论文标题

组合优化的自适应解决方案预测

Adaptive Solution Prediction for Combinatorial Optimization

论文作者

Shen, Yunzhuang, Sun, Yuan, Li, Xiaodong, Eberhard, Andrew, Ernst, Andreas

论文摘要

本文旨在通过机器学习(ML)预测组合优化问题(COP)的最佳解决方案。为了有效地找到高质量的解决方案,现有工作使用最佳解决方案的ML预测来指导启发式搜索,在该搜索中,在使用已知的最佳解决方案的解决问题实例的监督下,ML模型离线训练。为了以足够的精度预测最佳解决方案,至关重要的是,提供具有足够特征的ML模型可以有效地表征决策变量。但是,由于警察的复杂性很高,因此获得此类功能具有挑战性。本文提出了一个框架,可以通过通过几个迭代步骤从启发式搜索中利用反馈来更好地表征决策变量,从而使脱机训练的ML模型以自适应方式预测最佳解决方案。我们将这种方法称为自适应解决方案预测(ASP)。具体而言,我们采用一组统计措施作为功能,可以从启发式搜索发现的可行解决方案中提取有用的信息,并告知ML模型,以确保决策变量可能会采用高质量的解决方案。我们对三个NP-HARD COPS的实验表明,与解决方案质量相比,与几种启发式方法相比,ASP显着提高了脱机训练的ML模型的预测质量,并取得了竞争性结果。此外,我们证明了ASP可以用作列生成的启发式定价方法,以增强用于解决图形问题的精确分支和价格算法。

This paper aims to predict optimal solutions for combinatorial optimization problems (COPs) via machine learning (ML). To find high-quality solutions efficiently, existing work uses a ML prediction of the optimal solution to guide heuristic search, where the ML model is trained offline under the supervision of solved problem instances with known optimal solutions. To predict the optimal solution with sufficient accuracy, it is critical to provide a ML model with adequate features that can effectively characterize decision variables. However, acquiring such features is challenging due to the high complexity of COPs. This paper proposes a framework that can better characterize decision variables by harnessing feedback from a heuristic search over several iterative steps, enabling an offline-trained ML model to predict the optimal solution in an adaptive manner. We refer to this approach as adaptive solution prediction (ASP). Specifically, we employ a set of statistical measures as features, which can extract useful information from feasible solutions found by a heuristic search and inform the ML model as to which value a decision variable is likely to take in high-quality solutions. Our experiments on three NP-hard COPs show that ASP substantially improves the prediction quality of an offline-trained ML model and achieves competitive results compared to several heuristic methods in terms of solution quality. Furthermore, we demonstrate that ASP can be used as a heuristic-pricing method for column generation, to boost an exact branch-and-price algorithm for solving the graph coloring problem.

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