A Racing Algorithm for Configuring Metaheuristics

This paper describes a racing procedure for finding, in a limited amount of time, a configuration of a metaheuristic that performs as good as possible on a given instance class of a combinatorial optimization problem. Taking inspiration from methods proposed in the machine learning literature for model selection through cross-validation, we propose a procedure that empirically evaluates a set of candidate configurations by discarding bad ones as soon as statistically sufficient evidence is gathered against them. We empirically evaluate our procedure using as an example the configuration of an ant colony optimization algorithm applied to the traveling salesman problem. The experimental results show that our procedure is able to quickly reduce the number of candidates, and allows to focus on the most promising ones.