Authors
Helena Kotthaus, Jakob Richter, Andreas Lang, Janek Thomas, Bernd Bischl, Peter Marwedel, Jörg Rahnenführer, Michel Lang
Publication date
2017
Conference
Learning and Intelligent Optimization: 11th International Conference, LION 11, Nizhny Novgorod, Russia, June 19-21, 2017, Revised Selected Papers 11
Pages
180-195
Publisher
Springer International Publishing
Description
Sequential model-based optimization is a popular technique for global optimization of expensive black-box functions. It uses a regression model to approximate the objective function and iteratively proposes new interesting points. Deviating from the original formulation, it is often indispensable to apply parallelization to speed up the computation. This is usually achieved by evaluating as many points per iteration as there are workers available. However, if runtimes of the objective function are heterogeneous, resources might be wasted by idle workers. Our new knapsack-based scheduling approach aims at increasing the effectiveness of parallel optimization by efficient resource utilization. Derived from an extra regression model we use runtime predictions of point evaluations to efficiently map evaluations to workers and reduce idling. We compare our approach to five established parallelization strategies …
Total citations
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