Learning to Solve Combinatorial Optimization Problems on Real-World
Graphs in Linear Time
- URL: http://arxiv.org/abs/2006.03750v2
- Date: Fri, 12 Jun 2020 00:56:28 GMT
- Title: Learning to Solve Combinatorial Optimization Problems on Real-World
Graphs in Linear Time
- Authors: Iddo Drori, Anant Kharkar, William R. Sickinger, Brandon Kates, Qiang
Ma, Suwen Ge, Eden Dolev, Brenda Dietrich, David P. Williamson, Madeleine
Udell
- Abstract summary: We develop a new framework to solve any optimization problem over graphs without expert knowledge.
Our method trains a graph neural network using reinforcement learning on an unlabeled training set of graphs.
We demonstrate our approach on both NP-hard problems with optimality gaps close to 1, and show that our method is able to generalize well.
- Score: 12.43303621344215
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Combinatorial optimization algorithms for graph problems are usually designed
afresh for each new problem with careful attention by an expert to the problem
structure. In this work, we develop a new framework to solve any combinatorial
optimization problem over graphs that can be formulated as a single player game
defined by states, actions, and rewards, including minimum spanning tree,
shortest paths, traveling salesman problem, and vehicle routing problem,
without expert knowledge. Our method trains a graph neural network using
reinforcement learning on an unlabeled training set of graphs. The trained
network then outputs approximate solutions to new graph instances in linear
running time. In contrast, previous approximation algorithms or heuristics
tailored to NP-hard problems on graphs generally have at least quadratic
running time. We demonstrate the applicability of our approach on both
polynomial and NP-hard problems with optimality gaps close to 1, and show that
our method is able to generalize well: (i) from training on small graphs to
testing on large graphs; (ii) from training on random graphs of one type to
testing on random graphs of another type; and (iii) from training on random
graphs to running on real world graphs.
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