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We study the algorithm configuration (AC) problem, in which one seeks to findan optimal parameter configuration of a given target algorithm in an automatedway. Recently, there has been significant progress in designing AC approachesthat satisfy strong theoretical guarantees. However, a significant gap stillremains between the practical performance of these approaches andstate-of-the-art heuristic methods. To this end, we introduce AC-Band, ageneral approach for the AC problem based on multi-armed bandits that providestheoretical guarantees while exhibiting strong practical performance. We showthat AC-Band requires significantly less computation time than other ACapproaches providing theoretical guarantees while still yielding high-qualityconfigurations.

AC-Band: A Combinatorial Bandit-Based Approach to Algorithm Configuration