论文标题
学习分支的混合模型
Hybrid Models for Learning to Branch
论文作者
论文摘要
已显示出一种学习分支的最新图形神经网络(GNN)方法可成功地减少混合整数线性编程(MILP)的分支结合算法的运行时间。尽管GNN依靠GPU进行推断,但MILP求解器纯粹是基于CPU的。这严重限制了其应用程序,因为许多从业人员可能无法访问高端GPU。在这项工作中,我们提出了两个关键问题。首先,在更现实的环境中,只有CPU可用,GNN模型仍然具有竞争力吗?其次,我们可以设计一个替代计算廉价的模型,以保留GNN体系结构的预测能力?我们在负面回答第一个问题,并通过提出一种新的混合体系结构来解决第二个问题,以在CPU机器上有效分支。所提出的体系结构将GNN的表达能力与计算廉价的多层感知器(MLP)结合在一起。我们评估了四类MILP问题的方法,并表明与没有GPU的最新方法相比,它们的求解器运行时间最高可减少26%,同时推断出比培训的更严重的问题。该项目的代码可在https://github.com/pg2455/hybrid-learn2branch上公开获得。
A recent Graph Neural Network (GNN) approach for learning to branch has been shown to successfully reduce the running time of branch-and-bound algorithms for Mixed Integer Linear Programming (MILP). While the GNN relies on a GPU for inference, MILP solvers are purely CPU-based. This severely limits its application as many practitioners may not have access to high-end GPUs. In this work, we ask two key questions. First, in a more realistic setting where only a CPU is available, is the GNN model still competitive? Second, can we devise an alternate computationally inexpensive model that retains the predictive power of the GNN architecture? We answer the first question in the negative, and address the second question by proposing a new hybrid architecture for efficient branching on CPU machines. The proposed architecture combines the expressive power of GNNs with computationally inexpensive multi-layer perceptrons (MLP) for branching. We evaluate our methods on four classes of MILP problems, and show that they lead to up to 26% reduction in solver running time compared to state-of-the-art methods without a GPU, while extrapolating to harder problems than it was trained on. The code for this project is publicly available at https://github.com/pg2455/Hybrid-learn2branch.