Benchmarking discrete optimization heuristics with IOHprofiler Automated benchmarking environments aim to support researchers in understanding how different algorithms perform on different types of optimization problems. Such comparisons carry the potential to provide insights into the strengths and weaknesses of different approaches, which can be leveraged into designing new algorithms. Carefully selected benchmark problems are also needed as training sets in the context of algorithm selection and configuration. With the ultimate goal to create a meaningful benchmark set for iterative optimization heuristics, we compile and assess in this work a selection of discrete optimization problems that subscribe to different types of fitness landscapes. All problems have been implemented and tested within IOHprofiler, our recently released software built to assess iterative heuristics solving combinatorial optimization problems. For each selected problem we compare performances of eleven different heuristics. Apart from fixedtarget and fixedbudget results for the individual problems, we also derive ECDF results for groups of problems. To obtain these, we have implemented an addon for IOHprofiler which allows aggregation of performance data across different benchmark functions.

Constrained MultiObjective Optimization for Automated Machine Learning Automated machine learning has gained a lot of attention recently. Building and selecting the right machine learning models is often a multiobjective optimization problem. General purpose machine learning software that simultaneously supports multiple objectives and constraints is scant, though the potential benefits are great. In this work, we present a framework called Autotune that effectively handles multiple objectives and constraints that arise in machine learning problems. Autotune is built on a suite of derivativefree optimization methods, and utilizes multilevel parallelism in a distributed computing environment for automatically training, scoring, and selecting good models. Incorporation of multiple objectives and constraints in the model exploration and selection process provides the flexibility needed to satisfy tradeoffs necessary in practical machine learning applications. Experimental results from standard multiobjective optimization benchmark problems show that Autotune is very efficient in capturing Pareto fronts. These benchmark results also show how adding constraints can guide the search to more promising regions of the solution space, ultimately producing more desirable Pareto fronts. Results from two realworld case studies demonstrate the effectiveness of the constrained multiobjective optimization capability offered by Autotune.