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arXiv 2012.02342cs.LGcs.AImath.OC
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Divide and Learn: A Divide and Conquer Approach for Predict+Optimize

University of Melbourne(墨尔本大学);Delft University of Technology(代尔夫特理工大学);RMIT University(皇家墨尔本理工大学);Monash University(莫纳什大学)

Ali Ugur Guler, Emir Demirovic, Jeffrey Chan, James Bailey, Christopher Leckie, Peter J. Stuckey

英文摘要:

The predict+optimize problem combines machine learning ofproblem coefficients with a combinatorial optimization prob-lem that uses the predicted coefficients. While this problemcan be solved in two separate stages, it is better to directlyminimize the optimization loss. However, this requires dif-ferentiating through a discrete, non-differentiable combina-torial function. Most existing approaches use some form ofsurrogate gradient. Demirovicet alshowed how to directlyexpress the loss of the optimization problem in terms of thepredicted coefficients as a piece-wise linear function. How-ever, their approach is restricted to optimization problemswith a dynamic programming formulation. In this work wepropose a novel divide and conquer algorithm to tackle op-timization problems without this restriction and predict itscoefficients using the optimization loss. We also introduce agreedy version of this approach, which achieves similar re-sults with less computation. We compare our approach withother approaches to the predict+optimize problem and showwe can successfully tackle some hard combinatorial problemsbetter than other predict+optimize methods.

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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