here, we propose a first approach that combines all three of these techniques into one single configurator, while exploiting prior knowledge contained in expert-chosen default parameter values. We demonstrate significant performance improvements over irace and SMAC on a broad range of running time optimisation scenarios from AClib.