论文标题

学习组合优化的细粒度搜索空间修剪和启发式方法

Learning fine-grained search space pruning and heuristics for combinatorial optimization

论文作者

Lauri, Juho, Dutta, Sourav, Grassia, Marco, Ajwani, Deepak

论文摘要

组合优化问题在来自不同领域的广泛应用中出现。这些问题中有许多是NP顽强的,并且为他们设计有效的启发式方法需要大量时间和实验。另一方面,行业中的优化问题数量不断增长。近年来,已经探索了机器学习技术来解决这一差距。我们为利用机器学习技术提出了一个框架,以扩展确切的组合优化算法。与基于深入学习,强化学习和受限制的玻尔兹曼机器的现有方法相反,这些方法试图直接从其输入中学习优化问题的输出(成功率有限),我们的框架学习了相对简单的任务,以减少问题实例的大小。此外,我们的框架仅使用基于直觉特征的可解释的学习模型,因此学习过程提供了对优化问题和实例类的更深入的见解,这些学习方法可用于设计更好的启发式方法。对于经典的最大集团枚举问题,我们表明我们的框架可以缩减一小部分输入图(在稀疏图的情况下约为99%的节点),并且仍然检测到几乎所有最大集团。这导致了最新的算法的多个倍数加速。此外,在我们的框架中使用的模型强调,邻里程度的卡方值与最大集团中的节点的存在具有统计学意义的相关性,尤其是在密集的图中,这对现代求解器构成了重大挑战。我们利用这种见解来设计一种新颖的启发式,以优于最先进的问题。我们的启发式人物也对最大集团检测和枚举也具有独立的兴趣。

Combinatorial optimization problems arise in a wide range of applications from diverse domains. Many of these problems are NP-hard and designing efficient heuristics for them requires considerable time and experimentation. On the other hand, the number of optimization problems in the industry continues to grow. In recent years, machine learning techniques have been explored to address this gap. We propose a framework for leveraging machine learning techniques to scale-up exact combinatorial optimization algorithms. In contrast to the existing approaches based on deep-learning, reinforcement learning and restricted Boltzmann machines that attempt to directly learn the output of the optimization problem from its input (with limited success), our framework learns the relatively simpler task of pruning the elements in order to reduce the size of the problem instances. In addition, our framework uses only interpretable learning models based on intuitive features and thus the learning process provides deeper insights into the optimization problem and the instance class, that can be used for designing better heuristics. For the classical maximum clique enumeration problem, we show that our framework can prune a large fraction of the input graph (around 99 % of nodes in case of sparse graphs) and still detect almost all of the maximum cliques. This results in several fold speedups of state-of-the-art algorithms. Furthermore, the model used in our framework highlights that the chi-squared value of neighborhood degree has a statistically significant correlation with the presence of a node in a maximum clique, particularly in dense graphs which constitute a significant challenge for modern solvers. We leverage this insight to design a novel heuristic for this problem outperforming the state-of-the-art. Our heuristic is also of independent interest for maximum clique detection and enumeration.

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