This paper presents a methodology for integrating machine learning techniques into metaheuristics for solving combinatorial optimization problems. Namely, we propose a general machine learning framework for neighbor generation in metaheuristic search. We first define an efficient neighborhood structure constructed by applying a transformation to a selected subset of variables from the current solution. Then, the key of the proposed methodology is to generate promising neighbors by selecting a proper subset of variables that contains a descent of the objective in the solution space. To learn a good variable selection strategy, we formulate the problem as a classification task that exploits structural information from the characteristics of the problem and from high-quality solutions. We validate our methodology on two metaheuristic applications: a Tabu Search scheme for solving a Wireless Network Optimization problem and a Large Neighborhood Search heuristic for solving Mixed-Integer Programs. The experimental results show that our approach is able to achieve a satisfactory trade-off between the exploration of a larger solution space and the exploitation of high-quality solution regions on both applications.
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为混合整数线性编程问题(MILLS)找到高质量解决方案对于许多实际应用非常重要。在这方面,提出了精炼启发式局部分支(LB)来生产改进解决方案,并且对MILP中的本地搜索方法的开发产生了高度影响力。该算法迭代地探索由所谓的本地分支约束定义的一系列解决方案邻域,即,限制与参考解决方案的距离的线性不等式。对于LB算法,邻域大小的选择对于性能至关重要。虽然它是由原始LB方案中的保守值初始化的,但我们的新观察是最佳规模强烈依赖于特定的MILP实例。在这项工作中,我们调查搜索附近的大小与底层LB算法的行为之间的关系,我们设计了一种基于倾斜的框架,用于引导LB启发式的邻居搜索。该框架由两阶段战略组成。对于第一阶段,训练缩放的回归模型以通过回归任务在第一迭代中预测LB邻域的大小。在第二阶段,我们利用加强学习和设计加强的邻域搜索策略,以动态调整随后的迭代处的大小。我们计算地表明,确实可以学习邻域大小,导致改进的性能,并且整个算法在实例大小相对于实例大小概括,并且显着地跨越实例概括。
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组合优化是运营研究和计算机科学领域的一个公认领域。直到最近,它的方法一直集中在孤立地解决问题实例,而忽略了它们通常源于实践中的相关数据分布。但是,近年来,人们对使用机器学习,尤其是图形神经网络(GNN)的兴趣激增,作为组合任务的关键构件,直接作为求解器或通过增强确切的求解器。GNN的电感偏差有效地编码了组合和关系输入,因为它们对排列和对输入稀疏性的意识的不变性。本文介绍了对这个新兴领域的最新主要进步的概念回顾,旨在优化和机器学习研究人员。
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This paper surveys the recent attempts, both from the machine learning and operations research communities, at leveraging machine learning to solve combinatorial optimization problems. Given the hard nature of these problems, state-of-the-art algorithms rely on handcrafted heuristics for making decisions that are otherwise too expensive to compute or mathematically not well defined. Thus, machine learning looks like a natural candidate to make such decisions in a more principled and optimized way. We advocate for pushing further the integration of machine learning and combinatorial optimization and detail a methodology to do so. A main point of the paper is seeing generic optimization problems as data points and inquiring what is the relevant distribution of problems to use for learning on a given task.
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The design of good heuristics or approximation algorithms for NP-hard combinatorial optimization problems often requires significant specialized knowledge and trial-and-error. Can we automate this challenging, tedious process, and learn the algorithms instead? In many real-world applications, it is typically the case that the same optimization problem is solved again and again on a regular basis, maintaining the same problem structure but differing in the data. This provides an opportunity for learning heuristic algorithms that exploit the structure of such recurring problems. In this paper, we propose a unique combination of reinforcement learning and graph embedding to address this challenge. The learned greedy policy behaves like a meta-algorithm that incrementally constructs a solution, and the action is determined by the output of a graph embedding network capturing the current state of the solution. We show that our framework can be applied to a diverse range of optimization problems over graphs, and learns effective algorithms for the Minimum Vertex Cover, Maximum Cut and Traveling Salesman problems.
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Steiner树问题(STP)在图中旨在在连接给定的顶点集的图表中找到一个最小权重的树。它是一种经典的NP - 硬组合优化问题,具有许多现实世界应用(例如,VLSI芯片设计,运输网络规划和无线传感器网络)。为STP开发了许多精确和近似算法,但它们分别遭受高计算复杂性和弱案例解决方案保证。还开发了启发式算法。但是,它们中的每一个都需要应用域知识来设计,并且仅适用于特定方案。最近报道的观察结果,同一NP-COLLECLIAL问题的情况可能保持相同或相似的组合结构,但主要在其数据中不同,我们调查将机器学习技术应用于STP的可行性和益处。为此,我们基于新型图形神经网络和深增强学习设计了一种新型模型瓦坎。 Vulcan的核心是一种新颖的紧凑型图形嵌入,将高瞻度图形结构数据(即路径改变信息)转换为低维矢量表示。鉴于STP实例,Vulcan使用此嵌入来对其路径相关的信息进行编码,并基于双层Q网络(DDQN)将编码的图形发送到深度加强学习组件,以找到解决方案。除了STP之外,Vulcan还可以通过将解决方案(例如,SAT,MVC和X3C)来减少到STP来找到解决方案。我们使用现实世界和合成数据集进行广泛的实验,展示了vulcan的原型,并展示了它的功效和效率。
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组合优化问题在许多实际情况(例如物流和生产)中遇到,但是精确的解决方案尤其难以找到,通常对于大量的问题大小而言,通常是NP-HARD。为了计算近似解决方案,通常使用局部搜索的通用和特定问题的动物园。但是,哪种变体适用于哪种特定问题,即使对于专家来说也很难决定。在本文中,我们确定了这种本地搜索算法的三个独立算法方面,并将其在优化过程中正式选择为马尔可夫决策过程(MDP)。我们将深图神经网络设计为该MDP的策略模型,为当地搜索提供了一个名为Neurols的局部搜索控制器。充分的实验证据表明,神经元能够胜过操作研究和最新基于机器学习的方法的众所周知的通用本地搜索控制器。
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Influence Maximization (IM) is a classical combinatorial optimization problem, which can be widely used in mobile networks, social computing, and recommendation systems. It aims at selecting a small number of users such that maximizing the influence spread across the online social network. Because of its potential commercial and academic value, there are a lot of researchers focusing on studying the IM problem from different perspectives. The main challenge comes from the NP-hardness of the IM problem and \#P-hardness of estimating the influence spread, thus traditional algorithms for overcoming them can be categorized into two classes: heuristic algorithms and approximation algorithms. However, there is no theoretical guarantee for heuristic algorithms, and the theoretical design is close to the limit. Therefore, it is almost impossible to further optimize and improve their performance. With the rapid development of artificial intelligence, the technology based on Machine Learning (ML) has achieved remarkable achievements in many fields. In view of this, in recent years, a number of new methods have emerged to solve combinatorial optimization problems by using ML-based techniques. These methods have the advantages of fast solving speed and strong generalization ability to unknown graphs, which provide a brand-new direction for solving combinatorial optimization problems. Therefore, we abandon the traditional algorithms based on iterative search and review the recent development of ML-based methods, especially Deep Reinforcement Learning, to solve the IM problem and other variants in social networks. We focus on summarizing the relevant background knowledge, basic principles, common methods, and applied research. Finally, the challenges that need to be solved urgently in future IM research are pointed out.
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In recent years, methods based on deep neural networks, and especially Neural Improvement (NI) models, have led to a revolution in the field of combinatorial optimization. Given an instance of a graph-based problem and a candidate solution, they are able to propose a modification rule that improves its quality. However, existing NI approaches only consider node features and node-wise positional encodings to extract the instance and solution information, respectively. Thus, they are not suitable for problems where the essential information is encoded in the edges. In this paper, we present a NI model to solve graph-based problems where the information is stored either in the nodes, in the edges, or in both of them. We incorporate the NI model as a building block of hill-climbing-based algorithms to efficiently guide the election of neighborhood operations considering the solution at that iteration. Conducted experiments show that the model is able to recommend neighborhood operations that are in the $99^{th}$ percentile for the Preference Ranking Problem. Moreover, when incorporated to hill-climbing algorithms, such as Iterated or Multi-start Local Search, the NI model systematically outperforms the conventional versions. Finally, we demonstrate the flexibility of the model by extending the application to two well-known problems: the Traveling Salesman Problem and the Graph Partitioning Problem.
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In the last years, there has been a great interest in machine-learning-based heuristics for solving NP-hard combinatorial optimization problems. The developed methods have shown potential on many optimization problems. In this paper, we present a learned heuristic for the reoptimization of a problem after a minor change in its data. We focus on the case of the capacited vehicle routing problem with static clients (i.e., same client locations) and changed demands. Given the edges of an original solution, the goal is to predict and fix the ones that have a high chance of remaining in an optimal solution after a change of client demands. This partial prediction of the solution reduces the complexity of the problem and speeds up its resolution, while yielding a good quality solution. The proposed approach resulted in solutions with an optimality gap ranging from 0\% to 1.7\% on different benchmark instances within a reasonable computing time.
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我们提出了一个通用图形神经网络体系结构,可以作为任何约束满意度问题(CSP)作为末端2端搜索启发式训练。我们的体系结构可以通过政策梯度下降进行无监督的培训,以纯粹的数据驱动方式为任何CSP生成问题的特定启发式方法。该方法基于CSP的新型图表,既是通用又紧凑的,并且使我们能够使用一个GNN处理所有可能的CSP实例,而不管有限的Arity,关系或域大小。与以前的基于RL的方法不同,我们在全局搜索动作空间上运行,并允许我们的GNN在随机搜索的每个步骤中修改任何数量的变量。这使我们的方法能够正确利用GNN的固有并行性。我们进行了彻底的经验评估,从随机数据(包括图形着色,Maxcut,3-SAT和Max-K-Sat)中学习启发式和重要的CSP。我们的方法表现优于先验的神经组合优化的方法。它可以在测试实例上与常规搜索启发式竞争,甚至可以改善几个数量级,结构上比训练中看到的数量级更为复杂。
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近年来,机器学习(ML)所证明的权力越来越吸引优化社区的兴趣,该界开始利用ML来增强和自动化最佳和近似算法的设计。 ML解决的一个组合优化问题是车间调度问题(JSP)。重点关注JSP和ML的大多数作品都是基于深入的强化学习(DRL),并且只有少数人利用监督的学习技术。避免有监督学习的反复出现的原因似乎是施放正确的学习任务的困难,即预测的有意义以及如何获得标签。因此,我们首先提出了一项新颖的监督学习任务,旨在预测机器排列的质量。然后,我们设计了一种原始方法来估算这种质量,以创建准确的顺序深度学习模型(二进制精度高于95%)。最后,我们通过凭经验证明了通过提高受文献作品启发的简单禁忌搜索算法的性能来预测机器排列质量的价值。
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切割平面对于解决混合企业线性问题(MILP)至关重要,因为它们促进了最佳解决方案值的界限。为了选择切割,现代求解器依靠手动设计的启发式方法来评估切割的潜在有效性。我们表明,一项贪婪的选择规则明确地寻求选择的剪裁,从而产生最佳的界限可以为切割选择提供强大的决策 - 但太贵了,无法在实践中部署。作为回应,我们提出了一种新的神经体系结构(神经曲),以模仿LookAhead专家。我们的模型优于标准基准,用于在几个合成的MILP基准上进行切割选择。使用B&C求解器进行神经网络验证的实验进一步验证了我们的方法,并在这种情况下展示了学习方法的潜力。
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深度强化学习(DRL)赋予了各种人工智能领域,包括模式识别,机器人技术,推荐系统和游戏。同样,图神经网络(GNN)也证明了它们在图形结构数据的监督学习方面的出色表现。最近,GNN与DRL用于图形结构环境的融合引起了很多关注。本文对这些混合动力作品进行了全面评论。这些作品可以分为两类:(1)算法增强,其中DRL和GNN相互补充以获得更好的实用性; (2)特定于应用程序的增强,其中DRL和GNN相互支持。这种融合有效地解决了工程和生命科学方面的各种复杂问题。基于审查,我们进一步分析了融合这两个领域的适用性和好处,尤其是在提高通用性和降低计算复杂性方面。最后,集成DRL和GNN的关键挑战以及潜在的未来研究方向被突出显示,这将引起更广泛的机器学习社区的关注。
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通过边界估计可以显着简化求解约束优化问题(COP),即提供成本函数的紧密边界。通过使用由已知边界的数据组成的数据以及COMPS提取的特征来馈送监督机器学习(ML)模型,可以训练模型以估计新COP实例的边界。在本文中,我们首先概述了来自问题实例的约束编程(CP)的ML的现有知识体系。其次,我们介绍了应用于支持CP解算器的工具的边界估计框架。在该框架内,讨论并评估了不同的ML模型,并评估其对边界估计的适用性,并避免避免求解器找到最佳解决方案的不可行估计的对策。第三,我们在七个警察中提出了一种实验研究,与不同的CP溶剂。我们的结果表明,可以仅限于这些警察的近似最佳边界。这些估计的边界将客观域大小减少60-88%,可以帮助求解器在搜索期间提前找到近乎最佳解决方案。
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符合使用机器学习的不断增长的趋势,帮助解决组合优化问题,一个有希望的想法是通过使用学习的策略来改善混合整数编程(MIP)分支和绑定树内的节点选择。以前使用模仿学习的工作指示通过学习自适应节点搜索顺序来获取节点选择策略的可行性。相比之下,我们的模仿学习策略仅专注于学习节点的孩子中的哪一个选择。我们介绍了一个脱机方法,用于在两个设置中学习这样的策略:一个通过致力于修剪节点的启发式;一个是从叶子精确和背溯以保证找到最佳整数解决方案的备用。前一个设置对应于困扰期间的儿童选择器,而后者则类似于潜水启发式。我们在热情和确切的设置中将策略应用于流行的开源求解器SCIP。五个MIP数据集的经验结果表明,我们的节点选择策略比文献中最先进的先例更快地导致解决方案。虽然我们在精确解决方案的时间内没有击败高度优化的SCIP状态基准节点选择器,但如果预测模型的准确性足够,我们的启发式政策比所有基线都具有始终如一的最佳最优性差距。此外,结果还表明,当应用时间限制时,我们的启发式方法发现比测试大多数问题中所有基线的更好的解决方案。我们通过表明学习的政策模仿了SCIP基线来解释结果,但没有后者早期的暴跌中止。我们的建议是,尽管对文献的清晰改进,但这种MIP儿童选择器在更广泛的方法中更好地使用MIP分支和束缚树决策。
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表达性和计算便宜的两分图神经网络(GNN)已被证明是基于深度学习的混合成分线性程序(MILP)求解器的重要组成部分。最近的工作证明了此类GNN在分支结合(B&B)求解器中取代分支(可变选择)启发式方面的有效性。这些GNN经过训练,离线和集合,以模仿一个非常好但计算昂贵的分支启发式,强大的分支。鉴于B&B会导致子隔间树,我们问(a)目标启发式启发式在B&B树的邻近节点之间是否存在很强的依赖性,并且(b)如果是这样,我们是否可以将它们合并到我们的培训程序。具体来说,我们发现,有了强大的分支启发式,孩子节点的最佳选择通常是父母的第二好的选择。我们将其称为“回顾”现象。令人惊讶的是,Gasse等人的典型分支GNN。 (2019年)经常错过这个简单的“答案”。为了通过将回顾现象纳入GNN来更紧密地模仿目标行为,我们提出了两种方法:(a)标准跨凝性损失函数的目标平滑,(b)添加父级(PAT)target(PAT)回顾量学期。最后,我们提出了一个模型选择框架,以结合更难构建的目标,例如在最终模型中解决时间。通过对标准基准实例进行广泛的实验,我们表明我们的提案导致B&B树大小的22%减少,并且在解决时间的解决方案中提高了15%。
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Graph classification is an important area in both modern research and industry. Multiple applications, especially in chemistry and novel drug discovery, encourage rapid development of machine learning models in this area. To keep up with the pace of new research, proper experimental design, fair evaluation, and independent benchmarks are essential. Design of strong baselines is an indispensable element of such works. In this thesis, we explore multiple approaches to graph classification. We focus on Graph Neural Networks (GNNs), which emerged as a de facto standard deep learning technique for graph representation learning. Classical approaches, such as graph descriptors and molecular fingerprints, are also addressed. We design fair evaluation experimental protocol and choose proper datasets collection. This allows us to perform numerous experiments and rigorously analyze modern approaches. We arrive to many conclusions, which shed new light on performance and quality of novel algorithms. We investigate application of Jumping Knowledge GNN architecture to graph classification, which proves to be an efficient tool for improving base graph neural network architectures. Multiple improvements to baseline models are also proposed and experimentally verified, which constitutes an important contribution to the field of fair model comparison.
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这篇简短的评论旨在使读者熟悉与计划,调度和学习有关的最新作品。首先,我们研究最先进的计划算法。我们简要介绍神经网络。然后,我们更详细地探索图形神经网络,这是一种适合处理图形结构输入的神经网络的最新变体。我们简要描述了强化学习算法和迄今为止设计的一些方法的概念。接下来,我们研究了一些成功的方法,结合了用于路径规划的神经网络。最后,我们专注于不确定性的时间计划问题。
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回溯搜索算法通常用于解决约束满足问题(CSP)。回溯搜索的效率在很大程度上取决于可变排序启发式。目前,最常用的启发式是根据专家知识进行手工制作的。在本文中,我们提出了一种基于深度的加强学习方法,可以自动发现新的变量订购启发式,更好地适用于给定类CSP实例。我们显示,直接优化搜索成本很难用于自动启动,并建议优化在搜索树中到达叶节点的预期成本。为了捕获变量和约束之间的复杂关系,我们设计基于图形神经网络的表示方案,可以处理具有不同大小和约束的CSP实例。随机CSP实例上的实验结果表明,学习的政策在最小化搜索树大小的方面优于古典手工制作的启发式,并且可以有效地推广到比训练中使用的实例。
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