Artificial Neural Networks (ANNs) are prevalent machine learning models that are applied across various real-world classification tasks. However, training ANNs is time-consuming and the resulting models take a lot of memory to deploy. In order to train more parsimonious ANNs, we propose a novel mixed-integer programming (MIP) formulation for training fully-connected ANNs. Our formulations can account for both binary and rectified linear unit (ReLU) activations, and for the use of a log-likelihood loss. We present numerical experiments comparing our MIP-based methods against existing approaches and show that we are able to achieve competitive out-of-sample performance with more parsimonious models.
KTH Royal Institute of Technology（瑞典皇家理工学院）；Imperial College London（帝国理工学院）
In this work, we develop a novel input feature selection framework for ReLU-based deep neural networks (DNNs), which builds upon a mixed-integer optimization approach. While the method is generally applicable to various classification tasks, we focus on finding input features for image classification for clarity of presentation. The idea is to use a trained DNN, or an ensemble of trained DNNs, to identify the salient input features. The input feature selection is formulated as a sequence of mixed-integer linear programming (MILP) problems that find sets of sparse inputs that maximize the class…
We present an ideal mixed-integer programming (MIP) formulation for a rectified linear unit (ReLU) appearing in a trained neural network. Our formulation requires a single binary variable and no additional continuous variables beyond the input and output variables of the ReLU. We contrast it with an ideal "extended" formulation with a linear number of additional continuous variables, derived through standard techniques. An apparent drawback of our formulation is that it requires an exponential number of inequality constraints, but we provide a routine to separate the inequalities in linear tim…
Universidad Autónoma de Nuevo León（新莱昂自治大学）；Facultad de Ingeniería Mecánica y Eléctrica（机械与电气工程学院）；Facultad de Ciencias Físico Matemáticas（物理数学学院）
A novel formulation and training procedure for full Boltzmann machines in terms of a mixed binary quadratic feasibility problem is given. As a proof of concept, the theory is analytically and numerically tested on XOR patterns.
We present a convex mixed-integer programming formulation for non-rigid shape matching. To this end, we propose a novel shape deformation model based on an efficient low-dimensional discrete model, so that finding a globally optimal solution is tractable in (most) practical cases. Our approach combines several favourable properties: it is independent of the initialisation, it is much more efficient to solve to global optimality compared to analogous quadratic assignment problem formulations, and it is highly flexible in terms of the variants of matching problems it can handle. Experimentally w…
Max Planck Institute for Intelligent Systems（马克斯·普朗克智能系统研究所）
Today's fast linear algebra and numerical optimization tools have pushed the frontier of model predictive control (MPC) forward, to the efficient control of highly nonlinear and hybrid systems. The field of hybrid MPC has demonstrated that exact optimal control law can be computed, e.g., by mixed-integer programming (MIP) under piecewise-affine (PWA) system models. Despite the elegant theory, online solving hybrid MPC is still out of reach for many applications. We aim to speed up MIP by combining geometric insights from hybrid MPC, a simple-yet-effective learning algorithm, and MIP warm start…
Université Libre de Bruxelles（布鲁塞尔自由大学）；INRIA Lille Nord-Europe（法国里尔-北欧国家信息与自动化研究所）；Universidad de Cádiz（加的斯大学）
This work focuses on support vector machine (SVM) with feature selection. A MILP formulation is proposed for the problem. The choice of suitable features to construct the separating hyperplanes has been modelled in this formulation by including a budget constraint that sets in advance a limit on the number of features to be used in the classification process. We propose both an exact and a heuristic procedure to solve this formulation in an efficient way. Finally, the validation of the model is done by checking it with some well-known data sets and comparing it with classical classification me…
DENSO CORPORATION（电装公司）；National Institute of Advanced Industrial Science and Technology (AIST)（日本产业技术综合研究所）；DENSO IT Laboratory（电装IT实验室）
In edge computing, suppressing data size is a challenge for machine learning models that perform complex tasks such as autonomous driving, in which computational resources (speed, memory size and power) are limited. Efficient lossy compression of matrix data has been introduced by decomposing it into the product of an integer and real matrices. However, its optimisation is difficult as it requires simultaneous optimisation of an integer and real variables. In this paper, we improve this optimisation by utilising recently developed black-box optimisation (BBO) algorithms with an Ising solver fo…
Energy disaggregation, known in the literature as Non-Intrusive Load Monitoring (NILM), is the task of inferring the energy consumption of each appliance given the aggregate signal recorded by a single smart meter. In this paper, we propose a novel two-stage optimization-based approach for energy disaggregation. In the first phase, a small training set consisting of disaggregated power profiles is used to estimate the parameters and the power states by solving a mixed integer programming problem. Once the model parameters are estimated, the energy disaggregation problem is formulated as a cons…
In this work, we propose a deep reinforcement learning (DRL) model for finding a feasible solution for (mixed) integer programming (MIP) problems. Finding a feasible solution for MIP problems is critical because many successful heuristics rely on a known initial feasible solution. However, it is in general NP-hard. Inspired by the feasibility pump (FP), a well-known heuristic for searching feasible MIP solutions, we develop a smart feasibility pump (SFP) method using DRL. In addition to multi-layer perception (MLP), we propose a novel convolution neural network (CNN) structure for the policy n…
Many approaches for verifying input-output properties of neural networks have been proposed recently. However, existing algorithms do not scale well to large networks. Recent work in the field of model compression studied binarized neural networks (BNNs), whose parameters and activations are binary. BNNs tend to exhibit a slight decrease in performance compared to their full-precision counterparts, but they can be easier to verify. This paper proposes a simple mixed integer programming formulation for BNN verification that leverages network structure. We demonstrate our approach by verifying p…
Generalized Optimal Classification Trees: A Mixed-Integer Programming Approach
Department of Computing, The Hong Kong Polytechnic University（计算机系，香港理工大学）；Department of Management and Marketing, The Hong Kong Polytechnic University（管理与市场营销系，香港理工大学）；Business School, Sichuan University（四川大学商学院）
In this paper, we explore model-based approach to training robust and interpretable binarized regression models for multiclass classification tasks using Mixed-Integer Programming (MIP). Our MIP model balances the optimization of prediction margin and model size by using a weighted objective that: minimizes the total margin of incorrectly classified training instances, maximizes the total margin of correctly classified training instances, and maximizes the overall model regularization. We conduct two sets of experiments to test the classification accuracy of our MIP model over standard and cor…
Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio)（里约热内卢天主教大学）
The Degree-Corrected Stochastic Block Model (DCSBM) is a popular model to generate random graphs with community structure given an expected degree sequence. The standard approach of community detection based on the DCSBM is to search for the model parameters that are the most likely to have produced the observed network data through maximum likelihood estimation (MLE). Current techniques for the MLE problem are heuristics, and therefore do not guarantee convergence to the optimum. We present mathematical programming formulations and exact solution methods that can provably find the model param…
