Deep Learning For Algorithm Portfolios

It is well established that in many scenarios there is no single solver that will provide optimal performance across a wide range of problem instances. Taking advantage of this observation, research into algorithm selection is designed to help identify the best approach for each problem at hand. This segregation is usually based on carefully constructed features, designed to quickly present the overall structure of the instance as a constant size numeric vector. Based on these features, a plethora of machine learning techniques can be utilized to predict the appropriate solver to execute, leading to significant improvements over relying solely on any one solver. However, being manually constructed, the creation of good features is an arduous task requiring a great deal of knowledge of the problem domain of interest. To alleviate this costly yet crucial step, this paper presents an automated methodology for producing an informative set of features utilizing a deep neural network. We show that the presented approach completely automates the algorithm selection pipeline and is able to achieve significantly better performance than a single best solver across multiple problem domains.