Faster Matchings via Learned Duals
- URL: http://arxiv.org/abs/2107.09770v1
- Date: Tue, 20 Jul 2021 21:11:09 GMT
- Title: Faster Matchings via Learned Duals
- Authors: Michael Dinitz, Sungjin Im, Thomas Lavastida, Benjamin Moseley, Sergei
Vassilvitskii
- Abstract summary: We combine the idea of machine-learned predictions with the idea of "starting-warm" primal-dual algorithms.
First, predicted duals may be infeasible, so we give an algorithm that efficiently maps predicted infeasible duals to nearby feasible solutions.
Second, once the duals are feasible, they may not be optimal, so we show that they can be used to quickly find an optimal solution.
- Score: 31.61057940283721
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: A recent line of research investigates how algorithms can be augmented with
machine-learned predictions to overcome worst case lower bounds. This area has
revealed interesting algorithmic insights into problems, with particular
success in the design of competitive online algorithms. However, the question
of improving algorithm running times with predictions has largely been
unexplored.
We take a first step in this direction by combining the idea of
machine-learned predictions with the idea of "warm-starting" primal-dual
algorithms. We consider one of the most important primitives in combinatorial
optimization: weighted bipartite matching and its generalization to
$b$-matching. We identify three key challenges when using learned dual
variables in a primal-dual algorithm. First, predicted duals may be infeasible,
so we give an algorithm that efficiently maps predicted infeasible duals to
nearby feasible solutions. Second, once the duals are feasible, they may not be
optimal, so we show that they can be used to quickly find an optimal solution.
Finally, such predictions are useful only if they can be learned, so we show
that the problem of learning duals for matching has low sample complexity. We
validate our theoretical findings through experiments on both real and
synthetic data. As a result we give a rigorous, practical, and empirically
effective method to compute bipartite matchings.
Related papers
- Dual Algorithmic Reasoning [9.701208207491879]
We propose to learn algorithms by exploiting duality of the underlying algorithmic problem.
We demonstrate that simultaneously learning the dual definition of these optimisation problems in algorithmic learning allows for better learning.
We then validate the real-world utility of our dual algorithmic reasoner by deploying it on a challenging brain vessel classification task.
arXiv Detail & Related papers (2023-02-09T08:46:23Z) - Rethinking Warm-Starts with Predictions: Learning Predictions Close to
Sets of Optimal Solutions for Faster $\text{L}$-/$\text{L}^\natural$-Convex
Function Minimization [15.191184049312467]
An emerging line of work has that machine-learned predictions are useful to warmstart algorithms for discrete optimization problems, such as bipart matching.
Our framework offers bounds proportional to the distance between a prediction and all optimal solutions.
We thus give the first-time learnability of predictions that can provably warm-start algorithms regardless of multiple optimal solutions.
arXiv Detail & Related papers (2023-02-02T08:00:18Z) - Robustification of Online Graph Exploration Methods [59.50307752165016]
We study a learning-augmented variant of the classical, notoriously hard online graph exploration problem.
We propose an algorithm that naturally integrates predictions into the well-known Nearest Neighbor (NN) algorithm.
arXiv Detail & Related papers (2021-12-10T10:02:31Z) - Practical, Provably-Correct Interactive Learning in the Realizable
Setting: The Power of True Believers [12.09273192079783]
We consider interactive learning in the realizable setting and develop a general framework to handle problems ranging from best arm identification to active classification.
We design novel computationally efficient algorithms for the realizable setting that match the minimax lower bound up to logarithmic factors.
arXiv Detail & Related papers (2021-11-09T02:33:36Z) - Provably Faster Algorithms for Bilevel Optimization [54.83583213812667]
Bilevel optimization has been widely applied in many important machine learning applications.
We propose two new algorithms for bilevel optimization.
We show that both algorithms achieve the complexity of $mathcalO(epsilon-1.5)$, which outperforms all existing algorithms by the order of magnitude.
arXiv Detail & Related papers (2021-06-08T21:05:30Z) - Double Coverage with Machine-Learned Advice [100.23487145400833]
We study the fundamental online $k$-server problem in a learning-augmented setting.
We show that our algorithm achieves for any k an almost optimal consistency-robustness tradeoff.
arXiv Detail & Related papers (2021-03-02T11:04:33Z) - Towards Optimally Efficient Tree Search with Deep Learning [76.64632985696237]
This paper investigates the classical integer least-squares problem which estimates signals integer from linear models.
The problem is NP-hard and often arises in diverse applications such as signal processing, bioinformatics, communications and machine learning.
We propose a general hyper-accelerated tree search (HATS) algorithm by employing a deep neural network to estimate the optimal estimation for the underlying simplified memory-bounded A* algorithm.
arXiv Detail & Related papers (2021-01-07T08:00:02Z) - Single-Timescale Stochastic Nonconvex-Concave Optimization for Smooth
Nonlinear TD Learning [145.54544979467872]
We propose two single-timescale single-loop algorithms that require only one data point each step.
Our results are expressed in a form of simultaneous primal and dual side convergence.
arXiv Detail & Related papers (2020-08-23T20:36:49Z) - Learning to Accelerate Heuristic Searching for Large-Scale Maximum
Weighted b-Matching Problems in Online Advertising [51.97494906131859]
Bipartite b-matching is fundamental in algorithm design, and has been widely applied into economic markets, labor markets, etc.
Existing exact and approximate algorithms usually fail in such settings due to either requiring intolerable running time or too much computation resource.
We propose textttNeuSearcher which leverages the knowledge learned from previously instances to solve new problem instances.
arXiv Detail & Related papers (2020-05-09T02:48:23Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.