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We consider the problem of designing a set of computational agents so that as they all pursue their self-interests a global function $G$ of the collective system is optimized. Three factors govern the quality of such design. The first relates to conventional exploration-exploitation search algorithms for finding the maxima of such a global function, e.g., simulated annealing (SA). Game-theoretic algorithms instead are related to the second of those factors, and the third is related to techniques from the field of machine learning. Here we demonstrate how to exploit all three factors by modifying the search algorithm's exploration stage so that rather than by random sampling, each coordinate of the underlying search space is controlled by an associated machine-learning-based "player" engaged in a non-cooperative game. Experiments demonstrate that this modification improves SA by up to an order of magnitude for bin-packing and for a model of an economic process run over an underlying network. These experiments also reveal novel small worlds phenomena.

@article{tumer-wolpert_pre04, author = {D. H. Wolpert and K. Tumer and E. Bandari}, title = {Improving Search Algorithms by Using Intelligent Coordinates}, journal = {Physical Review E}, Volume = {69}, abstract ={We consider the problem of designing a set of computational agents so that as they all pursue their self-interests a global function $G$ of the collective system is optimized. Three factors govern the quality of such design. The first relates to conventional exploration-exploitation search algorithms for finding the maxima of such a global function, e.g., simulated annealing (SA). Game-theoretic algorithms instead are related to the second of those factors, and the third is related to techniques from the field of machine learning. Here we demonstrate how to exploit all three factors by modifying the search algorithm's exploration stage so that rather than by random sampling, each coordinate of the underlying search space is controlled by an associated machine-learning-based "player" engaged in a non-cooperative game. Experiments demonstrate that this modification improves SA by up to an order of magnitude for bin-packing and for a model of an economic process run over an underlying network. These experiments also reveal novel small worlds phenomena. }, bib2html_pubtype = {Journal Articles}, bib2html_rescat = {Optimization, Collectives}, year = {2004} }

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