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arXiv 2005.05847cs.LGstat.ML
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机器学习在问题约简中的推广--以旅行商问题为例

Generalization of Machine Learning for Problem Reduction: A Case Study on Travelling Salesman Problems

RMIT University(皇家墨尔本理工大学);Monash University(蒙纳士大学)

Yuan Sun, Andreas Ernst, Xiaodong Li, Jake Weiner

摘要:

组合优化在实际问题求解中起着重要的作用。在大数据时代,组合优化问题的维数通常非常大,这对现有的求解方法提出了重大挑战。在本文中,我们研究的推广能力的机器学习模型的问题约简的经典旅行商问题(TSP)。我们证明,我们的方法可以greenly删除决策变量的优化问题,预测不是最优解的一部分。更具体地说,我们研究了模型在训练阶段没有看到的测试实例上进行泛化的能力。我们考虑三种情况,其中训练和测试实例在以下方面不同:1)问题特征; 2)问题大小; 3)问题类型。我们的实验表明,这种基于机器学习的技术可以推广到广泛的TSP测试实例具有不同的特性或大小。虽然预测未使用变量的准确性会随着测试实例远离训练集而自然恶化,但我们观察到,即使在不同的TSP问题变体上进行测试,机器学习模型仍然可以对哪些变量可以被消除而不会显着影响解决方案质量进行有用的预测。

英文摘要:

Combinatorial optimization plays an important role in real-world problem solving. In the big data era, the dimensionality of a combinatorial optimization problem is usually very large, which poses a significant challenge to existing solution methods. In this paper, we examine the generalization capability of a machine learning model for problem reduction on the classic travelling salesman problems (TSP). We demonstrate that our method can greedily remove decision variables from an optimization problem that are predicted not to be part of an optimal solution. More specifically, we investigate our model's capability to generalize on test instances that have not been seen during the training phase. We consider three scenarios where training and test instances are different in terms of: 1) problem characteristics; 2) problem sizes; and 3) problem types. Our experiments show that this machine learning based technique can generalize reasonably well over a wide range of TSP test instances with different characteristics or sizes. While the accuracy of predicting unused variables naturally deteriorates as a test instance is further away from the training set, we observe that even when tested on a different TSP problem variant, the machine learning model still makes useful predictions about which variables can be eliminated without significantly impacting solution quality.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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