Optimization of algorithms with the opal framework

Charles Audet, Dominique Orban, Cong Kien Dang · 2012

The task of parameter tuning question has been around for a long time, spread over most domains and there have been many attempts to address it. Research on this question often lacks in generality and re-utilisability. A first reason is that these projects aim at specific systems. Moreover, some approaches do not concentrate on the fundamental questions of parameter tuning. And finally, there was not a powerful tool that is able to take over the difficulties in this domain. As a result, the number of projects continues to grow, while users are not able to apply the previous achievements to their own problem. The present work systematically approaches parameter tuning by figuring out the fundamental issues and identifying the basic elements for a general system. This provides the base for developing a general and flexible framework called OPAL, which stands for OPtimization of ALgorithms. The milestones in developing the framework as well as the main achievements are presented through three papers corresponding to the three chapters 4, 5 and 6 of this thesis. The first paper introduces the framework by describing the crucial basic elements through some very simple examples. To this end, the paper considers three questions in constructing an automated parameter tuning framework. By answering these questions, we propose OPAL, consisting of indispensable components of a parameter tuning framework. OPAL models the parameter tuning task as a blackbox optimization problem. This reduces the effort of users in launching a tuning session. The second paper shows one of the opportunities to extend the framework. To take advantage of the situations where multiple processors are available, we study various ways of embedding parallelism and develop a feature called interruption of unnecessary tasks in order to improve performance of the framework. The third paper is a full description of the framework and a release of its Python implementation. In addition to the confirmations on the methodology and the main features presented in previous works, the integrability is introduced as a new feature of this release through an example of the cooperation with a classification tool. More specifically, the work illustrates a cooperation of OPAL and a classification tool to solve a parameter optimization problem of which the test problem set is too large and an assessment can take a day.

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