Improving Search Algorithms by Using Intelligent Coordinates

We consider algorithms that maximize a global function G in a distributed manner, using a different adaptive computational agent to set each variable of the underlying space. Each agent eta is self-interested; it sets its variable to maximize its own function g(eta). Three factors govern such a distributed algorithm's performance, related to exploration/exploitation, game theory, and machine learning. We demonstrate how to exploit all three factors by modifying a search algorithm's exploration stage: rather than random exploration, each coordinate of the search space is now controlled by a separate machine-learning-based "player" engaged in a noncooperative game. Experiments demonstrate that this modification improves simulated annealing (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 interesting small-world phenomena.